Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑driven swing system. Rides tech uptrends with 3× ETFs, hedges when markets look “too hot,” buys sharp dips, and shorts Nasdaq in downtrends. Uses RSI (hot/cold), VOX/XLF heat triggers, KMLM (managed‑futures), and bond/vol filters. 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.
4 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.
0.2% of weight in (IVV: 3.0%)
3 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. : 98% · 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 ()
15 of 32 funds in its are : PSQ, SH, SOXL, SOXS, SQQQ, SVXY, TBX, TECL, TECS, TMF, TMV, TQQQ, UGL, 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) Market trend: if the S&P 500 (SPY) is above its 200‑day average, use a risk‑on playbook; otherwise use a bear playbook.<br>Risk‑on: If short‑term “heat” (RSI = a hot/cold gauge) looks extreme in broad markets or key sectors (SPY/IOO/TQQQ/VTV/XLF/VOX), move to safety: 75% UVXY (volatility) + 25% BTAL (defensive). Else buy dips (TECL/SOXL/UPRO), or run a tech basket; fallback SCHD (dividends). KMLM (managed‑futures) and bond/vol signals fine‑tune tilts.<br>Bear: Usually short Nasdaq (SQQQ), with brief flips long if trend/bond checks improve.
Aggressive, rules‑driven swing system. Rides tech uptrends with 3× ETFs, hedges when markets look “too hot,” buys sharp dips, and shorts Nasdaq in downtrends. Uses RSI (hot/cold), VOX/XLF heat triggers, KMLM (managed‑futures), and bond/vol filters. Rebalanced daily.
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.44 vs ~1.11, Calmar ~2.85, and ~106% annual upside vs ~18%. Trend + hedges + cross-asset signals offer stronger growth with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27.1M | 2026-10-11 | |
| Backtest regulatory fees | $42k | 2026-10-11 | |
| Backtest slippage cost | $384k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, sector rotation, tactical allocation, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 290 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.49 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BTAL", "IEF", "IOO", "KMLM", "PDBC", "PSQ", "QQQ", "SCHD", "SH", "SOXL", "SOXS", "SPY", "SQQQ", "SVXY", "TBX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.14 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 503 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 291.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 271k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 106.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 325.48% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 82.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 82.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.59% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.81 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.33% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
