Composer · investment strategy
by Composer Technologies · via Composer
All‑in on a 3× tech bull ETF when tech’s 10‑day momentum beats KMLM’s; otherwise all‑in on a 3× tech bear ETF. Core exposure is the U.S. technology sector; KMLM is used only as a cross‑asset momentum benchmark.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
2 of 4 funds in its are : TECL, TECS
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 compares a 10‑day “strength” score (RSI: a 0–100 read of recent up vs down days) for two funds: XLK (big U.S. tech: AAPL, MSFT, NVDA) and KMLM (a trend‑following managed‑futures fund).<br>If XLK’s score is higher, buy TECL (3× tech bull); otherwise buy TECS (3× tech bear). 100% in one. KMLM is only a benchmark to judge tech, not a holding.
All‑in on a 3× tech bull ETF when tech’s 10‑day momentum beats KMLM’s; otherwise all‑in on a 3× tech bear ETF. Core exposure is the U.S. technology sector; KMLM is used only as a cross‑asset momentum benchmark.
Out-of-sample: ~31.5% annualized return vs ~18.7% for the S&P, with negative SPY beta and tech alpha. Potential diversification using 3x tech leverage, but beware large drawdowns (~54%) and higher volatility; for risk-savvy growth seekers.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-11 | |
| Backtest regulatory fees | $1,466 | 2026-10-11 | |
| Backtest slippage cost | $13k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, momentum, relative strength, sector timing, technology | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 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[ "KMLM", "TECL", "TECS", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.18 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 539 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 127.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.77% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -13.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -13.92% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.59% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 74.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 79.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
