Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switcher: fade overheated markets with a short-term fear bet (UVXY), buy the dip with 3× bull ETFs when oversold, and otherwise choose between a meme/AI/space basket or calmer diversifiers like KMLM/FTLS/UUP based on momentum.
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.
15 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%)
No funds
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 ()
0.0% 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 ()
9 of 43 funds in its are : FAS, SOXL, SPXL, 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.
RSI is a 0–100 heat gauge of recent price moves: >80 = very hot/overbought; <30 = very cold/oversold.<br>- If many market gauges are very hot, it buys UVXY (a fund that jumps when fear spikes).<br>- If key funds are very cold, it buys 3× bull tech/semis/S&P (TECL/SOXL/SPXL).<br>- Otherwise it compares tech (XLK) with KMLM (a trend‑following managed‑futures ETF). If tech wins, it rotates into fast‑moving meme/AI/space names; if not, it holds calmer diversifiers (KMLM, FTLS, UUP, bonds/vol). Rebalances daily; very high risk.
A daily, rules-based switcher: fade overheated markets with a short-term fear bet (UVXY), buy the dip with 3× bull ETFs when oversold, and otherwise choose between a meme/AI/space basket or calmer diversifiers like KMLM/FTLS/UUP based on momentum.
Out-of-sample, this strategy delivered ~39.7% annualized return vs SPY's ~18.6%, with Calmar ~1.18 and Sharpe ~0.84, offering strong risk-adjusted upside despite higher drawdowns (~33%). Regime-switching targets meme/AI gains with hedges.
Modified by DereckN 1/7/25
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $416k | 2026-10-11 | |
| Backtest regulatory fees | $1,479 | 2026-10-11 | |
| Backtest slippage cost | $9,950 | 2026-10-11 |
| AI categories (Composer) | daily, high risk, leveraged etfs, long/short, managed futures, mean-reversion, meme stocks, momentum, regime-switching, tactical, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 230 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ACHR", "ASTS", "BKSY", "FAS", "FTLS", "HIMS", "IONQ", "JOBY", "KMLM", "KULR", "LUNR", "NNE", "OKLO", "PL", "PLTR", "QBTS", "QQQE", "QUBT", "RCAT", "RDW", "RGTI", "RKLB", "SMR", "SOFI", "SOUN", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "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) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 38 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 563 | 2026-10-11 | |
| Out-of-sample length | 439 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 428.68% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4055% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.70% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.74% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -7.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -7.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -10.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 12.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 79.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 76.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 75.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
