Composer · investment strategy
by Composer Technologies · via Composer
Daily rules-based mix: cash + GLD + the stronger of tech momentum (TQQQ) or managed futures (KMLM). When tech is extremely “hot” (RSI>80), it shifts to cash + UVXY as a short-term crash hedge.
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.
3 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%)
No funds
: 7.9% (KMLM 50% × 0.16), 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. : 100% · 2026-10-19 ()
0.0% 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 ()
2 of 4 funds in its are : TQQQ, 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 checks how “hot” TQQQ (a 3x Nasdaq‑100 fund) has been using RSI, a 0–100 speedometer of recent gains. If RSI>80, it holds 50% cash and 50% UVXY (a volatility‑spike fund) as crash insurance.<br>Otherwise, it splits equally among cash, GLD (gold), and whichever is stronger over 10 days: TQQQ or KMLM (a trend‑following managed‑futures fund). Rebalanced daily.
Daily rules-based mix: cash + GLD + the stronger of tech momentum (TQQQ) or managed futures (KMLM). When tech is extremely “hot” (RSI>80), it shifts to cash + UVXY as a short-term crash hedge.
Out-of-sample: ~37.2% annualized vs ~20.8% for the S&P, Calmar ~1.78. A daily, rules-based mix of cash, GLD, TQQQ/KMLM, and UVXY offers strong upside with disciplined risk control—despite higher drawdowns (~21%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $129k | 2026-10-19 | |
| Backtest regulatory fees | $187 | 2026-10-19 | |
| Backtest slippage cost | $1,167 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, gold, managed futures, nasdaq-100, rsi, tactical momentum, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "KMLM", "TQQQ", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.14 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 |
| Remixes (copies) | 169 | 2026-10-19 | |
| Watchers | 57 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 1,465 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 55.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1188% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.91% | ||
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.84% | ||
| Return, trailing 1 week (out-of-sample) | -0.58% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 19.37% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 21.36% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.47% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.23% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.64 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.78 | ||
| Maximum drawdown, backtest period (backtest) | -20.90% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.90% | ||
| Sharpe ratio, backtest period (backtest) | 1.92 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.48% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.24% |
| Annualized turnover, backtest period (backtest) | 16.60 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.52 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.38% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
