Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based blend that: hedges with volatility when markets look “too hot,” buys leveraged tech/semis on “too cold” dips, parks in T‑bills when risk rises, and switches to KMLM (managed futures) or long/short when tech momentum fades.
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 2026-10-19
: 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 2026-06-30) · not identified: BOXX 25%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 62% · 2026-10-19 ()
55.6% 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% · 2026-10-19 ()
24 of 55 funds in its are : CURE, FAS, LABD, LABU, PSQ, QID, RETL, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SVIX, SVXY, TECL, TECS, TMF, TMV, TQQQ, UPRO, UVIX, 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 checks the market each day with a simple “heat gauge” (RSI, 0–100). Above ~80 = overheated; below ~25–30 = washed out. When things look overheated, it buys volatility funds (UVXY/VXX) or parks in T‑bills (BIL/BOXX). When washed out, it buys fast rebound plays (TQQQ/TECL/SOXL/SPXL). If tech isn’t leading, it shifts to KMLM (managed futures) or a long/short mix. Bonds (TMF/TMV) are used when their trend is favorable.
A daily, rules‑based blend that: hedges with volatility when markets look “too hot,” buys leveraged tech/semis on “too cold” dips, parks in T‑bills when risk rises, and switches to KMLM (managed futures) or long/short when tech momentum fades.
Regime-driven strategy targets higher upside: out-of-sample ~31% annualized vs ~23% for the S&P, with Calmar ~0.95. Diversified volatility hedges and managed futures aim for alpha across regimes with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4M | 2026-10-19 | |
| Backtest regulatory fees | $4,182 | 2026-10-19 | |
| Backtest slippage cost | $33k | 2026-10-19 |
| AI categories (Composer) | crash-catcher, leveraged-momentum, managed-futures, regime-switching, tactical-allocation, volatility-hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,781 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BOXX", "BTAL", "CURE", "FAS", "FTLS", "GLD", "IOO", "KMLM", "LABD", "LABU", "MGC", "PDBC", "PSQ", "QID", "QQQ", "QQQE", "RETL", "SCHX", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SVIX", "SVXY", "TECL", "TECS", "TMF", "TMV", "TQQQ", "UPRO", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLE", "XLF", "XLK", "XLP", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-19 |
| Remixes (copies) | 119 | 2026-10-19 | |
| Watchers | 27 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 944 | 2026-10-19 | |
| Out-of-sample length | 358 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 273.86% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 14k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.05% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.04% | ||
| Return, trailing 1 day (out-of-sample) | -5.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.78% | ||
| Return, trailing 1 week (out-of-sample) | -7.40% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.18% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.68% | ||
| Return, trailing 2 weeks (out-of-sample) | -13.93% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 22.48% | ||
| SPY annualized return over the backtest window (backtest) | 20.69% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 8.36 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | ||
| Maximum drawdown, backtest period (backtest) | -32.77% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.77% | ||
| Sharpe ratio, backtest period (backtest) | 2.86 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Sortino ratio, backtest period (backtest) | 5.26 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 50.55% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.74% |
| Annualized turnover, backtest period (backtest) | 68.75 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.05 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.84% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.19% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
