Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, concentrated long/short. Holds one 3× bull ETF (55%) and one 3× bear ETF (45%) only when their trend looks better than KMLM; otherwise parks in KMLM (managed futures). Seeks steady returns with low correlation to broad stocks.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
No funds
: 15.8% (KMLM 100% × 0.16), shown separately from fossil-fuel companies.
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 ()
0.0% 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 ()
12 of 14 funds in its are : DRN, DRV, FNGD, FNGG, HIBL, HIBS, LABD, LABU, SDOW, TNA, TZA, UDOW
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.
The portfolio is 55% “long” and 45% “short.”<br>Long side: picks ONE 3× bull fund (TNA small-caps, DRN real estate, LABU biotech, HIBL high‑beta, FNGU/FNGG Big Tech, UDOW Dow) only if its 20‑day strength score (RSI: 0–100; higher=stronger) beats KMLM’s 10‑day RSI; else it holds KMLM (a diversifying managed‑futures ETF).<br>Short side: similarly checks 3× bear funds (TZA, DRV, LABD, HIBS, FNGD, SDOW) with a “switch”; if off, it also parks in KMLM. It then holds just ONE short candidate, chosen by highest recent volatility. Aim: be slightly net long, but resilient in selloffs via KMLM and selective short exposure.
Rules-based, concentrated long/short. Holds one 3× bull ETF (55%) and one 3× bear ETF (45%) only when their trend looks better than KMLM; otherwise parks in KMLM (managed futures). Seeks steady returns with low correlation to broad stocks.
Out-of-sample edge: 36.4% annualized return vs 22.5% for the S&P, Calmar 1.76 and Sharpe 1.10—strong risk-adjusted gains with KMLM diversification. Note: higher drawdowns (~20.7%) accompany the bigger upside.
Accidentally ended my live run 5/8/24-11/21/25, but stats for that period were CR 23.87%, AR 34.77, Sharpe 2.34, MD 5.9, beta .6 | the 55/45 is based on % up days in market / % down days in market. semi-arbitrary but idea is that we want to hold more long positions than short overall.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $78k | 2026-10-19 | |
| Backtest regulatory fees | $216 | 2026-10-19 | |
| Backtest slippage cost | $1,578 | 2026-10-19 |
| AI categories (Composer) | anti-beta, big tech, biotech, dow, high-beta, leveraged & inverse etfs, long/short, managed futures (kmlm), momentum (rsi), real estate, small-caps | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 83 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DRN", "DRV", "FNGD", "FNGG", "HIBL", "HIBS", "KMLM", "LABD", "LABU", "SDOW", "TNA", "TZA", "UDOW" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.46 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.17 | 2026-10-19 |
| Remixes (copies) | 27 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,227 | 2026-10-19 | |
| Out-of-sample length | 1,227 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 52.25% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 675.66% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 49.45% | ||
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -9.04% | ||
| Return, trailing 1 week (out-of-sample) | 3.98% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 65.72% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 62.29% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.40% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -6.95% | ||
| SPY annualized return over the backtest window (backtest) | 12.63% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.30 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.76 | ||
| Maximum drawdown, backtest period (backtest) | -22.76% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.74% | ||
| Sharpe ratio, backtest period (backtest) | 1.29 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | ||
| Sortino ratio, backtest period (backtest) | 1.96 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 38.17% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.37% |
| Annualized turnover, backtest period (backtest) | 48.18 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.12 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.34% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.61% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
