Composer · investment strategy
by Composer Technologies · via Composer
A fast, daily, rules-based strategy that tries to front‑run pullbacks: hedge with VIX funds when stocks look overheated, ride or short tech trends using leveraged ETFs, use KMLM as a regime switch, and add Treasuries and gold for ballast. 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.
7 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.
0.3% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 55% · 2026-10-11 ()
93.1% 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 ()
35 of 68 funds in its are : DRV, DXD, EDC, EDZ, EFO, ERX, FAZ, FNGD, FNGG, GLL, OILD, PSQ, QLD, ROM, SDOW, SOXL, SOXS, SPXL, SPXS, SQQQ, SSO, SVIX, SVXY, TECL, TECS, TMF, TMV, TQQQ, UDOW, UGL, UPRO, UVIX, UVXY, UWM, UYG
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 uses a short-term “heat meter” (RSI: 0–100) on big stock indexes. High readings mean prices ran up fast; low = sold off. <br>- If stocks look overheated, it buys “fear” funds tied to the VIX (UVXY/VIXY/VXX) that usually jump when markets fall. If fear already spiked, it may cautiously short volatility (SVXY/SVIX) with safety checks. <br>- If things are calm or oversold, it rotates into aggressive growth (leveraged tech/semis like TQQQ/TECL/SOXL) or flips to the short side (PSQ/SQQQ) when trends turn down. <br>- KMLM (a managed‑futures ETF) acts like a macro weather vane: weak KMLM → lean risk-on; strong KMLM → get defensive or short, sometimes hold KMLM itself. <br>- It mixes in Treasuries (TLT/TMF/TMV), gold/silver/commodities (GLD/SLV/DBC), and defensive equity funds (BTAL, USMV, XLP, utilities) as ballast. <br>- It often picks the recent winners/losers over 10–15 days to size positions. <br>- Rebalanced daily; very active and high risk due to leveraged/inverse ETFs and VIX products.
A fast, daily, rules-based strategy that tries to front‑run pullbacks: hedge with VIX funds when stocks look overheated, ride or short tech trends using leveraged ETFs, use KMLM as a regime switch, and add Treasuries and gold for ballast. Very high risk.
Out-of-sample annualized return ~38% vs SPY ~23%, with diversified hedges and regime switching to chase tech-driven rallies. Higher upside, but larger drawdowns (~35%) and complexity; suitable for higher risk tolerance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.2M | 2026-10-11 | |
| Backtest regulatory fees | $6,779 | 2026-10-11 | |
| Backtest slippage cost | $53k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, risk-on/risk-off, tactical allocation, trend-following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 502 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "BTAL", "CORP", "DBC", "DRV", "DXD", "EDC", "EDZ", "EEM", "EFO", "ERX", "FAZ", "FNGD", "FNGG", "GDX", "GLD", "GLL", "IEF", "IEI", "IGIB", "IOO", "IVV", "IWM", "KMLM", "OILD", "PSQ", "QLD", "QQQ", "ROM", "SAA", "SDOW", "SHV", "SLV", "SOXL", "SOXS", "SOXX", "SPXL", "SPXS", "SPY", "SQQQ", "SSO", "SVIX", "SVXY", "TECL", "TECS", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UGL", "UPRO", "USMV", "UVIX", "UVXY", "UWM", "UYG", "VIXM", "VIXY", "VPU", "VTV", "VXX", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 52 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 389 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 230.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 22k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.68 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 7.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 68.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
