Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical mix that buys 3x tech when conditions are calm, hedges with VIX and commodities when markets run hot, uses KMLM (managed‑futures) as a trend filter, and adds a momentum‑based bitcoin sleeve.
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.
14 positions as of 2026-10-11
: 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%)
10 funds (SEC N-PORT, as of 2026-05-31) · not identified: BOND 3%
: 2.3% (DBO 2% × 1.00), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 90% · 2026-10-11 ()
69.7% 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% · 2026-10-11 ()
31 of 74 funds in its are : CURE, EDC, EDZ, FAS, GLL, HIBL, KOLD, LABD, LABU, PSQ, QID, QLD, RETL, SCO, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SRTY, TECL, TECS, TMF, TMV, TQQQ, UCO, UDN, UGE, UGL, UPRO
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 trend (200‑day average) and “heat” (RSI). RSI is a 0–100 speedometer of recent buying vs selling; high = hot, low = cold.<br>Hot/overbought: it scales into volatility hedges (VXX) or gold/commodities.<br>Calm/oversold: it buys growth via 3x tech/Nasdaq funds.<br>It also compares tech to KMLM (a trend‑following futures ETF); if KMLM looks stronger, it goes defensive/short. Side sleeves time bonds, EM, oil, nat‑gas. A bitcoin sleeve buys GBTC on strength. Rebalanced daily.
A daily, tactical mix that buys 3x tech when conditions are calm, hedges with VIX and commodities when markets run hot, uses KMLM (managed‑futures) as a trend filter, and adds a momentum‑based bitcoin sleeve.
Out-of-sample, this strategy targets ~50% annualized return vs ~24% for the S&P, with low beta (~0.46) and strong risk-adjusted edge (Calmar ~3, alpha ~0.34). Higher upside and diversification, with volatility hedges—though drawdowns can be larger in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9M | 2026-10-11 | |
| Backtest regulatory fees | $4,430 | 2026-10-11 | |
| Backtest slippage cost | $35k | 2026-10-11 |
| AI categories (Composer) | bonds timing, commodities, crypto, leveraged etfs, managed-futures (kmlm) filter, momentum/trend, multi-asset tactical, volatility-hedged | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,346 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BOND", "BTAL", "CORP", "CURE", "DBO", "EDC", "EDZ", "EEM", "FAS", "FCG", "GBTC", "GLD", "GLL", "HIBL", "IBTK", "IEF", "IEI", "IGIB", "IOO", "IVV", "IWM", "KMLM", "KOLD", "LABD", "LABU", "PDBC", "PSQ", "QID", "QLD", "QQQ", "QQQE", "RETL", "RINF", "SBND", "SCO", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPXU", "SPY", "SQQQ", "SRTY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UDN", "UGE", "UGL", "UNG", "UPRO", "UUP", "VOX", "VPU", "VTIP", "VTV", "VXX", "WTMF", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 |
| Remixes (copies) | 62 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,258 | 2026-10-11 | |
| Out-of-sample length | 341 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 184.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 19k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.44% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 11.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 8.00 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
