Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio that rides strong tech/Nasdaq trends with leveraged ETFs, but flips to hedges (short QQQ, VIX, Treasuries, gold, managed futures) when signals flash risk. Uses RSI, moving averages, and KMLM as a cross‑asset risk dial.
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.
5 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%)
5 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 30% · 2026-10-11 ()
95.8% 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 56 funds in its are : EDC, EDZ, GLL, PSQ, QLD, SOXL, SPXL, SQQQ, TECL, 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.
It’s a daily “risk switch.” It buys fast‑moving tech/Nasdaq funds (like TQQQ) when trends look healthy, and quickly shifts to hedges when things look hot or weak. Signals use RSI (a 0–100 “speed of moves” gauge: <30 washed‑out, >70–80 overheated) and moving averages. KMLM (managed futures) above its 20‑day average = risk‑off (short QQQ); below = risk‑on. Separate sleeves also flip long/short Treasuries and gold. Rebalances daily.
A daily, rules‑based portfolio that rides strong tech/Nasdaq trends with leveraged ETFs, but flips to hedges (short QQQ, VIX, Treasuries, gold, managed futures) when signals flash risk. Uses RSI, moving averages, and KMLM as a cross‑asset risk dial.
Out-of-sample, this strategy aims for amplified upside via trend-following and hedging, delivering ~42% annualized return vs SPY's ~23%, with lower beta (~0.39) and Calmar ~1.03; strong diversification, but higher drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.1M | 2026-10-11 | |
| Backtest regulatory fees | $8,561 | 2026-10-11 | |
| Backtest slippage cost | $68k | 2026-10-11 |
| AI categories (Composer) | emerging markets, gold, leveraged etfs, managed futures, momentum, tactical allocation, treasuries, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 988 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 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) | 0.39 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,336 | 2026-10-11 | |
| Out-of-sample length | 389 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 211.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 41k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 72.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.07% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.85% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 57.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 57.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 35.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.67% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.15 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.24 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.71% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.65 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.21% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
