Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio that aims to surf big‑tech rallies with 3x funds, then quickly shift to cash, bonds/gold, inverse indexes, or volatility hedges when markets overheat or weaken. Includes a metals contrarian sleeve and a KMLM (managed‑futures) check.
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.
7 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.
0.6% of weight in (IVV: 3.0%)
3 funds (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. : 100% · 2026-10-19 ()
57.0% 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 ()
14 of 39 funds in its are : PSQ, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SVXY, TECL, TMF, TQQQ, UPRO, UVXY, YANG
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.
Rebalanced daily, it rides big-tech uptrends and cuts risk fast.<br>1) Trend check (S&P vs 200‑day). Uptrend: hold 3x Nasdaq tech (TQQQ). If prices get “hot” or fall fast (RSI=hot/cold meter), move to cash (BIL) or step down risk. Downtrend: flip to inverse index funds (e.g., SQQQ/SPXU), gold/bonds, sometimes volatility (UVXY).<br>2) Side sleeves: a metals contrarian pick (buy the recent loser) and a KMLM switch: if tech beats KMLM—a managed‑futures trend ETF—own TQQQ; else SQQQ+gold. It also rotates into defensives (dollar, staples, healthcare, bonds) when markets overheat.<br>High risk; uses leveraged/short/volatility ETFs.
A daily, rules‑based portfolio that aims to surf big‑tech rallies with 3x funds, then quickly shift to cash, bonds/gold, inverse indexes, or volatility hedges when markets overheat or weaken. Includes a metals contrarian sleeve and a KMLM (managed‑futures) check.
Out-of-sample edge: Sharpe 1.52 vs 1.27, annualized return ~57% vs ~17%, alpha ~0.22, Calmar ~3.86. Dynamic hedges and diversifiers seek higher upside with better risk control than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.8M | 2026-10-19 | |
| Backtest regulatory fees | $10k | 2026-10-19 | |
| Backtest slippage cost | $81k | 2026-10-19 |
| AI categories (Composer) | defensive rotation, inverse/volatility hedging, leveraged tech momentum, managed futures, metals contrarian, regime switching | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 521 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "CORP", "CPER", "FXI", "GDX", "GLD", "IEF", "NZF", "PALL", "PPLT", "PSQ", "QQQ", "RSP", "SH", "SLV", "SLX", "SOXL", "SOXS", "SPXL", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VIXY", "VPU", "XLP", "XLV", "YANG" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.72 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 |
| Remixes (copies) | 15 | 2026-10-19 | |
| Watchers | 15 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 258 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 188.84% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 48k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.25% | ||
| Return, trailing 1 day (out-of-sample) | -1.77% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -5.21% | ||
| Return, trailing 1 week (out-of-sample) | 2.31% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 66.80% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 58.25% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.67% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 15.14% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 8.38 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.86 | ||
| Maximum drawdown, backtest period (backtest) | -22.54% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.75% | ||
| Sharpe ratio, backtest period (backtest) | 3.01 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | ||
| Sortino ratio, backtest period (backtest) | 6.42 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.69 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 37.51% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.42% |
| Annualized turnover, backtest period (backtest) | 59.05 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.46 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.10% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
