Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, event‑driven switcher: fade overheated markets with UVXY (long volatility), buy the dip in leveraged equity ETFs when they’re washed out, otherwise rotate based on Tech vs KMLM strength into risk‑on (TECL/SOXL/SVIX) or defensive (SQQQ/TLT).
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 : 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 watches a short‑term “heat meter” (RSI, 0–100). Above ~80 = very hot; below ~30 = very cold.<br>• If many stock/sector funds look very hot, it buys UVXY (a fund that jumps when markets drop).<br>• If leveraged stock funds look very cold, it buys them for a bounce (TECL, SOXL, SPXL, LABU).<br>• If nothing is extreme, it compares Tech vs KMLM (a managed‑futures fund). If Tech is stronger, it buys the 2 weakest of TECL/SOXL/SVIX; otherwise it picks SQQQ or TLT, whichever is stronger.
A high‑octane, event‑driven switcher: fade overheated markets with UVXY (long volatility), buy the dip in leveraged equity ETFs when they’re washed out, otherwise rotate based on Tech vs KMLM strength into risk‑on (TECL/SOXL/SVIX) or defensive (SQQQ/TLT).
Out-of-sample edge: Sharpe 1.93 vs SPY 1.08; Calmar 7.93; alpha ~1.3. A volatility-timing and rotation strategy aimed at bigger upside with disciplined risk - delivering stronger risk-adjusted returns than the S&P 500 (with some drawdowns).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $66.3M | 2026-10-11 | |
| Backtest regulatory fees | $115k | 2026-10-11 | |
| Backtest slippage cost | $1.1M | 2026-10-11 |
| AI categories (Composer) | event‑driven, leveraged etfs, managed futures, mean‑reversion, momentum, risk‑on/risk‑off, tactical, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 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) | 0.75 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "KMLM", "LABU", "QQQE", "SOXL", "SPXL", "SPY", "SQQQ", "SVIX", "TECL", "TLT", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 1.30 | 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) | 0.31 | 2026-10-11 |
| Remixes (copies) | 2,556 | 2026-10-11 | |
| Watchers | 740 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 615.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 663k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 249.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 1495% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -7.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 103.41% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 103.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 40.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 19.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 7.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.42% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 77.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 81.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 81.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 81.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
