Composer · investment strategy
by Composer Technologies · via Composer
An aggressive switcher: rides tech uptrends with 3x/4x ETFs, but flips to VIX/inverse, KMLM (managed‑futures), or T‑bills when markets overheat or crack, using a simple “speedometer” of recent price moves to decide risk‑on vs risk‑off.
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.
5 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.
0.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · not identified: SPYU 17%, FNGU 17%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 65% · 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 ()
23 of 47 funds in its are : EDC, EDZ, FAS, FNGD, FNGU, LABD, LABU, RETL, SOXL, SOXS, SPXL, SPXU, SPYU, SQQQ, SVIX, TECL, TECS, TMF, TMV, TQQQ, USD, 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 Capital preservation 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 “speedometer” of recent price moves (RSI) on the S&P 500, Nasdaq/tech and key sectors. If readings are very hot, it hedges with VIX funds or inverse ETFs. If very cold, it buys 3x tech/semis to play rebounds. Otherwise it compares stock momentum to KMLM (a managed‑futures trend ETF). If stocks are stronger, it rides tech with 3x/4x funds; if not, it shifts to KMLM/market‑neutral or T‑bills. A black‑swan check jumps to VIX if fear spikes.
An aggressive switcher: rides tech uptrends with 3x/4x ETFs, but flips to VIX/inverse, KMLM (managed‑futures), or T‑bills when markets overheat or crack, using a simple “speedometer” of recent price moves to decide risk‑on vs risk‑off.
Out-of-sample, this strategy blends tech momentum with rapid hedges for explosive upside: ~76.6% annualized return vs S&P ~22.4%, Calmar ~2.44. Max drawdown ~31% (vs ~9% for S&P). Higher risk, but dramatically higher potential gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23k | 2026-10-11 | |
| Backtest regulatory fees | $48 | 2026-10-11 | |
| Backtest slippage cost | $353 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime switching, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 485 | 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) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "EDC", "EDZ", "FAS", "FNGD", "FNGU", "IOO", "KMLM", "LABD", "LABU", "QQQ", "QQQE", "RETL", "SCHE", "SGOV", "SHV", "SMH", "SOXL", "SOXS", "SPXL", "SPXU", "SPY", "SPYU", "SQQQ", "SVIX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "USD", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XBI", "XLF", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 382 | 2026-10-11 | |
| Out-of-sample length | 326 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 73.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 130.32% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.23% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.03% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 64.06% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 64.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 32.94% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 24.90% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.88% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 73.70 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 77.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
