Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical switcher that gauges how “hot/cold” and trendy markets are, then flips between volatility spikes (UVXY), leveraged stock funds (TQQQ/TECL/SOXL/SPXL), or safer bond/defensive funds (BIL/TMF/VIXY). Uses KMLM/RINF and bond signals; can tilt EM.
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%)
1 fund (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. : 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 ()
22 of 46 funds in its are : DRN, DRV, EDC, EDZ, FAS, HIBL, LABD, LABU, PSQ, SH, SOXL, SOXS, SPXL, SQQQ, SRTY, TECL, TMF, TMV, TQQQ, TYO, URTY, 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.
Checks daily: RSI (0–100 heat of recent buying; high=hot, low=cold), trend (price vs moving average), and market stress. If stocks look overheated it buys UVXY (benefits from volatility spikes). If trends/oversold favor offense it buys leveraged stock funds like TQQQ/TECL/SOXL/SPXL. If stress rises it shifts to T‑bills (BIL), long Treasuries (TMF), or defensive/vol funds (VIXY/VIXM/BTAL). It also reads KMLM (managed‑futures trend), RINF (inflation), bond‑vs‑stock, and can go long/short EM via EEM/EDC/EDZ.
Daily tactical switcher that gauges how “hot/cold” and trendy markets are, then flips between volatility spikes (UVXY), leveraged stock funds (TQQQ/TECL/SOXL/SPXL), or safer bond/defensive funds (BIL/TMF/VIXY). Uses KMLM/RINF and bond signals; can tilt EM.
Dynamic, multi-regime strategy that rotates among volatility triggers, leveraged equities, and bonds. Out-of-sample shines with ~44.5% annualized return vs SPY’s ~19.6%, Calmar ~0.61—offering bigger upside in rallies, but with higher drawdown risk (~72%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $78.1M | 2026-10-11 | |
| Backtest regulatory fees | $303k | 2026-10-11 | |
| Backtest slippage cost | $2.9M | 2026-10-11 |
| AI categories (Composer) | bonds, emerging markets, leveraged etfs, managed futures, mean reversion, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 266 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "DRN", "DRV", "EDC", "EDZ", "EEM", "FAS", "HIBL", "IBTK", "IEF", "IEI", "IWM", "KMLM", "LABD", "LABU", "PSQ", "QQQ", "QQQE", "RINF", "SBND", "SH", "SHY", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "SRTY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYO", "URTY", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 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) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 |
| Remixes (copies) | 83 | 2026-10-11 | |
| Watchers | 23 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,258 | 2026-10-11 | |
| Out-of-sample length | 437 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 501.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 781k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 89.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 21.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 147.51% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 147.32% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.50% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 99.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -72.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -72.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 83.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 87.17% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 123.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 117.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.17% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
