Composer · investment strategy
by Composer Technologies · via Composer
A daily momentum strategy: ride the strongest recent stock when trends are healthy, otherwise rotate to the top US large‑cap. A tech vs managed‑futures switch (XLK vs KMLM) flips it to inverse Nasdaq or cash in weaker regimes; SPY extremes trigger short‑term tilts.
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 2026-10-19
: 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%)
1 fund (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 ()
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% · 2026-10-19 ()
4 of 38 funds in its are : PSQ, QID, SPXL, 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 Alternatives 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 steps:<br>- Pick the best ~1‑month “leader” (TSLA/AMD/MU/NVDA/MSTR…). If trend is up (50>200‑day; 4>8‑day EMA), hold; buy dips (RSI<34); cool off when overheated (RSI>84).<br>- Else buy the single best name from a broad US list.<br>- Risk switch: if tech (XLK) lags a managed‑futures gauge (KMLM) or KMLM trends up, hedge with PSQ/QID. If SPY is extreme, briefly use UVXY (very hot) or SPXL (very cold).<br>- Otherwise sit in T‑Bills (BIL).<br>Jargon: RSI=0–100 heat; EMA=short trend; 50/200‑day=long trend; KMLM=defense.
A daily momentum strategy: ride the strongest recent stock when trends are healthy, otherwise rotate to the top US large‑cap. A tech vs managed‑futures switch (XLK vs KMLM) flips it to inverse Nasdaq or cash in weaker regimes; SPY extremes trigger short‑term tilts.
Out-of-sample annualized return ~92% vs SPY ~22%, with Calmar ~1.70 and Sharpe ~1.23. Leader-rotation with hedges aims for strong upside and controlled downside; note drawdowns may run ~54% in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $28k | 2026-10-19 | |
| Backtest regulatory fees | $57 | 2026-10-19 | |
| Backtest slippage cost | $468 | 2026-10-19 |
| AI categories (Composer) | hedging, inverse/leveraged etfs, momentum, risk on/off, stock rotation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,766 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "AMZN", "BAC", "BIL", "COP", "CRWD", "CVX", "DOW", "GOOG", "HD", "JNJ", "JPM", "KMLM", "KO", "LIN", "LLY", "MSFT", "MSTR", "MU", "NEM", "NKE", "NVDA", "PANW", "PEP", "PFE", "PG", "PSQ", "QID", "SNDK", "SPXL", "SPY", "TSLA", "UNH", "UVXY", "WFC", "XLK", "XOM", "XYZ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.22 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-19 |
| Remixes (copies) | 298 | 2026-10-19 | |
| Watchers | 80 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 222 | 2026-10-19 | |
| Out-of-sample length | 188 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 225.81% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 184.40% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 92.04% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.62% | ||
| Return, trailing 1 day (out-of-sample) | 2.57% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -13.54% | ||
| Return, trailing 1 week (out-of-sample) | 6.37% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -28.23% | ||
| SPY annualized return over the backtest window (backtest) | 15.23% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.05 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.70 | ||
| Maximum drawdown, backtest period (backtest) | -55.70% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.98% | ||
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | ||
| Sortino ratio, backtest period (backtest) | 3.15 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 80.96% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 77.29% |
| Annualized turnover, backtest period (backtest) | 79.46 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 84.45 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 48.20% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 47.87% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
