Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily “risk‑on/risk‑off” strategy: ride 3× tech/semis in uptrends, hedge or short when overheated or falling, and pivot to managed‑futures (like KMLM) or cash in choppy markets, with small gold/oil sleeves and volatility safety valves.
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.
6 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.
0.1% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · not identified: SPYU 23%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 75% · 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 ()
29 of 79 funds in its are : AIBD, AIBU, EDC, EDZ, FAS, KOLD, LABD, LABU, PSQ, QID, SH, SOXL, SOXS, SPXL, SPXU, SPYU, SQQQ, SRTY, SVIX, SVXY, TECL, TECS, TMF, TMV, TQQQ, UCO, 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 it reads two simple gauges: trend (above/below the 200‑day average) and a hot/cold score called RSI (0–100). If stocks look healthy (not overheated), it rides 3× tech/semis (TQQQ, TECL, SOXL or SPXL). If overheated or slipping, it hedges or shorts (UVXY/VIXY, SQQQ/TECS) or parks in T‑Bills (BIL/SHV). In choppy phases it swaps into managed‑futures (KMLM/DBMF/CTA). A small sleeve trades gold (GLD) and oil (DBO).
A rules‑based, daily “risk‑on/risk‑off” strategy: ride 3× tech/semis in uptrends, hedge or short when overheated or falling, and pivot to managed‑futures (like KMLM) or cash in choppy markets, with small gold/oil sleeves and volatility safety valves.
Out-of-sample, this tactical strategy aims to beat the S&P by layering leveraged tech exposure with hedges, cash, and managed futures. Expect ~58% annualized return, Calmar ~2.24; note higher drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $104k | 2026-10-11 | |
| Backtest regulatory fees | $318 | 2026-10-11 | |
| Backtest slippage cost | $2,368 | 2026-10-11 |
| AI categories (Composer) | leveraged tech & semis, managed futures switch, risk-on/off, tactical etf rotation, trend/momentum, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,260 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AIBD", "AIBU", "BIL", "BND", "BTAL", "CORP", "CTA", "DBC", "DBMF", "DBO", "EDC", "EDV", "EDZ", "FAS", "FCG", "FMF", "FNGS", "FTEC", "FTLS", "GLD", "IEF", "IOO", "KMLM", "KOLD", "LABD", "LABU", "PSQ", "QID", "QQQ", "QQQE", "RINF", "SCHE", "SGOV", "SH", "SHV", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPXU", "SPY", "SPYU", "SQQQ", "SRTY", "STIP", "SVIX", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UPRO", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTV", "VXX", "WTMF", "XBI", "XHB", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 588 | 2026-10-11 | |
| Out-of-sample length | 326 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 172.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 938.06% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 58.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.51% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.24% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.95 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.23% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 89.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 91.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.21% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
