Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based trend and heat gauge: ride strong tech/crypto in uptrends, buy deep dips, and when things get too hot, flip into volatility hedges. In downtrends, hold inverse QQQ with bond/factor signals; uses KMLM to refine risk-on/off.
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.
1 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
100.0% 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% · 2026-10-11 ()
32 of 69 funds in its are : AAPX, AGQ, AMDL, AMZU, AMZZ, BITX, CONL, CRWG, FAS, FAZ, FBL, GDXD, GDXU, GGLL, NVDL, OKLL, PSQ, QLD, SH, SOXS, SPXL, SQQQ, SRTY, TECL, TECS, TMF, TQQQ, TSLR, UPRO, URAA, UVXY, WEBS
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.
It first asks: is the S&P 500 (SPY) above its 200‑day average? If yes, it rides strong, fast movers (mostly big‑tech/crypto 2–3x ETFs) and buys dips when RSI (a 0–100 “temperature” of recent moves) is low. If prices look overheated (RSI ~80+ on major indexes), it flips into UVXY (volatility) plus cash/BTAL. If SPY is below the 200‑day, it holds inverse QQQ (PSQ/SQQQ) with bond/factor cues. KMLM (managed futures) helps judge trend vs tech.
Daily, rules-based trend and heat gauge: ride strong tech/crypto in uptrends, buy deep dips, and when things get too hot, flip into volatility hedges. In downtrends, hold inverse QQQ with bond/factor signals; uses KMLM to refine risk-on/off.
Out-of-sample edge: Sharpe 2.63 vs SPY 1.69, alpha ≈ 3.37, Calmar ~26. Regime-switching, tech/crypto leadership bets, and volatility hedges seek higher risk-adjusted returns; note possible large drawdowns in stress markets, with fast recovery.
FLOW STATE ALPHA BEETHOVEN 6.6
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $178k | 2026-10-11 | |
| Backtest regulatory fees | $164 | 2026-10-11 | |
| Backtest slippage cost | $1,232 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum & mean reversion, regime switching, tech/financials/commodities, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 434 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.87 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPX", "AGG", "AGQ", "AMDL", "AMZN", "AMZU", "AMZZ", "AVGO", "BABA", "BAM", "BIL", "BITX", "BN", "BND", "BTAL", "BX", "COIN", "CONL", "CRWG", "CRWV", "CVX", "FAS", "FAZ", "FBL", "GDXD", "GDXU", "GGLL", "HOOD", "IBKR", "IEF", "IOO", "KKR", "KMLM", "LITE", "MA", "META", "MU", "NVDL", "OKLL", "OKLO", "PLTR", "PSQ", "QLD", "QQQ", "SCCO", "SCHW", "SH", "SOFI", "SOXS", "SPXL", "SPY", "SQQQ", "SRTY", "TECL", "TECS", "TLT", "TMF", "TQQQ", "TSLR", "UPRO", "URAA", "UVXY", "V", "VTR", "VTV", "WEBS", "WELL", "XLF", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 3.37 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 |
| Remixes (copies) | 436 | 2026-10-11 | |
| Watchers | 202 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 258 | 2026-10-11 | |
| Out-of-sample length | 163 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 1551% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1685% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 1468% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 499.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -8.92% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1527% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.45% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 205.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.60% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 27.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 26.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.63 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.41 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 139.74% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 145.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 77.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 89.67 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.21% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
