Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical, daily strategy: hedges peaks with VIX funds or T‑bills, buys dips with 2–3x tech/semis, and otherwise rotates among tech vs KMLM (managed futures), Treasuries, gold/commodities, EM, or low‑vol stocks. Runs on RSI “hot/cold” signals. 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.
11 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.
0.5% of weight in (IVV: 3.0%)
6 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. : 71% · 2026-10-19 ()
52.9% 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 ()
31 of 82 funds in its are : CURE, EDC, EDZ, ERX, FAS, LABD, LABU, PSQ, QLD, RETL, ROM, SCO, SH, SOXL, SPUU, SPXL, SQQQ, SSO, SVIX, SVXY, TBF, TECL, TECS, TMF, TMV, TQQQ, UDN, UPRO, UST, UVIX, 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.
Each day it asks: are stocks hot or cold? It uses RSI (a “speedometer” of recent buying/selling: high=hot, low=cold). If hot, it hedges with VIX funds (VIXY/VXX/UVIX, which jump when fear rises) or parks in T‑bills (BIL/SGOV). If cold, it buys bounce candidates, often 2–3x tech/semis (TQQQ/TECL/SOXL). Otherwise it rotates among tech vs managed‑futures KMLM (a trend fund), Treasuries (EDV), gold/silver/oil, EM, or a low‑vol stock basket. It favors the sub‑module with the best 5‑day return. Rebalances daily.
A fast, tactical, daily strategy: hedges peaks with VIX funds or T‑bills, buys dips with 2–3x tech/semis, and otherwise rotates among tech vs KMLM (managed futures), Treasuries, gold/commodities, EM, or low‑vol stocks. Runs on RSI “hot/cold” signals. High risk.
Daily tactical rotation with hedges (VIX, T-bills) and dynamic tech-vs-macro bets aims for higher upside than the S&P. OOS return ~26.9% vs ~24% SPY, with diversification but higher drawdown and lower Sharpe.
Changed Sort to 5 day CR
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $957k | 2026-10-19 | |
| Backtest regulatory fees | $6,253 | 2026-10-19 | |
| Backtest slippage cost | $49k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean-reversion + momentum, risk-on/risk-off, tactical multi-asset rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 719 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.69 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ALTY", "BIL", "BND", "BTAL", "CLSE", "CORP", "COST", "CTA", "CURE", "DBMF", "DBO", "EDC", "EDV", "EDZ", "EEM", "ERX", "FAS", "FTLS", "FXE", "GE", "GLD", "IEF", "IEI", "IOO", "IWM", "KMLM", "LABD", "LABU", "LBAY", "LLY", "NVO", "PDBC", "PGR", "PSQ", "QAI", "QLD", "QQQ", "QQQE", "RETL", "RINF", "ROM", "SCO", "SGOV", "SH", "SLV", "SOXL", "SPUU", "SPXL", "SPY", "SQQQ", "SSO", "SVIX", "SVXY", "TBF", "TECL", "TECS", "TMF", "TMV", "TQQQ", "UDN", "UPRO", "USDU", "UST", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VT", "VTV", "VWO", "VXX", "XLE", "XLF", "XLK", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.46 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-19 |
| Remixes (copies) | 18 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,127 | 2026-10-19 | |
| Out-of-sample length | 393 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 177.01% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 9465% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.86% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.24% | ||
| Return, trailing 1 day (out-of-sample) | -7.62% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.96% | ||
| Return, trailing 1 week (out-of-sample) | -10.00% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 31.57% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 60.75% | ||
| Return, trailing 2 weeks (out-of-sample) | -8.95% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 29.18% | ||
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.39 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Maximum drawdown, backtest period (backtest) | -52.19% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.21% | ||
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Sortino ratio, backtest period (backtest) | 3.10 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 64.26% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 74.53% |
| Annualized turnover, backtest period (backtest) | 115.14 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 111.47 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.47% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.94% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
