Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical switcher: buys 3× tech/stock ETFs after sharp dips, hides in T‑Bills when risk rises, and uses VXX/SPXS as a crash catcher. Risk‑on only when tech momentum beats a managed‑futures gauge (KMLM); otherwise it parks in safer funds.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
No funds · not identified: BOXX 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
16 of 44 funds in its are : FAS, QLD, ROM, SOXL, SPUU, SPXL, SPXS, SSO, TBF, TECL, TMF, TQQQ, UDN, UPRO, UST, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Rebalanced daily. It switches between: - Crash mode: if a “fear” fund (VXX) runs hot, it buys VXX or a 3× inverse S&P fund (SPXS), or parks in T‑Bills (BIL/SGOV). - Dip mode: if the Nasdaq looks washed out (low RSI = 0–100 hot/cold meter), it buys 3× stock/tech funds (TQQQ, SPXL, TECL, SOXL), favoring recent laggards. - Neutral: if losses deepen (>6% in 12 days) it parks in BOXX/T‑Bills. Otherwise it stays risk‑on only when tech momentum beats a trend gauge (KMLM = managed‑futures); else it holds safer/hedged funds.
Daily tactical switcher: buys 3× tech/stock ETFs after sharp dips, hides in T‑Bills when risk rises, and uses VXX/SPXS as a crash catcher. Risk‑on only when tech momentum beats a managed‑futures gauge (KMLM); otherwise it parks in safer funds.
Out-of-sample: 29.6% annualized return vs SPY 26.8%, with beta ~0.81 and Calmar ~1.14. A risk-managed, tech-heavy strategy designed to capture rallies while hedging in downturns; expect drawdowns near 26% in stressed periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $311k | 2026-10-19 | |
| Backtest regulatory fees | $866 | 2026-10-19 | |
| Backtest slippage cost | $7,126 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk management, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 412 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.81 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ALTY", "BIL", "BOXX", "CLSE", "CTA", "FAS", "FXE", "IOO", "KMLM", "MGC", "QAI", "QLD", "QQQ", "QQQE", "ROM", "SCHX", "SGOV", "SOXL", "SOXX", "SPUU", "SPXL", "SPXS", "SPY", "SSO", "TBF", "TECL", "TMF", "TQQQ", "UDN", "UPRO", "USDU", "UST", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLE", "XLF", "XLK", "XLP", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 944 | 2026-10-19 | |
| Out-of-sample length | 366 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 150.18% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3015% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.98% | ||
| Return, trailing 1 day (out-of-sample) | 7.59% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.71% | ||
| Return, trailing 1 week (out-of-sample) | 10.83% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.00% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 2.62% | ||
| Return, trailing 2 weeks (out-of-sample) | 8.64% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.06% | ||
| SPY annualized return over the backtest window (backtest) | 20.69% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.81 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Maximum drawdown, backtest period (backtest) | -25.86% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.86% | ||
| Sharpe ratio, backtest period (backtest) | 2.22 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Sortino ratio, backtest period (backtest) | 4.81 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 45.88% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.75% |
| Annualized turnover, backtest period (backtest) | 69.58 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 69.89 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 62.82% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.20% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
