Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical strategy that rides tech momentum in uptrends, flips to inverse or volatility hedges when markets look overheated or weak, and uses a managed‑futures ETF (KMLM) as a macro “regime” switch. Uses 3x ETFs/UVXY; very high risk.
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 ()
11 of 24 funds in its are : PSQ, QLD, SH, SOXL, SOXS, SPXL, SQQQ, TECL, TECS, 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 Macro signals 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 reads a short‑term hot/cold score (RSI 0–100). If big indexes are very hot (>~80), it expects a pullback and buys volatility (mostly UVXY) with a small BIL/BTAL cushion. If very cold (<~30), it buys 3x stock ETFs (TQQQ or SPXL). Otherwise, it uses trend: if the S&P 500 is above its 200‑day, it rides 3x tech/semis (TECL/SOXL/TQQQ) unless a macro gauge (KMLM, a managed‑futures ETF) flips it into the inverse set (TECS/SOXS/SQQQ). If below, it favors PSQ/SQQQ (or occasionally QQQ/QLD) guided by bond strength. Rebalances daily; very high risk.
A daily, tactical strategy that rides tech momentum in uptrends, flips to inverse or volatility hedges when markets look overheated or weak, and uses a managed‑futures ETF (KMLM) as a macro “regime” switch. Uses 3x ETFs/UVXY; very high risk.
Out-of-sample edge: Sharpe 1.46 vs SPY 1.24; Calmar 3.16; annualized return ~129% vs ~21%. A regime-aware, leveraged-tech strategy with macro guards (UVXY/KMLM) seeks bigger upside in rallies and adaptive risk-off protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $117.4M | 2026-10-11 | |
| Backtest regulatory fees | $142k | 2026-10-11 | |
| Backtest slippage cost | $1.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 204 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "IEF", "IOO", "KMLM", "PSQ", "QLD", "QQQ", "SH", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TQQQ", "UVXY", "VTV", "XLF", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 |
| Remixes (copies) | 271 | 2026-10-11 | |
| Watchers | 76 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 524 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 409.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1173k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 129.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 462.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -11.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.98% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 105.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 105.44% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 33.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 70.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 77.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.50 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.73 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
