Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy that uses a simple “heat” gauge (RSI) to swing between leveraged tech in rebounds and hedges (VIX funds, Treasuries, commodities, managed-futures like KMLM) when markets look overheated—aiming to front-run pullbacks and pounce on recoveries.
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.
5 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%)
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. : 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 ()
26 of 70 funds in its are : CURE, FAS, LABD, LABU, NVDX, PSQ, QLD, RETL, ROM, SH, SOXL, SPUU, SQQQ, SSO, SVIX, SVXY, TBF, TECL, TMF, TMV, TQQQ, UDN, UPRO, UST, UVIX, 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 watches if the market, especially big tech (QQQ/XLK), looks overheated or washed-out using RSI, a 0–100 “heat” gauge (high=stretched up, low=stretched down). If overheated, it shifts to crash insurance (VIX funds like VXX/UVXY) or to Treasuries/cash/commodities. If washed-out, it buys bounce plays (leveraged tech like TQQQ/TECL/SOXL). When tech lags a diversifier (KMLM, a managed-futures ETF), it rotates into KMLM/long-short/dollar. It has an emergency volatility switch and rebalances daily.
A fast, tactical strategy that uses a simple “heat” gauge (RSI) to swing between leveraged tech in rebounds and hedges (VIX funds, Treasuries, commodities, managed-futures like KMLM) when markets look overheated—aiming to front-run pullbacks and pounce on recoveries.
Out-of-sample edge: ~120% annualized return, Calmar ~4, alpha ≈0.55M; Sharpe ≈1.91 vs S&P ≈2.12. Higher upside with disciplined risk controls via RSI-driven tech rotations and volatility hedging. Drawdown ~30% in stress (S&P ~9%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $396k | 2026-10-11 | |
| Backtest regulatory fees | $1,016 | 2026-10-11 | |
| Backtest slippage cost | $7,591 | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, leveraged etfs, managed futures, mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,221 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ALTY", "BIL", "BND", "BSV", "BTAL", "CLSE", "CTA", "CURE", "FAS", "FTLS", "FXE", "GLD", "IEF", "IOO", "KMLM", "LABD", "LABU", "MGC", "NVDA", "NVDX", "PDBC", "PSQ", "QAI", "QLD", "QQQ", "QQQE", "RETL", "ROM", "SCHX", "SGOV", "SH", "SHV", "SLV", "SOXL", "SOXX", "SPUU", "SPY", "SQQQ", "SSO", "SVIX", "SVXY", "TBF", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDN", "UPRO", "USDU", "UST", "UUP", "UVIX", "UVXY", "VBF", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTI", "VTV", "VXX", "XLE", "XLF", "XLK", "XLP", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 370 | 2026-10-11 | |
| Watchers | 148 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 745 | 2026-10-11 | |
| Out-of-sample length | 367 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 246.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3857% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 120.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 216.68% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.72% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.41% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 83.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 83.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 24.06% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 59.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 78.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.50% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
