Composer · investment strategy
by Composer Technologies · via Composer
Rule-based swing system that switches among leveraged tech funds, inverse funds, bonds, volatility, and a managed‑futures ETF. It keys off Nasdaq’s 200‑day trend, short‑term heat (RSI), and KMLM’s 20‑day trend to flip between offense and defense.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
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 ()
7 of 9 funds in its are : PSQ, SOXL, SQQQ, TECL, TQQQ, UPRO, 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 uses two gauges: a heat score (RSI, 0–100; high = hot, low = washed out) and trend lines (20/200‑day moving averages). If a 3x Nasdaq fund (TQQQ) is in a long‑term uptrend, it goes risk‑on: if too hot, hedge with volatility (UVXY); otherwise hold TQQQ or short Nasdaq (PSQ) based on a managed‑futures fund (KMLM: trends in commodities/rates/FX). If trend is down, buy washed‑out 3x tech (TECL) or 3x semis (SOXL); else pick short Nasdaq (SQQQ) or short‑term bonds (BSV). Fallback: 3x S&P 500 (UPRO) or KMLM.
Rule-based swing system that switches among leveraged tech funds, inverse funds, bonds, volatility, and a managed‑futures ETF. It keys off Nasdaq’s 200‑day trend, short‑term heat (RSI), and KMLM’s 20‑day trend to flip between offense and defense.
Out-of-sample edge: ~60% annualized return vs ~18% for the S&P, Sharpe ~1.13 vs ~1.09, Calmar ~1.78, across 748 days. A regime-switching, hedged toolkit (levered tech, volatility hedge, managed futures) seeks higher upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.8M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $106k | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, managed futures, tactical allocation, tech/nasdaq focus, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "KMLM", "PSQ", "SOXL", "SQQQ", "TECL", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 513 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 201.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 58k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 159.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 33.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.37 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.33% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.24% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
