Composer · investment strategy
by Composer Technologies · via Composer
A daily risk-on/risk-off rotation that rides tech uptrends with leveraged ETFs, then shifts to shorts, bonds, cash, or VIX hedges when markets overheat or break. A KMLM trend filter helps decide when to diversify away from stocks.
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.
10 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.
0.3% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 80% · 2026-10-19 ()
61.8% 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 ()
11 of 39 funds in its are : EDC, EDZ, PSQ, SOXL, SQQQ, TECL, TMF, TMV, TQQQ, UPRO, 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 it checks: trend (price vs recent average), overheat/cooldown (RSI = a meter of how stretched recent moves are), and which area leads. When big tech (QQQ; 3x TQQQ / TECL / SOXL) trends and isn’t overheated, it leans in. If overheated or breaking, it cuts risk: short QQQ (PSQ / SQQQ), move to T‑bills or bonds (SHV / BIL / BSV / TLT / BND), or hedge with volatility (VIXY / UVXY). A 20‑day trend in managed‑futures (KMLM) flips it between equity beta and diversifiers. Smaller sleeves trade Treasury trends (TMF / TMV) and emerging markets (EDC / EDZ).
A daily risk-on/risk-off rotation that rides tech uptrends with leveraged ETFs, then shifts to shorts, bonds, cash, or VIX hedges when markets overheat or break. A KMLM trend filter helps decide when to diversify away from stocks.
Out-of-sample Calmar ~1.20 and Sharpe ~0.87 with ~23.20% annualized return (vs SPY 23.93%), plus lower beta (~0.89). A tech-led risk-on/risk-off rotation with diversified sleeves hedges, validated over 573 days, for stronger risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $465k | 2026-10-19 | |
| Backtest regulatory fees | $1,339 | 2026-10-19 | |
| Backtest slippage cost | $11k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, managed futures, multi-asset momentum, risk-on/risk-off, rsi-based, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 382 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "CORP", "EDC", "EDZ", "EEM", "GDX", "GLD", "IEF", "IEI", "IGIB", "IOO", "IWM", "KMLM", "PSQ", "QQQ", "SHV", "SOXL", "SPY", "SQQQ", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VPU", "VTV", "WTMF", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 |
| Remixes (copies) | 42 | 2026-10-19 | |
| Watchers | 20 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,456 | 2026-10-19 | |
| Out-of-sample length | 400 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 94.24% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4546% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.69% | ||
| Return, trailing 1 day (out-of-sample) | -1.84% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.38% | ||
| Return, trailing 1 week (out-of-sample) | -1.64% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.25% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 24.89% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.51% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 16.74% | ||
| SPY annualized return over the backtest window (backtest) | 14.83% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.86 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Maximum drawdown, backtest period (backtest) | -19.38% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.38% | ||
| Sharpe ratio, backtest period (backtest) | 3.15 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | ||
| Sortino ratio, backtest period (backtest) | 6.71 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.82% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.53% |
| Annualized turnover, backtest period (backtest) | 47.52 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.67 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.24% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.25% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
