Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based swing strategy: buys 3× tech/Nasdaq on dips when the long-term trend is up; hedges with volatility/inverse ETFs on rips; parks in cash/bonds when trend is weak. Uses KMLM (managed futures) as a cross-asset signal; also trades EM and gold.
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.
9 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 5%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 75% · 2026-10-19 ()
62.4% 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 ()
26 of 55 funds in its are : CURE, EDC, EDZ, FAS, GLL, PSQ, QID, QLD, RETL, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SRTY, TECL, TECS, TMF, TMV, TQQQ, UDN, UGE, UGL, UPRO, 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.
RSI is a short-term heat meter (0=cold, 100=hot). On rips (RSI very hot, ~80+), it hedges/shorts using volatility funds like UVXY (these often jump when stocks drop). On dips (RSI ~25–30) and if the long trend is up (SPY > 200‑day), it buys 3× tech/Nasdaq (TECL, TQQQ, SOXL). If trend is down it holds T‑Bills (BIL/SHV) or Treasuries (TLT/TMF) and sometimes inverse ETFs. A KMLM check (managed‑futures trend) tilts bull vs bear. Smaller sleeves trade EM and gold. Daily rebalance. Very high risk.
Daily, rules-based swing strategy: buys 3× tech/Nasdaq on dips when the long-term trend is up; hedges with volatility/inverse ETFs on rips; parks in cash/bonds when trend is weak. Uses KMLM (managed futures) as a cross-asset signal; also trades EM and gold.
Out-of-sample edge: ~36% annualized return vs SPY ~24%, Calmar ~3.1, near-zero beta, and diversified hedges (UVXY, inverses, bonds, EM, gold). Higher upside with larger but manageable drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.4M | 2026-10-19 | |
| Backtest regulatory fees | $22k | 2026-10-19 | |
| Backtest slippage cost | $179k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, tactical multi-asset, trend + mean reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 927 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BOND", "CORP", "CURE", "EDC", "EDZ", "EEM", "FAS", "GLD", "GLL", "IEF", "IEI", "IGIB", "IOO", "IWM", "KMLM", "PSQ", "QID", "QLD", "QQQ", "RETL", "SH", "SHV", "SOXL", "SOXS", "SOXX", "SPXL", "SPXU", "SPY", "SQQQ", "SRTY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UDN", "UGE", "UGL", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VPU", "VTV", "WTMF", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 |
| Remixes (copies) | 73 | 2026-10-19 | |
| Watchers | 35 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 361 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 218.24% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 84k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.97% | ||
| Return, trailing 1 day (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.68% | ||
| Return, trailing 1 week (out-of-sample) | -4.92% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 21.57% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 33.01% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.78% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 15.90% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 18.55 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.09 | ||
| Maximum drawdown, backtest period (backtest) | -11.76% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.77% | ||
| Sharpe ratio, backtest period (backtest) | 4.01 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | ||
| Sortino ratio, backtest period (backtest) | 8.89 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.94 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.01% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.76% |
| Annualized turnover, backtest period (backtest) | 60.06 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.07 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.52% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.74% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
