Composer · investment strategy
by Composer Technologies · via Composer
Adaptive hot/cold switcher: hedges with volatility in overheated markets, buys high‑octane rebound funds after sharp drops, and otherwise parks in diversifiers like managed futures (KMLM), the dollar, or bonds. Chooses the best‑recent variant; one holding at a time.
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.
1 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
100.0% 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 ()
28 of 57 funds in its are : AAPX, AMZZ, ERX, FAS, FNGU, GGLL, LABD, LABU, MSFU, NVDL, PSQ, QID, RETL, SOXL, SPXL, SPXU, SQQQ, SVIX, SVXY, TECL, TMF, TMV, TQQQ, TSLL, TZA, 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 reads a short‑term “heat” gauge on stocks. If very hot, it hedges with funds that jump when stocks fall (volatility). If very cold, it buys fast‑rebound, high‑octane stock funds. If neither, it holds KMLM (managed futures that often move differently than stocks), or other diversifiers like the dollar or bonds. It mostly touches tech/semis/financials/biotech/energy, plus gold/silver/commodities and Treasuries. A meta‑layer picks the sub‑model that’s worked best lately. One fund at a time.
Adaptive hot/cold switcher: hedges with volatility in overheated markets, buys high‑octane rebound funds after sharp drops, and otherwise parks in diversifiers like managed futures (KMLM), the dollar, or bonds. Chooses the best‑recent variant; one holding at a time.
Out-of-sample edge: 35.8% annualized return vs SPY’s 26.2%, powered by adaptive hedges in hot markets and quick rebound bets in dips. Diversified sleeve (managed futures, dollar, Treasuries) supports risk-adjusted upside (Calmar ~0.81). Higher drawdown risk in stress regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15k | 2026-10-19 | |
| Backtest regulatory fees | $59 | 2026-10-19 | |
| Backtest slippage cost | $440 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, managed futures, mean reversion, risk-on/risk-off, tactical asset allocation, trend following, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,057 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPX", "AGG", "AMZZ", "BIL", "BND", "BTAL", "ERX", "FAS", "FNGU", "FTLS", "GGLL", "GLD", "IEF", "IOO", "KMLM", "LABD", "LABU", "MSFU", "NVDL", "PDBC", "PSQ", "QID", "QQQ", "QQQE", "RETL", "SLV", "SOXL", "SPLV", "SPXL", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TSLL", "TZA", "UPRO", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLE", "XLF", "XLK", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.03 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 |
| Remixes (copies) | 30 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 367 | 2026-10-19 | |
| Out-of-sample length | 367 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 29.70% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 46.19% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.78% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 55.18% | ||
| Return, trailing 1 day (out-of-sample) | 5.56% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.01% | ||
| Return, trailing 1 week (out-of-sample) | -4.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 31.48% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.69% | ||
| Return, trailing 2 weeks (out-of-sample) | -12.31% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 12.92% | ||
| SPY annualized return over the backtest window (backtest) | 24.36% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.67 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Maximum drawdown, backtest period (backtest) | -44.33% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.32% | ||
| Sharpe ratio, backtest period (backtest) | 0.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Sortino ratio, backtest period (backtest) | 1.11 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 68.63% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 68.26% |
| Annualized turnover, backtest period (backtest) | 118.88 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 118.88 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.14% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.14% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
