Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based mix that rides tech uptrends with 3x ETFs, buys dips, and shifts to cash/Treasuries or short/volatility hedges when overheated or down‑trending. Uses RSI (heat gauge) and 200‑day trend; also benchmarks tech vs KMLM (managed‑futures). Very high risk.
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.
7 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.
0.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
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 ()
49.9% 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 ()
18 of 44 funds in its are : FAS, LABU, PSQ, QLD, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SVIX, SVXY, TECL, TMF, TQQQ, UPRO, UVXY, YANG
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 asks: 1) Trend? (price vs 200‑day average). 2) Heat? (RSI = 0–100 gauge of recent moves; >80 hot, <30 cold). If trend is up and not hot, it rides leveraged tech/semis (TQQQ/TECL/SOXL) and buys sharp dips. If hot or trend breaks, it moves to cash/Treasuries or hedges (PSQ/SQQQ, UVXY). It also compares tech to KMLM, a managed‑futures ETF. Main tilts: tech/semis; defensives include dollar, staples, health care, utilities, gold.
Daily, rules‑based mix that rides tech uptrends with 3x ETFs, buys dips, and shifts to cash/Treasuries or short/volatility hedges when overheated or down‑trending. Uses RSI (heat gauge) and 200‑day trend; also benchmarks tech vs KMLM (managed‑futures). Very high risk.
Out-of-sample, this strategy delivers ~54% annualized return with Sharpe ~1.37 (vs SPY ~1.27) and Calmar ~3.36, plus positive alpha. It rides tech uptrends and hedges dips, offering stronger risk-adjusted growth than the S&P, with higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.0M | 2026-10-19 | |
| Backtest regulatory fees | $2,945 | 2026-10-19 | |
| Backtest slippage cost | $24k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, inverse/volatility hedges, leveraged tech etfs, momentum & mean‑reversion, tactical rotation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 594 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CORP", "FAS", "FXI", "GDX", "GLD", "IEF", "KMLM", "LABU", "NZF", "PSQ", "QLD", "QQQ", "QQQE", "RSP", "SH", "SOXL", "SOXS", "SPXL", "SPXU", "SPY", "SQQQ", "STIP", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VPU", "XLF", "XLK", "XLP", "XLU", "XLV", "XLY", "YANG" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 258 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 223.79% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 20k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.98% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.24% | ||
| Return, trailing 1 day (out-of-sample) | -0.49% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.02% | ||
| Return, trailing 1 week (out-of-sample) | 0.73% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 58.50% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 55.16% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.40% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.81% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 12.20 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.36 | ||
| Maximum drawdown, backtest period (backtest) | -18.35% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.07% | ||
| Sharpe ratio, backtest period (backtest) | 3.22 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | ||
| Sortino ratio, backtest period (backtest) | 6.46 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 38.81% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.26% |
| Annualized turnover, backtest period (backtest) | 42.78 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.52 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.98% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.04% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
