Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical mix that rides tech uptrends with leveraged funds, flips short or into hedges when prices look overheated, rotates to Treasuries or gold in stress, and uses a managed‑futures gauge (KMLM) to decide when to play offense or defense.
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.
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
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.
5 missing
The text the rules are quoted from, with where it came from.
Daily: 1) Check if SPY is in an uptrend (above its 200‑day average). 2) Five engines set positions: EMs use a 3× bull fund when strong, else a 3× bear. Tech buys a 3× Nasdaq fund (e.g., TQQQ) after pullbacks; if overheated, switch to crash hedges, defensive long‑short, Treasuries or gold. A 20‑day trend in KMLM (a managed‑futures fund) flips offense or defense. Bonds: switch 3× long/short Treasuries. Gold: long or inverse. RSI = how stretched price is (0–100); a moving average is the recent average price.
A daily, tactical mix that rides tech uptrends with leveraged funds, flips short or into hedges when prices look overheated, rotates to Treasuries or gold in stress, and uses a managed‑futures gauge (KMLM) to decide when to play offense or defense.
Out-of-sample, this strategy targets higher upside than the S&P (about 49% vs 24% annualized) with low beta (~0.43) and Calmar ~1.36. Diversified across tech, bonds, gold, and managed futures for growth with hedges. Expect occasional stress drawdowns.
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) | emerging markets, gold, hedging, leveraged etfs, managed futures, mean reversion, momentum, multi-asset, risk-on/off, tactical, tech, treasuries | 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) | 16 | 2026-10-11 | |
| Watchers | 7 | 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
