Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, one-position system: fade overheated markets with UVXY, buy 3× stock funds after sharp drops, or use a tech-vs-KMLM trend check to choose between leveraged tech, short Nasdaq, or long Treasuries.
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 ()
8 of 20 funds in its are : FAS, SOXL, SPXL, SQQQ, SVIX, TECL, TQQQ, 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 short-term “heat gauge” (RSI). If several market/sector funds look extremely hot, it buys UVXY (a fund that jumps when volatility spikes). If not, and UVXY is already hot, it toggles between volatility and a 3× S&P fund. If markets look very cold, it buys 3× stock funds for a bounce. Otherwise it compares tech vs KMLM (a trend fund) to choose aggressive tech trades, or switch to short Nasdaq or long Treasuries.
An aggressive, one-position system: fade overheated markets with UVXY, buy 3× stock funds after sharp drops, or use a tech-vs-KMLM trend check to choose between leveraged tech, short Nasdaq, or long Treasuries.
Out-of-sample, this single-position strategy aims for big upside in volatile/momentum regimes, posting ~41.6% annualized vs SPY’s ~26% with a Calmar ~1.15. It uses clear triggers (UVXY, 3x bulls, trend/defense) to pursue larger gains than the S&P, at the cost of higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $32.8M | 2026-10-11 | |
| Backtest regulatory fees | $74k | 2026-10-11 | |
| Backtest slippage cost | $693k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical allocation, trend following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 90 | 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", "QQQE", "SOXL", "SPXL", "SPY", "SQQQ", "SVIX", "TECL", "TLT", "TQQQ", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 361 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 511.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 328k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.74% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.38% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 49.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 49.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 32.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 14.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 77.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 68.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 84.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 80.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
