Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tactical switcher: buys sharp dips in 3× equity ETFs, bets on volatility when stocks look too hot, and shifts to Treasuries or short tech when a risk‑off trend (KMLM) leads. Very high risk.
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 10‑day RSI (0–100 “heat” score: high=overbought, low=oversold). If broad markets/sectors look overheated, it flips to UVXY, which jumps when stocks wobble. If certain 3× bull ETFs look washed‑out, it buys them for a bounce. Otherwise it compares tech (XLK) to KMLM (a managed‑futures fund): if tech is stronger, buy the 2 most beaten‑down high‑beta funds; if KMLM leads, hold TLT (Treasuries) or SQQQ (3× short tech). High risk.
Aggressive, tactical switcher: buys sharp dips in 3× equity ETFs, bets on volatility when stocks look too hot, and shifts to Treasuries or short tech when a risk‑off trend (KMLM) leads. Very high risk.
Out-of-sample edge: a rules-based regime-switcher shifting among leveraged ETFs, volatility hedges, and Treasuries. Delivers ~95% annualized return vs SPY ~21%, with low beta (~0.04) and solid Calmar 3.41, Sharpe 1.37.
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) | equities, leveraged etfs, mean reversion, momentum, regime switching, rsi, tactical, treasuries, volatility | 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) | 51 | 2026-10-11 | |
| Watchers | 12 | 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 |
Collective2
Composer Technologies · Composer
