Composer · investment strategy
by Composer Technologies · via Composer
Daily, go 100% into the strongest of TQQQ, YINN, or KMLM by a short‑term momentum score—unless TQQQ is extremely hot, then switch to UVXY to bet on a volatility pop. Simple, aggressive rotation with leveraged ETFs and high risk.
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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
No funds
: 15.8% (KMLM 100% × 0.16), shown separately from fossil-fuel companies.
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 ()
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% · 2026-10-19 ()
3 of 4 funds in its are : TQQQ, UVXY, YINN
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.
Each day, it checks momentum (RSI, a 0–100 “speed of recent moves” score). If TQQQ’s 10‑day RSI > 80 (very hot), it buys UVXY (a volatility ETF that can jump when stocks fall). Otherwise, it buys the single ETF with the strongest 14‑day RSI among: TQQQ (3x Nasdaq‑100), YINN (3x China stocks), KMLM (trend‑following futures). 100% in that pick; checked daily.
Daily, go 100% into the strongest of TQQQ, YINN, or KMLM by a short‑term momentum score—unless TQQQ is extremely hot, then switch to UVXY to bet on a volatility pop. Simple, aggressive rotation with leveraged ETFs and high risk.
Out-of-sample annualized return ~25.6% vs SPY ~17.7%, driven by a daily momentum rotation across three levered ETFs plus a volatility hedge. Higher growth and diversification potential, but with higher drawdowns—suitable for risk-tolerant investors seeking alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $441k | 2026-10-19 | |
| Backtest regulatory fees | $987 | 2026-10-19 | |
| Backtest slippage cost | $7,483 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, managed futures, momentum rotation, rsi, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "KMLM", "TQQQ", "UVXY", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.35 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 |
| Remixes (copies) | 19 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,461 | 2026-10-19 | |
| Out-of-sample length | 516 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 92.05% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4308% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.62% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 58.82% | ||
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.16% | ||
| Return, trailing 1 week (out-of-sample) | -0.54% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.47% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 7.30% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.31% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.00% | ||
| SPY annualized return over the backtest window (backtest) | 15.03% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.97 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.55 | ||
| Maximum drawdown, backtest period (backtest) | -46.62% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.62% | ||
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Sortino ratio, backtest period (backtest) | 2.24 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 56.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.92% |
| Annualized turnover, backtest period (backtest) | 35.01 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.53 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.41% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.68% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
