Composer · investment strategy
by Composer Technologies · via Composer
A daily rules engine that rides 3x tech uptrends, sells fear while calm, buys fear on overheats/panics, contrarian‑buys metals or EM on big dips, and uses KMLM (managed‑futures) as a cross‑check to pivot into tech, short‑vol, or bonds. 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.
6 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.
0.1% 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. : 79% · 2026-10-19 ()
79.7% 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 ()
12 of 36 funds in its are : EDC, EDZ, FAS, SOXL, SPXL, SQQQ, SVIX, SVXY, TECL, TQQQ, UGL, 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.
Daily, rule‑based. When tech trends up, it rides 3x tech funds (TQQQ/TECL/SOXL). If a short‑term “heat meter” (RSI, 0–100) says overheated, it briefly buys UVXY (jumps when fear rises). If trend weakens, it can hedge with SQQQ or short‑term bonds. A second sleeve sells fear (SVXY) while calm, but flips to UVXY on panic. Other sleeves buy the most beaten‑down metal or time emerging‑markets bull/bear. A final sleeve uses KMLM (managed‑futures) vs tech to pick risk‑on, short‑vol, or bonds (TLT). High risk.
A daily rules engine that rides 3x tech uptrends, sells fear while calm, buys fear on overheats/panics, contrarian‑buys metals or EM on big dips, and uses KMLM (managed‑futures) as a cross‑check to pivot into tech, short‑vol, or bonds. Very high risk.
Out-of-sample edge: ~83% annualized return vs 17.6% for the S&P; Sharpe 1.95 vs 1.33; Calmar 5.76; beta ~0.78. Strong risk-adjusted upside with lower market exposure; drawdowns may occur, but the upside premium justifies the risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-19 | |
| Backtest regulatory fees | $2,850 | 2026-10-19 | |
| Backtest slippage cost | $22k | 2026-10-19 |
| AI categories (Composer) | emerging markets timing, leveraged etfs, managed futures, metals rotation, tactical, tech momentum/contrarian, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 306 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "CPER", "EDC", "EDZ", "EEM", "FAS", "IEI", "IGIB", "IWM", "KMLM", "PALL", "PPLT", "QQQE", "SHV", "SLV", "SLX", "SOXL", "SPXL", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "TQQQ", "UGL", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 29 | 2026-10-19 | |
| Watchers | 25 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 204 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 197.07% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 82.81% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.03% | ||
| Return, trailing 1 day (out-of-sample) | -2.79% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.00% | ||
| Return, trailing 1 week (out-of-sample) | -5.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 64.95% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -8.16% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 32.27% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 9.38 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.76 | ||
| Maximum drawdown, backtest period (backtest) | -21.02% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.37% | ||
| Sharpe ratio, backtest period (backtest) | 3.18 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.95 | ||
| Sortino ratio, backtest period (backtest) | 6.70 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.10 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 36.34% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.92% |
| Annualized turnover, backtest period (backtest) | 58.44 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.62 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.10% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.98% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
