Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical swing system: when markets look overheated, hedge with UVXY; when washed out, buy aggressive funds for a rebound; otherwise sit in KMLM (managed futures) as a diversifier. It occasionally uses SVIX or TECS based on trend/volatility signals.
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 2026-10-11
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
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% · 2026-10-11 ()
10 of 21 funds in its are : FAS, LABU, SOXL, SPXL, SVIX, TECL, TECS, TQQQ, USD, 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 watches a simple “speedometer” (RSI, 0–100). If many stock/sector funds look very hot, it buys UVXY (tends to jump when stocks fall). If they look very cold, it buys aggressive bull funds (TECL, SOXL, SPXL, LABU) for a bounce. If there’s no clear edge, it parks in KMLM, a trend-following managed‑futures fund that often moves differently from stocks. It may also use SVIX (calm markets) or TECS (bets against tech) when signals call for it.
A fast, tactical swing system: when markets look overheated, hedge with UVXY; when washed out, buy aggressive funds for a rebound; otherwise sit in KMLM (managed futures) as a diversifier. It occasionally uses SVIX or TECS based on trend/volatility signals.
Out-of-sample edge: Sharpe ~1.17 vs SPY ~1.11, Calmar ~1.79, and ~88% annualized OOS return. Trend-following futures plus volatility hedges offer stronger risk-adjusted upside vs the S&P (with higher drawdowns).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $136.6M | 2026-10-11 | |
| Backtest regulatory fees | $367k | 2026-10-11 | |
| Backtest slippage cost | $3.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, mean-reversion, multi-asset, tactical, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 115 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "KMLM", "LABU", "QQQE", "SMH", "SOXL", "SPXL", "SPY", "SVIX", "TECL", "TECS", "TQQQ", "USD", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 |
| Remixes (copies) | 62 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 740.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1366k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 88.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 285.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -12.40% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.49% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 15.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.19% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 82.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 83.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 95.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 94.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
