Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑driven portfolio that rides strong uptrends with 2–3x tech/crypto funds and single‑stock levered ETFs, then hedges or flips to Treasuries/inverse funds when trends break or get overheated (via RSI/KMLM). High risk; rebalanced daily.
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 ()
27 of 62 funds in its are : AAPX, AGQ, AMDL, AMZU, AMZZ, BITX, CONL, FAS, FAZ, FBL, GDXD, GDXU, GGLL, NVDL, PSQ, QLD, SH, SOXS, SPXL, SQQQ, TECL, TECS, TMF, TQQQ, TSLR, UPRO, 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.
1) Trend check: if the S&P 500 is above its 200‑day average, it’s Risk‑On; else Risk‑Off. 2) Heat/stress dials: RSI (0–100 “overheating” meter; high=hot, low=cold) and KMLM (a managed‑futures fund that often rises in stressed trends). 3) Risk‑On: rotate into 2–3x tech/crypto winners (TQQQ; 2x AAPL/NVDA/TSLA; BITX; COIN). 4) If too hot, add UVXY (volatility‑spike hedge) or T‑bills/BTAL. 5) Risk‑Off: flip to Treasuries/gold or inverse ETFs (SQQQ/TECS/SOXS). Rebalances daily.
Aggressive, rules‑driven portfolio that rides strong uptrends with 2–3x tech/crypto funds and single‑stock levered ETFs, then hedges or flips to Treasuries/inverse funds when trends break or get overheated (via RSI/KMLM). High risk; rebalanced daily.
Out-of-sample edge: Sharpe 2.73 vs SPY 1.43; Calmar 25.5. Dramatic outperformance from momentum in leveraged tech/crypto with adaptive hedges. Higher long-run growth than the S&P 500, with disciplined risk controls in volatile markets.
FLOW STATE ALPHA. High-octane, algorithmic growth strategy designed to capture outsized returns during bullish market regimes while attempting to sidestep major drawdowns using dynamic hedging. Logic: Trend Filter: Utilizes Moving Averages (e.g., 200-day) to determine if the market is in a "Risk-On" or "Risk-Off" environment. Volatility Guard: Monitors the Managed Futures ETF (KMLM) and RSI levels to detect overheating or market stress. Asset Allocation: Bull Mode: Rotates into 2x/3x Leveraged ETFs (TQQQ, SOXL, FAS) and Crypto-proxies to maximize upside momentum. Bear/Hedge Mode: Automatically flips to Defensive Assets (Treasuries, Gold, or Inverse ETFs) when trend signals break down. Risk Profile: Aggressive / Speculative. This strategy employs leverage and can experience significant volatility. It is designed for capital appreciation, not capital preservation. Limit allocation and monitor intelligence.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.3M | 2026-10-11 | |
| Backtest regulatory fees | $3,187 | 2026-10-11 | |
| Backtest slippage cost | $27k | 2026-10-11 |
| AI categories (Composer) | crypto proxy, dynamic hedging, leveraged etfs, managed futures, momentum, risk-on/risk-off, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 408 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.85 | 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", "CVX", "FAS", "FAZ", "FBL", "GDXD", "GDXU", "GGLL", "HOOD", "IBKR", "IEF", "IOO", "KKR", "KMLM", "MA", "META", "MU", "NVDL", "PLTR", "PSQ", "QLD", "QQQ", "SCCO", "SCHW", "SH", "SOFI", "SOXS", "SPXL", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TQQQ", "TSLA", "TSLR", "UPRO", "UVXY", "V", "VTR", "VTV", "WELL", "XLF", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 3.34 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 |
| Remixes (copies) | 560 | 2026-10-11 | |
| Watchers | 234 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 608 | 2026-10-11 | |
| Out-of-sample length | 174 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 1005% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 33k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 1471% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 577.22% | 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) | 964.77% | 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) | 166.49% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 15.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 25.51 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.19% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.51 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 112.52% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 134.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 76.92 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 94.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
