Composer · investment strategy
by Composer Technologies · via Composer
A fast, high‑risk switcher that buys volatility after overheated markets, buys 3x bull ETFs after selloffs, and otherwise toggles between risk‑on (tech/short‑vol) and a calmer mix of diversifiers using KMLM as a trend/risk compass.
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.
1 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
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 ()
10 of 23 funds in its are : FAS, SOXL, SPXL, SVIX, 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.
It hunts for extremes, then switches based on the market’s “regime.” - If many stock funds look very “hot” on a short‑term heat meter (RSI ≈ 80), it buys UVXY, a volatility fund that can spike when stocks cool off. - If things look very “cold” (RSI < 30), it buys a 3x bull fund (tech, semis, or S&P) for a rebound. - If neither, it compares tech (XLK) vs KMLM (a managed‑futures trend fund). If tech is stronger, it chooses levered tech or short‑vol; if KMLM is stronger, it rotates into calmer diversifiers (managed futures, long/short, USD, Treasuries).
A fast, high‑risk switcher that buys volatility after overheated markets, buys 3x bull ETFs after selloffs, and otherwise toggles between risk‑on (tech/short‑vol) and a calmer mix of diversifiers using KMLM as a trend/risk compass.
Regime-switching strategy shows strong out-of-sample upside vs the S&P 500: ~72.9% annualized return and a Calmar of ~2.65, with meaningful alpha and solid risk-adjusted performance. Expect higher drawdowns in downturns, but superior long-run profile.
C 466 / 22 | QM YCTO
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.9M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $101k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, mean-reversion, regime-switching, tactical, tech-heavy, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 95 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.78 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "FTLS", "KMLM", "QQQE", "SOXL", "SPXL", "SPY", "SVIX", "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) | 0.43 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 298.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 48k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 72.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 212.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 77.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
