Composer · investment strategy
by Composer Technologies · via Composer
A one‑position, RSI‑driven rotation that moves among leveraged tech/semis, QQQ, a managed‑futures diversifier (KMLM), a panic‑mode basket of oversold 2x tech/Bitcoin ETFs, and, when markets look overheated, a volatility hedge (VIXM).
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 ()
9 of 14 funds in its are : AAPU, FBL, GGLL, MSFU, SOXL, TECL, TQQQ, TSLL, 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.
Uses a 0–100 strength score (RSI) to hold one thing at a time.<br>- If 3x Nasdaq (TQQQ) is extremely hot (>80), flip to a volatility hedge (VIXM).<br>- Else, if 3x tech/semis (TECL/SOXL) beat a managed‑futures diversifier (KMLM), own them.<br>- If Nasdaq is washed out (<30), choose KMLM or an equal mix of the two most beaten‑down 2x mega‑cap tech ETFs or Bitcoin (BITO)—whichever looks stronger.<br>- Otherwise hold QQQ or KMLM, whichever is stronger.
A one‑position, RSI‑driven rotation that moves among leveraged tech/semis, QQQ, a managed‑futures diversifier (KMLM), a panic‑mode basket of oversold 2x tech/Bitcoin ETFs, and, when markets look overheated, a volatility hedge (VIXM).
High upside in trending markets: OOS annualized return 34.23% vs SPY 18.22%, driven by RSI-based rotation among leveraged tech/semis, KMLM diversified futures, and VIXM hedges. Expect higher drawdowns; risk adjusts with regime shifts.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $244k | 2026-10-11 | |
| Backtest regulatory fees | $583 | 2026-10-11 | |
| Backtest slippage cost | $4,700 | 2026-10-11 |
| AI categories (Composer) | crash strategy, leveraged etfs, managed futures, momentum (rsi), tactical rotation, tech/semis, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 39 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPU", "BITO", "FBL", "GGLL", "KMLM", "MSFU", "QQQ", "SMH", "SOXL", "TECL", "TQQQ", "TSLL", "USD", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 930 | 2026-10-11 | |
| Out-of-sample length | 532 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 137.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2341% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.61% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -9.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.19% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -9.46% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.27% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 82.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 92.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
