Composer · investment strategy
by Composer Technologies · via Composer
A tactical switcher that reads short‑term “heat” (RSI) and uses KMLM (managed‑futures) as a stress barometer to rotate among cash/volatility hedges, aggressive tech/volatility bets, or bearish/treasury positions.
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.
3 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%)
2 funds (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 20 funds in its are : SOXL, SPXL, SQQQ, SVIX, TECL, TECS, TQQQ, USD, 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.
RSI = a 0–100 “heat” score of recent price moves (high=hot, low=cold). KMLM = a managed‑futures ETF that often leads in stressed, trending markets.<br>1) If the market looks very hot, move to cash (BIL) or a volatility hedge (VIXY), whichever looks calmer.<br>2) If fear is spiking (UVXY), hold mid‑term volatility (VIXM).<br>3) Otherwise: if tech/semis or the dollar look stronger than KMLM, buy 2 beaten‑down risk plays (SVIX, SOXL, TECL). If KMLM looks stronger, go defensive: pick 2 from SQQQ, TECS, TLT.
A tactical switcher that reads short‑term “heat” (RSI) and uses KMLM (managed‑futures) as a stress barometer to rotate among cash/volatility hedges, aggressive tech/volatility bets, or bearish/treasury positions.
Out-of-sample annualized return ~63.8% vs SPY ~20.7%, with Sharpe ~1.03 and Calmar ~1.60. Captures higher upside via regime-aware hedging, but be prepared for larger drawdowns (~40%) in stress markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38.5M | 2026-10-11 | |
| Backtest regulatory fees | $91k | 2026-10-11 | |
| Backtest slippage cost | $849k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 97 | 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) | 0.55 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "KMLM", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "SVIX", "TECL", "TECS", "TLT", "TQQQ", "USD", "UVXY", "VIXM", "VIXY", "VOOV", "VOX", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 524 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 533.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 385k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 63.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 179.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -7.13% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -7.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.95% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 44.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 13.37 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.77 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 76.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 76.46% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 72.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 78.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
