Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily. Buys 3x tech/stock ETFs on dips and calm trends; shifts to cash/bonds or VIX/inverse ETFs when markets overheat or fear spikes. Uses RSI “heat” and 200‑day trends; KMLM as a tripwire. Very high risk and turnover.
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.
8 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%)
5 funds (SEC N-PORT, as of 2026-05-31) · not identified: BOND 10%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 2026-10-19 ()
58.7% 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 ()
45 of 80 funds in its are : CURE, DRV, DXD, EDC, EDZ, EFO, ERX, FAS, FAZ, FNGD, FNGG, GLL, LABU, OILD, PSQ, QID, QLD, RETL, ROM, SDOW, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SSO, SVIX, SVXY, TECL, TECS, TMF, TMV, TQQQ, UDN, UDOW, UGE, UGL, UPRO, UVIX, UVXY, UWM, UYG
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.
Daily, it checks if stocks are hot or cold using a speed/heat score (RSI: high = too hot, low = washed‑out) and simple trend filters (e.g., 200‑day). Calm or briefly weak? Buy dips with 3x tech/stock funds (TQQQ/TECL/SOXL). Frothy or fear rising (via VIX funds like UVXY/UVIX)? Shift to T‑Bills (BIL/SHV), bonds, or VIX/inverse 3x. KMLM (managed‑futures) is a tripwire: if it beats tech, go defensive.
Rules-based, daily. Buys 3x tech/stock ETFs on dips and calm trends; shifts to cash/bonds or VIX/inverse ETFs when markets overheat or fear spikes. Uses RSI “heat” and 200‑day trends; KMLM as a tripwire. Very high risk and turnover.
Out-of-sample edge: ~34% annualized return, Calmar ~2.0, and beta ~0.06, vs SPY. Delivers stronger risk-adjusted growth and a defensive tilt in uptrends; but exhibits higher drawdowns in downturns—volatility tolerance required.
Every. Day. We go up.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-19 | |
| Backtest regulatory fees | $2,910 | 2026-10-19 | |
| Backtest slippage cost | $23k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged/inverse etfs, risk-on/risk-off, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,482 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BOND", "BTAL", "CORP", "CURE", "DBC", "DRV", "DXD", "EDC", "EDZ", "EEM", "EFO", "ERX", "FAS", "FAZ", "FNGD", "FNGG", "GLD", "GLL", "IEF", "IEI", "IGIB", "IOO", "IWM", "KMLM", "LABU", "OILD", "PSQ", "QID", "QLD", "QQQ", "RETL", "ROM", "SAA", "SDOW", "SH", "SHV", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SSO", "SVIX", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UDN", "UDOW", "UGE", "UGL", "UPRO", "USMV", "UUP", "UVIX", "UVXY", "UWM", "UYG", "VIXM", "VIXY", "VOX", "VPU", "VTV", "WTMF", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 |
| Remixes (copies) | 73 | 2026-10-19 | |
| Watchers | 22 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,142 | 2026-10-19 | |
| Out-of-sample length | 358 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 179.27% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 10k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.93% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.57% | ||
| Return, trailing 1 day (out-of-sample) | -0.73% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.55% | ||
| Return, trailing 1 week (out-of-sample) | -5.56% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.17% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 25.43% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.46% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 14.83% | ||
| SPY annualized return over the backtest window (backtest) | 13.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 10.47 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.98 | ||
| Maximum drawdown, backtest period (backtest) | -17.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.13% | ||
| Sharpe ratio, backtest period (backtest) | 3.99 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Sortino ratio, backtest period (backtest) | 8.99 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.69% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.10% |
| Annualized turnover, backtest period (backtest) | 56.96 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.11 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 61.21% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.63% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
