Composer · investment strategy
by Composer Technologies · via Composer
A fast, rule‑based switcher that chases rebounds and trends when conditions favor it, and flips to managed‑futures, Treasuries, volatility hedges, or inverse ETFs when risk rises. Heavy use of 3x/short ETFs; expects sharp swings and quick pivots.
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%)
No funds
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 ()
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 ()
28 of 176 funds in its are : DUST, EET, EEV, EUM, FAS, LABD, REK, REW, SBB, SKF, SOXL, SPXL, SRTY, SSG, SVIX, TECL, TQQQ, TZA, UBT, UGL, UPRO, URTY, USD, UVXY, UYG, XPP, YCS, ZSL
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.
Every day it checks a few “traffic lights”:<br>- Is tech/small-caps in a long-term uptrend?<br>- Are bonds firming or weakening?<br>- Is volatility spiking?<br>- Are key funds “hot” or “washed out” (10‑day RSI)?<br>Then it picks 1 play: offense (3x S&P/tech/semis), diversifiers (KMLM/SPLV/Treasuries), hedges (VIX), or shorts (TZA/LABD), or cash.
A fast, rule‑based switcher that chases rebounds and trends when conditions favor it, and flips to managed‑futures, Treasuries, volatility hedges, or inverse ETFs when risk rises. Heavy use of 3x/short ETFs; expects sharp swings and quick pivots.
Out-of-sample edge with stronger risk-adjusted growth: Sharpe 2.34 vs SPY 1.66, Calmar 11.45, beta ~0.71. A rule-based, risk-managed rotation between equities, hedges, and Treasuries aims to outperform the S&P across market regimes.
Mini_AutoWash 11.21.24-12.30.24 | Simon's version of KMLM w/ shorts + Monkeybusiness Mods: bond check, SQQQ-->TZA, LABD
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $29.4M | 2026-10-11 | |
| Backtest regulatory fees | $66k | 2026-10-11 | |
| Backtest slippage cost | $613k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, managed futures, momentum, risk-on/off switching, tactical rotation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6,431 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGZ", "BIL", "BITO", "BIV", "BKF", "BLV", "BND", "BTAL", "BWX", "CMF", "CORP", "CUT", "DBB", "DBE", "DEW", "DNL", "DTD", "DTRE", "DUST", "DWX", "EEM", "EET", "EEV", "EMB", "EMLP", "EPP", "EUM", "EWH", "EWW", "EZA", "FAS", "FDL", "FEZ", "FJP", "FRI", "FVD", "FXA", "FXE", "FXG", "FXU", "GBTC", "GDX", "GGME", "GNMA", "GOEX", "GUNR", "GVI", "IDGT", "IDLV", "IDU", "IEF", "IFLN", "IGIB", "IGSB", "IHF", "IMCV", "IOO", "ISHG", "ISTB", "IUSG", "IVW", "IWM", "IWR", "IWS", "IXN", "IXP", "IYW", "JNK", "JXI", "KBE", "KMLM", "KRE", "LABD", "LQD", "MBB", "MDYV", "MGC", "MGV", "MNA", "MOAT", "MOO", "MUB", "MXI", "NXTG", "NYF", "PBE", "PBW", "PGJ", "PICK", "PPA", "PRFZ", "PSCU", "PSR", "PTH", "PUI", "PVI", "PWZ", "PZA", "QABA", "QQQ", "QQQE", "QQXT", "QTEC", "REK", "REM", "REW", "REZ", "RFG", "RINF", "RPG", "RSP", "RSPT", "RZV", "SBB", "SCHG", "SHM", "SHY", "SKF", "SMMU", "SOXL", "SPHD", "SPIP", "SPLV", "SPXL", "SPY", "SRTY", "SSG", "STIP", "SVIX", "TECL", "TFI", "TILT", "TIP", "TLT", "TQQQ", "TZA", "UBT", "UGL", "UNG", "UNL", "UPRO", "URTY", "USCI", "USD", "USIG", "USRT", "UUP", "UVXY", "UYG", "VCR", "VDC", "VGSH", "VIXM", "VMBS", "VOOG", "VOOV", "VOX", "VPL", "VTV", "VUG", "VV", "VWO", "VXX", "XHB", "XHE", "XLK", "XLP", "XLU", "XLY", "XNTK", "XPP", "XSD", "XTL", "YCS", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 |
| Remixes (copies) | 234 | 2026-10-11 | |
| Watchers | 111 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 158 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 496.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 293k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 265.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 126.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -8.76% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.09% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -11.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 78.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -8.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 13.32 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 11.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.18% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.83 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 72.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 98.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 98.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.02% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
