Composer · investment strategy
by Composer Technologies · via Composer
A daily, risk-on/risk-off playbook: hedge with UVXY when stocks look overheated; move to T‑bills if fear is already high; otherwise buy deep dips in 3x tech/semis/S&P, or choose TECL/TQQQ on momentum. If trends favor alternatives, short tech or rotate among KMLM, Treasuries, dollar, long/short.
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)
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 22 funds in its are : FAS, SOXL, SPXL, TECL, TECS, TMF, TMV, 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.
Each day the strategy checks a few simple signals:<br>1) If many stock sectors look “too hot” short‑term, it buys a volatility hedge (UVXY).<br>2) If fear is already spiking, it parks in T‑bills (BIL).<br>3) If not, it buys big dips in 3x tech/semis/S&P (TQQQ, SOXL, SPXL).<br>4) If tech has the edge, it picks TECL or TQQQ; if trends favor alternatives, it shorts tech (TECS).<br>5) Otherwise it rotates among KMLM, Treasuries, the dollar, and long/short equity.
A daily, risk-on/risk-off playbook: hedge with UVXY when stocks look overheated; move to T‑bills if fear is already high; otherwise buy deep dips in 3x tech/semis/S&P, or choose TECL/TQQQ on momentum. If trends favor alternatives, short tech or rotate among KMLM, Treasuries, dollar, long/short.
Out-of-sample annualized return ~60% vs S&P ~24%; Calmar ~2.05 and alpha ~0.64 with beta ~0.10 signal strong risk-adjusted upside with low market exposure—though ~29% max drawdown for leveraged tech/hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $569.8M | 2026-10-11 | |
| Backtest regulatory fees | $963k | 2026-10-11 | |
| Backtest slippage cost | $9.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, mean-reversion, momentum, risk-on/risk-off, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 90 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "FAS", "FTLS", "KMLM", "QQQE", "SOXL", "SPXL", "SPY", "TECL", "TECS", "TMF", "TMV", "TQQQ", "UUP", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 |
| Remixes (copies) | 59 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 354 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 569.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5698k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 93.79% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -9.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 69.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 69.54% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.36% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 16.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.26% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 69.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 70.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
