Composer · investment strategy
by Composer Technologies · via Composer
A fast, rule‑based, high‑risk strategy that rotates daily among leveraged tech, VIX, inverse funds, and defensive bonds/sectors based on simple “hot/cold” and trend checks, with KMLM as a trend‑following diversifier and fallback.
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 2026-10-19
: 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.
1.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 91% · 2026-10-19 ()
66.6% 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 ()
15 of 34 funds in its are : PSQ, QID, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, TECL, TECS, TMF, TMV, TQQQ, UGE, 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.
Each day the rules pick a lane:<br>- If stocks look very “hot” (simple momentum scores say they’re stretched), buy volatility (UVXY/VIXY) expecting a pullback.<br>- If trends are up, ride tech with 3x funds (TQQQ, TECL, SOXL, SPXL).<br>- If trends weaken, use inverse funds (rise when markets fall) or hide in bonds/defensive sectors (BSV, TLT, XLP, XLV, XLU).<br>- KMLM is a trend‑following diversifier/regime switch.
A fast, rule‑based, high‑risk strategy that rotates daily among leveraged tech, VIX, inverse funds, and defensive bonds/sectors based on simple “hot/cold” and trend checks, with KMLM as a trend‑following diversifier and fallback.
Out-of-sample, this strategy aims for far higher upside than the S&P (≈53% vs 17% annualized) with Calmar 2.29, oos Sharpe 1.11, alpha ≈0.35. Diversified sleeves (tech leverage, vol, bonds, inverse, KMLM) seek growth across regimes, with higher drawdowns in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $47.4M | 2026-10-19 | |
| Backtest regulatory fees | $88k | 2026-10-19 | |
| Backtest slippage cost | $816k | 2026-10-19 |
| AI categories (Composer) | bonds/defensive, inverse/short etfs, leveraged etfs, managed futures (kmlm), sector rotation, tactical timing, trend-following, volatility (vix) | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 341 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BSV", "IEF", "KMLM", "LQD", "PSQ", "QID", "QQQ", "QQQE", "SH", "SMH", "SOXL", "SOXS", "SPXL", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UGE", "UVXY", "VBF", "VIXY", "VTV", "XLF", "XLK", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.19 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 120 | 2026-10-19 | |
| Watchers | 33 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 242 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 328.45% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 474k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 48.99% | ||
| Return, trailing 1 day (out-of-sample) | -2.77% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.59% | ||
| Return, trailing 1 week (out-of-sample) | -6.50% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 47.77% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -11.17% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.95% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 13.41 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.29 | ||
| Maximum drawdown, backtest period (backtest) | -24.49% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.03% | ||
| Sharpe ratio, backtest period (backtest) | 3.06 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Sortino ratio, backtest period (backtest) | 6.24 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 51.79% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.67% |
| Annualized turnover, backtest period (backtest) | 69.70 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 70.43 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.68% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.48% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
