Composer · investment strategy
by Composer Technologies · via Composer
A one‑position, event‑driven switcher that hunts short, sharp moves: buys UVXY on overbought markets to catch fear spikes, buys 3x equity bounces on oversold, and otherwise toggles between stock/short‑vol plays and diversifiers like KMLM, Treasuries, and the US dollar.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
2 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
No funds
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
11 of 23 funds in its are : FAS, SOXL, SPXL, SPYU, SVIX, SVXY, TECL, TMF, TMV, TQQQ, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
It watches short‑term RSI (a 0–100 “hot/cold” gauge) on many stock funds. If they look very hot, it buys UVXY (tends to jump when fear/VIX spikes). If fear is rising, it leans into volatility hedges. If areas look very cold, it buys 3x tech/semis/S&P for a bounce. If no setup, it compares stocks vs KMLM (a managed‑futures trend fund). If stocks lead, it picks SVIX (benefits when fear fades) or S&P; otherwise rotates into calmer KMLM/long‑short/Treasuries/US$.
A one‑position, event‑driven switcher that hunts short, sharp moves: buys UVXY on overbought markets to catch fear spikes, buys 3x equity bounces on oversold, and otherwise toggles between stock/short‑vol plays and diversifiers like KMLM, Treasuries, and the US dollar.
Out-of-sample edge: Sharpe ~1.70 vs 1.19, Calmar ~5.89, annualized ~150% vs ~19%, alpha ~0.84. Strong risk-adjusted upside in volatile markets with diversified vol/macro exposure—accept higher drawdowns.
LBT SPXL/SVXY KMLM switcher (single pops)| BT 12/16/20 = 269/24
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, risk-on/risk-off, rsi mean reversion, tactical rotation, volatility timing | 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) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "FTLS", "KMLM", "QQQE", "SOXL", "SPXL", "SPY", "SPYU", "SVIX", "SVXY", "TECL", "TMF", "TMV", "TQQQ", "UUP", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 435 | 2026-10-11 | |
| Watchers | 190 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 593 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 149.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 765.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.39% | 2026-10-11 |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.89 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.43% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.97 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.68% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 75.72 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.97% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
