Composer · investment strategy
by Composer Technologies · via Composer
A tactical, all‑in switcher. It fades overheated markets via a volatility spike play (UVXY), buys 3x equity bulls on deep dips, and otherwise toggles between aggressive tech/short‑vol and a defensive alternatives mix anchored by KMLM.
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 ()
10 of 23 funds in its are : FAS, SOXL, SPXL, SVIX, SVXY, TECL, 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.
Uses a quick “hot/cold” score (RSI: 0–100) on broad funds. If many are red‑hot (≈80+), jump into UVXY (short‑term VIX) to catch a volatility pop. If UVXY itself is hot, hold VIXM or SPXL. If markets are washed‑out (≈30 or below), buy a 3x bull fund (tech/semis/S&P). If nothing is extreme: when tech leads KMLM (managed futures), pick TECL or SVIX (whichever is more washed‑out); otherwise rotate into a calmer mix from KMLM, FTLS, UUP, TMF/TMV, SVXY/VIXM.
A tactical, all‑in switcher. It fades overheated markets via a volatility spike play (UVXY), buys 3x equity bulls on deep dips, and otherwise toggles between aggressive tech/short‑vol and a defensive alternatives mix anchored by KMLM.
Out-of-sample edge: ~67% annualized vs SPY ~17%, with better risk-adjusted metrics (oos Sharpe ~1.14; Calmar ~2.45). It tactically fades volatility and uses 3x bulls for big upside, with higher but controlled drawdowns.
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) | $4.9M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $101k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, mean-reversion, momentum, risk-on/off, sector rotation, tactical, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 95 | 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) | 0.78 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "FTLS", "KMLM", "QQQE", "SOXL", "SPXL", "SPY", "SVIX", "SVXY", "TECL", "TMF", "TMV", "TQQQ", "UUP", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 498 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 298.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 48k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 177.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 77.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 73.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
