Composer · investment strategy
by Composer Technologies · via Composer
A daily switcher: hedge into volatility when stocks look “too hot,” buy 3× stock ETFs on sharp dips, and otherwise choose between fast stock funds and KMLM, a managed‑futures diversifier. Focused on tech/semis; can short tech as a last resort.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (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. : 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 ()
7 of 13 funds in its are : LABU, SOXL, SPXL, TECL, TECS, TQQQ, USD
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 it reads a short‑term “heat meter” (RSI, 0–100) on stock funds.<br>• Too hot (≈80+): jump into VXX, a fund that can rise when market volatility spikes.<br>• Too cold (≈30−): buy the dip via fast movers: TECL/TQQQ (tech), SOXL (semis), SPXL (S&P 500), LABU (biotech)—these target ~3× daily moves.<br>• Otherwise: compare momentum with KMLM (a managed‑futures trend ETF) and hold KMLM or a selected stock fund; last rule can short tech (TECS).
A daily switcher: hedge into volatility when stocks look “too hot,” buy 3× stock ETFs on sharp dips, and otherwise choose between fast stock funds and KMLM, a managed‑futures diversifier. Focused on tech/semis; can short tech as a last resort.
Out-of-sample, this strategy offers superior risk-adjusted returns and far higher upside than the S&P: Sharpe ~1.23 vs 1.11; annualized ~93% vs ~18%; Calmar ~2.18. Diversified with volatility hedges and managed futures for bigger potential gains.
1/1/2021
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.0B | 2026-10-11 | |
| Backtest regulatory fees | $3.0M | 2026-10-11 | |
| Backtest slippage cost | $28.8M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, managed futures, mean-reversion, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 83 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "KMLM", "LABU", "QQQE", "SMH", "SOXL", "SPXL", "SPY", "TECL", "TECS", "TQQQ", "USD", "VXX", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 642.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 10281k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 93.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 309.16% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -13.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.90% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -6.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 14.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.88% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.31 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 77.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 78.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 99.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 102.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
