Composer · investment strategy
by Composer Technologies · via Composer
A tactical, high‑octane ETF strategy: fade overheated stock markets by buying a fear spike (UVXY), buy sharp dips in 3x equity funds, and otherwise switch between risk‑on bounces and risk‑off (short Nasdaq or Treasuries) using a tech‑vs‑KMLM regime check.
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.
2 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) · not identified: BULZ 51%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 48% · 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 22 funds in its are : BULZ, FAS, LABU, 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’s a fast-switching, high-risk ETF trader guided by RSI (a quick “hot vs cold” score from recent prices).<br>1) If many stock/sector funds look too hot, it buys UVXY (a fund that jumps when market fear spikes).<br>2) If fear is already hot, it chooses VIXM (another fear fund) or SPXL (3x S&P 500) based on market tone.<br>3) If nothing is extreme, it buys deep dips in 3x funds: TECL (tech), SOXL (semis), SPXL (S&P), or LABU (biotech).<br>4) If no dips, it runs a regime check: if tech (XLK) is stronger than KMLM (a managed‑futures fund that often does well when stocks struggle), it holds 2 of these for a bounce: TECL, SOXL, SVIX (short volatility), BULZ (3x FANG), SPXL. Otherwise it hides in whichever is stronger: SQQQ (3x short Nasdaq) or TLT (long-term US Treasuries).
A tactical, high‑octane ETF strategy: fade overheated stock markets by buying a fear spike (UVXY), buy sharp dips in 3x equity funds, and otherwise switch between risk‑on bounces and risk‑off (short Nasdaq or Treasuries) using a tech‑vs‑KMLM regime check.
High-octane, signal-driven strategy designed for volatility regimes. Out-of-sample Calmar ~3.41 with strong upside vs the S&P during fear spikes, but expect larger drawdowns (~28%).
C 466 / 22 | QM YCTO
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $41.4M | 2026-10-11 | |
| Backtest regulatory fees | $81k | 2026-10-11 | |
| Backtest slippage cost | $759k | 2026-10-11 |
| AI categories (Composer) | high risk, leveraged etfs, mean reversion, regime switching, risk-on/risk-off, tactical etf rotation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 93 | 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) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BULZ", "FAS", "KMLM", "LABU", "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) | 0.86 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 |
| Remixes (copies) | 57 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 298 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 543.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 414k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 95.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 121.23% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.87% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 98.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 98.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 52.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 18.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 74.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 88.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 89.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
