Composer · investment strategy
by Composer Technologies · via Composer
A daily‑tactical, high‑risk strategy: buys leveraged tech on dips, hedges with volatility or cash when markets overheat, times long/short Treasuries as rates move, and sometimes rotates into managed futures (KMLM) for diversification.
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.
“Hot market → buy volatility as an airbag (UVXY/VXX) or step to T‑Bills.”
“When stocks/bonds struggle, it can use KMLM (a trend fund).”
“Rebalanced daily; high risk.”
“Washed‑out tech → buy the dip (TQQQ/TECL/SOXL).”
“Rates trending → switch between long‑bonds (TMF) and short‑bonds (TMV).”
2 positions as of 2026-10-19
: 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 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-19 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-19 ()
70 of 168 funds in its are : AGQ, BOIL, BRZU, CHAU, CURE, CWEB, DPST, DRIP, DRN, DRV, DUST, EDC, EDZ, ERX, ERY, EURL, FAS, FAZ, GLL, GUSH, INDL, JDST, JNUG, KOLD, KORU, LABD, LABU, MEXX, MIDU, NVDX, PILL, PSQ, QLD, RETL, ROM, SCO, SH, SOXL, SOXS, SPDN, SPUU, SPXL, SPXS, SPXU, SQQQ, SSO, SVIX, SVXY, TBF, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UDN, UGL, UPRO, URE, UST, UTSL, UVIX, UVXY, YANG, YINN
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It watches simple signals: a hot/cold meter (RSI), trend (moving averages), and recent drops.<br>• Hot market → buy volatility as an airbag (UVXY/VXX) or step to T‑Bills.<br>• Washed‑out tech → buy the dip (TQQQ/TECL/SOXL).<br>• Rates trending → switch between long‑bonds (TMF) and short‑bonds (TMV).<br>• When stocks/bonds struggle, it can use KMLM (a trend fund). Rebalanced daily; high risk.
A daily‑tactical, high‑risk strategy: buys leveraged tech on dips, hedges with volatility or cash when markets overheat, times long/short Treasuries as rates move, and sometimes rotates into managed futures (KMLM) for diversification.
Out-of-sample: about 31.7% annualized return vs SPY’s 23.7%, with a Calmar ~1.22—strong return per drawdown. Adaptive tech tilts, volatility hedges, and managed-futures diversification target higher upside with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $202k | 2026-10-19 | |
| Backtest regulatory fees | $724 | 2026-10-19 | |
| Backtest slippage cost | $5,590 | 2026-10-19 |
| AI categories (Composer) | bond timing, crash protection, leveraged etfs, managed futures (kmlm), multi-asset tactical, tech/semis tilt, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4,169 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "ALTY", "BDRY", "BIL", "BND", "BOIL", "BOND", "BOXX", "BRZU", "BSV", "BTAL", "CANE", "CHAU", "CLSE", "COM", "COMT", "COPX", "CORN", "CTA", "CURE", "CWEB", "DBA", "DBB", "DBC", "DBO", "DPST", "DRIP", "DRN", "DRV", "DUST", "ECC", "EDC", "EDZ", "EEM", "EFA", "ERX", "ERY", "ESPO", "EURL", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "FAS", "FAZ", "FCG", "FTLS", "FXE", "GLD", "GLL", "GUSH", "IAU", "IEF", "IEI", "IGIB", "INDL", "IOO", "IVV", "IWM", "JDST", "JNUG", "KMLM", "KOLD", "KORU", "LABD", "LABU", "MEXX", "MGC", "MIDU", "NURE", "NVDA", "NVDX", "PALL", "PDBC", "PEJ", "PILL", "PSQ", "QAI", "QLD", "QQQ", "QQQE", "REMX", "RETL", "ROM", "SCHD", "SCHX", "SCO", "SGOV", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPDN", "SPUU", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "SVIX", "SVXY", "TAGS", "TBF", "TBX", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UDN", "UGL", "UNG", "UPRO", "URA", "URE", "USDU", "USO", "UST", "UTSL", "UUP", "UVIX", "UVXY", "VAW", "VBF", "VDC", "VDE", "VEA", "VFH", "VGT", "VHT", "VIS", "VIXM", "VIXY", "VNQ", "VNQI", "VOOG", "VOOV", "VOX", "VPU", "VTI", "VTV", "VXX", "WEAT", "WOOD", "XLE", "XLF", "XLK", "XLP", "XLV", "XLY", "YANG", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 |
| Remixes (copies) | 16 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 751 | 2026-10-19 | |
| Out-of-sample length | 360 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 173.75% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1919% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 47.46% | ||
| Return, trailing 1 day (out-of-sample) | 7.59% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.13% | ||
| Return, trailing 1 week (out-of-sample) | 10.77% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 56.22% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 39.10% | ||
| Return, trailing 2 weeks (out-of-sample) | 10.85% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 27.35% | ||
| SPY annualized return over the backtest window (backtest) | 23.20% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.70 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.22 | ||
| Maximum drawdown, backtest period (backtest) | -25.92% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.92% | ||
| Sharpe ratio, backtest period (backtest) | 2.69 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Sortino ratio, backtest period (backtest) | 5.56 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 40.36% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.98% |
| Annualized turnover, backtest period (backtest) | 105.36 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 100.88 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.52% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.89% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
