Composer · investment strategy
by Composer Technologies · via Composer
A fast, one‑trade‑at‑a‑time switcher: fade “too‑hot” markets via UVXY, buy sharp tech/market dips with 3x bulls, or sit in diversifiers (KMLM/FTLS/UUP) when tech lags. Chooses among 4 similar playbooks by recent movement. High risk, big swings.
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%)
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 ()
13 of 27 funds in its are : FAS, FNGU, LABU, SOXL, SPXL, SQQQ, 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.
It hunts for extremes using a simple “hot/cold” score (RSI). If many stock/sector funds look too hot, it briefly buys UVXY (a fund that jumps when markets drop). If tech/semis/markets look washed out, it buys 3x bull funds (TECL/SOXL/SPXL). Otherwise it compares Tech vs KMLM (managed futures): if Tech is stronger, it buys the dip in TECL/SOXL or short‑vol (SVIX); if not, it parks in diversifiers like KMLM/FTLS/UUP or sometimes TLT/SQQQ. It runs 4 close variants and uses the one moving most lately. Uses very risky, swingy ETFs.
A fast, one‑trade‑at‑a‑time switcher: fade “too‑hot” markets via UVXY, buy sharp tech/market dips with 3x bulls, or sit in diversifiers (KMLM/FTLS/UUP) when tech lags. Chooses among 4 similar playbooks by recent movement. High risk, big swings.
Out-of-sample, this strategy offers much higher upside potential than the S&P 500 (roughly 84% annualized vs ~24%), with strong risk-adjusted metrics (Calmar ~2.24). Note the higher potential drawdowns (~38%); only suitable for risk-tolerant investors seeking bold growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26k | 2026-10-11 | |
| Backtest regulatory fees | $63 | 2026-10-11 | |
| Backtest slippage cost | $476 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, momentum & mean‑reversion, risk‑on/risk‑off, tactical allocation, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 356 | 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) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "FNGU", "FTLS", "KMLM", "LABU", "QQQE", "SOXL", "SPXL", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "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) | 0.48 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.00 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 62 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 391 | 2026-10-11 | |
| Out-of-sample length | 391 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 83.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 158.17% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 84.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 158.23% | 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) | 63.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 63.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 30.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 24.37% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 82.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 82.23% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 91.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 91.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
