Composer · investment strategy
by Composer Technologies · via Composer
A fast, daily system that mainly rides big‑tech with leveraged ETFs, but cuts risk when markets overheat or turn down—hedging with VIX or inverse funds—or rotates into managed‑futures (like KMLM) for diversification. Uses RSI (hot/cold) and 200‑day trend filters.
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.
4 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.
0.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
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% · 2026-10-19 ()
22 of 62 funds in its are : FAS, FNGD, FNGG, PSQ, QID, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SRTY, SVIX, SVXY, TECL, TECS, TMF, TMV, TQQQ, UPRO, UVIX, 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.
Daily risk-on/risk-off. Core idea: ride tech booms with ‘triple‑speed’ funds (TQQQ=Nasdaq‑100, TECL=Tech, SOXL=Semis). A hot/cold meter (RSI) and a long‑term trend line (200‑day average) decide when to: 1) buy dips (low RSI), 2) take profits or hedge when overheated (high RSI) using cash (BIL), inverse QQQ (PSQ/SQQQ), or VIX funds (UVXY/VIXY/VIXM/UVIX), and 3) in choppy/bear phases, swap into managed‑futures (KMLM/DBMF/CTA).
A fast, daily system that mainly rides big‑tech with leveraged ETFs, but cuts risk when markets overheat or turn down—hedging with VIX or inverse funds—or rotates into managed‑futures (like KMLM) for diversification. Uses RSI (hot/cold) and 200‑day trend filters.
Out-of-sample annualized return ~38% vs S&P ~23%; risk-managed via RSI/200-day trend, hedges (VIX, inverse ETFs), and managed-futures diversification. Higher upside, but larger drawdowns (~24% vs ~9%). Calmar ~1.56; backtest 514 days.
NOVA 10/9/24: adjuted yolo gainz 10d KMLM to 4 total (added TQQQ and SOXL). Also added VIXM to vol 9/5/24 (1.2): changed XLP from 75 to 76 scale in. 8/13/2024: added Holy Grail | KMLM to equal weight top level. NOVA 7/8/2024: changed to 7 day top 4 sort from equal weight. 7/3/2024: added top TQQQ groups to base KMLM group, at the end. added UVIX to frontrunner.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16.1M | 2026-10-19 | |
| Backtest regulatory fees | $45k | 2026-10-19 | |
| Backtest slippage cost | $404k | 2026-10-19 |
| AI categories (Composer) | leveraged tech, managed futures, momentum & mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,532 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "CORP", "CTA", "DBC", "DBMF", "EDV", "FAS", "FMF", "FNGD", "FNGG", "FNGS", "FTLS", "GLD", "IEF", "IOO", "KMLM", "PSQ", "QID", "QQQ", "QQQE", "SH", "SLV", "SOXL", "SOXS", "SOXX", "SPLV", "SPXL", "SPXU", "SPY", "SQQQ", "SRTY", "STIP", "SVIX", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTV", "VXX", "WTMF", "XHB", "XLE", "XLF", "XLK", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.57 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 |
| Remixes (copies) | 29 | 2026-10-19 | |
| Watchers | 15 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 358 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 416.69% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 161k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.44% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.71% | ||
| Return, trailing 1 day (out-of-sample) | -5.27% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -6.74% | ||
| Return, trailing 1 week (out-of-sample) | -4.35% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 43.60% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 36.28% | ||
| Return, trailing 2 weeks (out-of-sample) | -12.89% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.66% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 13.74 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.56 | ||
| Maximum drawdown, backtest period (backtest) | -30.33% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.56% | ||
| Sharpe ratio, backtest period (backtest) | 3.29 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Sortino ratio, backtest period (backtest) | 6.08 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 54.46% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.59% |
| Annualized turnover, backtest period (backtest) | 82.38 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.97 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.66% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.07% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
