Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical, high‑octane mix: hedge with VXX when markets get hot, buy 3x tech/semis on deep dips, and switch between tech and managed‑futures (KMLM) leadership. Separate bond/gold/oil/EM sleeves. Very active, uses leveraged/inverse ETFs; 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.
14 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%)
10 funds (SEC N-PORT, as of 2026-05-31) · not identified: BOND 4%
: 2.9% (DBO 3% × 1.00), 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. : 88% · 2026-10-11 ()
87.2% 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 ()
31 of 73 funds in its are : CURE, EDC, EDZ, FAS, GLL, HIBL, KOLD, LABD, LABU, PSQ, QID, QLD, RETL, SCO, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SRTY, TECL, TECS, TMF, TMV, TQQQ, UCO, UDN, UGE, UGL, UPRO
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 check of momentum using RSI (a 0–100 “speedometer” of recent price moves: high=hot/overbought, low=cold/oversold). If stocks—esp. tech—run hot, it hedges with VXX (a VIX‑futures volatility note) or shifts to diversifiers. If they’re very cold, it buys rebound trades (TQQQ/TECL/SOXL/UPRO). Between extremes it compares tech to KMLM (a managed‑futures ETF that often shines when stocks struggle): if tech leads, stay long; if KMLM leads, go defensive (shorts/BTAL/bonds). Separate sleeves time bonds, gold, oil, and EM; T‑bills are the fallback.
A daily, tactical, high‑octane mix: hedge with VXX when markets get hot, buy 3x tech/semis on deep dips, and switch between tech and managed‑futures (KMLM) leadership. Separate bond/gold/oil/EM sleeves. Very active, uses leveraged/inverse ETFs; high risk.
Out-of-sample, this strategy substantially outperforms the S&P: ~64.7% annual return vs ~23.8% for SPY, with Calmar 3.26 and Sharpe ~1.75. It pairs tech leadership, volatility hedges, and cross-asset trends to capture upside while managing risk.
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 | $11k | 2026-10-11 | |
| Backtest slippage cost | $88k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, momentum + mean‑reversion, sector rotation, tactical multi‑asset, trend‑following, volatility‑hedged | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,332 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BOND", "BTAL", "CORP", "CURE", "DBO", "EDC", "EDZ", "EEM", "FAS", "FCG", "GLD", "GLL", "HIBL", "IBTK", "IEF", "IEI", "IGIB", "IOO", "IVV", "IWM", "KMLM", "KOLD", "LABD", "LABU", "PDBC", "PSQ", "QID", "QLD", "QQQ", "QQQE", "RETL", "RINF", "SBND", "SCO", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPXU", "SPY", "SQQQ", "SRTY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UDN", "UGE", "UGL", "UNG", "UPRO", "UUP", "VOX", "VPU", "VTIP", "VTV", "VXX", "WTMF", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 |
| Remixes (copies) | 110 | 2026-10-11 | |
| Watchers | 46 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,258 | 2026-10-11 | |
| Out-of-sample length | 341 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 245.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 49k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -6.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 78.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 78.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 12.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 8.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
