Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, multi-sleeve portfolio that rides big-tech momentum, times emerging markets long/short, toggles bonds and gold long/short, and uses managed futures and volatility hedges to cut drawdowns. Very aggressive; uses leveraged/inverse ETFs.
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.
“uses managed futures and volatility hedges to cut drawdowns”
“Core sleeve rides leveraged tech (e.g., TQQQ)”
“Rebalanced daily.”
“use KMLM (managed futures) as a regime switch”
“Each sleeve follows simple rules: ride strong trends, buy big dips, and hedge when prices look too “hot.””
“others flip EM stocks bull/bear, toggle long/short bonds and gold”
“Your money is split into sleeves.”
No published holdings for this strategy.
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.
15 of 56 funds in its are : EDC, EDZ, GLL, PSQ, QLD, SOXL, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, UGL, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
3 missing
The text the rules are quoted from, with where it came from.
Your money is split into sleeves. Each sleeve follows simple rules: ride strong trends, buy big dips, and hedge when prices look too “hot.” It uses RSI (a 0–100 “hot/cold” score) and moving averages (trendlines like the 200‑day). Core sleeve rides leveraged tech (e.g., TQQQ); others flip EM stocks bull/bear, toggle long/short bonds and gold, and use KMLM (managed futures) as a regime switch. Rebalanced daily.
A daily, rules-based, multi-sleeve portfolio that rides big-tech momentum, times emerging markets long/short, toggles bonds and gold long/short, and uses managed futures and volatility hedges to cut drawdowns. Very aggressive; uses leveraged/inverse ETFs.
Out-of-sample, this strategy targets ~49% annualized returns vs ~24% S&P, with Calmar ~1.36 and Sharpe ~1.07. Diversified via managed futures and hedges; expect higher drawdowns (~36%) but stronger trend capture.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.7M | 2026-10-11 | |
| Backtest regulatory fees | $8,925 | 2026-10-11 | |
| Backtest slippage cost | $71k | 2026-10-11 |
| AI categories (Composer) | aggressive multi-asset rotation, bonds/gold toggles, daily rebalance, em timing, leveraged/inverse etfs, managed futures (kmlm), tech momentum, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 598 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.45 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AEM", "AGI", "AR", "BIL", "BSV", "BTAL", "CORP", "CTVA", "EDC", "EDZ", "EEM", "ET", "FNV", "GDX", "GLD", "GLDM", "GLL", "GPOR", "IEF", "IEI", "IGIB", "IOO", "IVV", "IWM", "KMLM", "PPC", "PSQ", "QLD", "QQQ", "RRC", "SCHQ", "SHV", "SOXL", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "TRGP", "UGL", "UPRO", "UVXY", "VCR", "VGT", "VIXY", "VOX", "VPU", "VTV", "WPM", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,341 | 2026-10-11 | |
| Out-of-sample length | 387 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 217.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 47k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.13% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.07% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.86% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 78.90% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 78.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.77% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 31.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 53.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
