Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑octane swing trader. When markets look overheated it buys a volatility pop (UVXY); when oversold it buys leveraged stock funds. Otherwise it toggles between tech bets (TECL/SVIX) and a calmer KMLM‑led defensive mix. Extremely 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 2026-10-11
: 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.
Plain English: RSI is a 0–100 heat gauge; high = price ran up fast (overheated), low = dropped fast (washed‑out).<br>Daily: If many stock/sector funds look overheated (RSI ~80), it buys a short‑term volatility spike fund (UVXY) to catch a pullback. If not, and volatility itself is hot, it flips between volatility (VIXM) or stocks (SPXL). If neither, it buys the dip in leveraged tech/semis/market funds when very cold (RSI < 30). If no dip, it switches: if tech beats managed futures (XLK stronger than KMLM), it picks either leveraged tech (TECL) or short‑vol (SVIX), whichever looks more beaten down; otherwise it holds a calmer mix from KMLM/UUP/FTLS/TMF/TMV/SVXY/VIXM. Very high risk; trades daily.
A daily, high‑octane swing trader. When markets look overheated it buys a volatility pop (UVXY); when oversold it buys leveraged stock funds. Otherwise it toggles between tech bets (TECL/SVIX) and a calmer KMLM‑led defensive mix. Extremely high risk.
Out-of-sample, this strategy shows higher risk-adjusted returns than the S&P: Sharpe ~1.43 vs 1.31, Calmar ~3.96, annualized ~109% vs ~22%, with larger drawdown ~27.5% vs ~18.8%. Tech/vol rotation with risk controls.
didn't match backtest in drawdown
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) | daily rebalancing, leveraged etfs, mean reversion, multi-asset defensive sleeve, tactical rotation, tech vs managed futures, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 95 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.79 | 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) | 0.65 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 |
| Remixes (copies) | 323 | 2026-10-11 | |
| Watchers | 89 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 547 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 298.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 48k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 108.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 396.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.50% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.24% | 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) | 3.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.48% | 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) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 76.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
