Composer · investment strategy
by Composer Technologies · via Composer
Switches among: UVIX when SPY is extremely hot; leveraged S&P/tech (SPYU, SOXL, FNGU) when tech beats managed-futures (KMLM) on a 10-day RSI; otherwise short tech via TECS. Concentrated and highly leveraged; very 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.
2 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%)
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. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 8 funds in its are : FNGU, SOXL, SPYU, TECS, UVIX
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 reads a 10-day RSI (a 0-100 gauge of how hot recent buying is). If SPY’s RSI > 83, it buys UVIX (2x VIX volatility). Otherwise it compares RSI of XLK (tech) to KMLM (a managed-futures trend fund). If tech’s RSI is higher, it splits into SPYU (4x S&P 500), SOXL (3x semis), FNGU (3x big tech). If not, it buys TECS (-3x tech). Very high risk.
Switches among: UVIX when SPY is extremely hot; leveraged S&P/tech (SPYU, SOXL, FNGU) when tech beats managed-futures (KMLM) on a 10-day RSI; otherwise short tech via TECS. Concentrated and highly leveraged; very high risk.
Robust out-of-sample upside: 23.0% annualized vs 17.4% for the S&P, driven by RSI-driven regime shifts into leveraged tech bets and a volatility hedge. Higher growth potential with larger drawdown risk (55% max) and complexity.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16k | 2026-10-19 | |
| Backtest regulatory fees | $19 | 2026-10-19 | |
| Backtest slippage cost | $144 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, momentum, short/inverse, tactical rotation, technology focus, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.64 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "FNGU", "KMLM", "SOXL", "SPY", "SPYU", "TECS", "UVIX", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -1.13 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.23 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 417 | 2026-10-19 | |
| Out-of-sample length | 417 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 32.31% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 59.11% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.04% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.36% | ||
| Return, trailing 1 day (out-of-sample) | 9.12% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -12.53% | ||
| Return, trailing 1 week (out-of-sample) | 16.95% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.24% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -22.86% | ||
| Return, trailing 2 weeks (out-of-sample) | 6.64% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -9.15% | ||
| SPY annualized return over the backtest window (backtest) | 16.07% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.59 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.42 | ||
| Maximum drawdown, backtest period (backtest) | -55.02% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.02% | ||
| Sharpe ratio, backtest period (backtest) | 0.77 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Sortino ratio, backtest period (backtest) | 1.08 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 83.63% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 83.58% |
| Annualized turnover, backtest period (backtest) | 30.85 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.86 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.84% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.84% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
