Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based rotation that rides leveraged tech in uptrends and quickly flips to fear hedges, inverse Nasdaq, bonds/cash, or KMLM (managed‑futures) when risk rises. Built from vetted TQQQ, Holy Grail, and KMLM modules.
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.
10 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.
0.4% of weight in (IVV: 3.0%)
8 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. : 99% · 2026-10-11 ()
83.0% 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 ()
31 of 64 funds in its are : FAS, FNGD, FNGO, LABD, LABU, PSQ, QID, QLD, ROM, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SRTY, SSO, SVIX, TECL, TECS, TMF, TMV, TQQQ, TTT, TZA, UDN, UGE, UGL, UPRO, UVXY, UWM
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 rules pick the lane:<br>1) Uptrend (SPY above 200‑day): ride leveraged tech (TQQQ/TECL/SOXL—turbo Nasdaq/tech/semis), buy dips.<br>2) If momentum overheats or breaks (RSI = a 0–100 “heat meter”), flip to fear funds (UVXY/VIXY), inverse Nasdaq (SQQQ), or bonds/cash.<br>3) If KMLM (a diversified trend‑following ETF) is stronger, hold KMLM.
A daily, rules-based rotation that rides leveraged tech in uptrends and quickly flips to fear hedges, inverse Nasdaq, bonds/cash, or KMLM (managed‑futures) when risk rises. Built from vetted TQQQ, Holy Grail, and KMLM modules.
Out-of-sample, this strategy delivers superior risk-adjusted performance vs the S&P: Sharpe ~1.46, Calmar ~5.2, and ~77% annualized return vs ~18%, with hedges and trend rotation that amplify upside and limit drawdowns.
This is a medley of many variations of three tried and true volatile long term strategies (TQQQ For the Long Term, Holy Grail, and KMLM) behind a common frontrunner. The goal here is to maximize expected AR (after making some efforts to account for overfitness). To be eligible for this medley, a symphony must generally match at least one of the three main strategies, it must be at least six months OOS (preferably over a year), and the OOS performance must generally match backtest expectations. Preference is given to symphonies which have longer OOS and higher OOS AR. Some mild modifications have been made to extend backtests when newer tickers do not drive meaningful enhancements in the backtest, and some duplicative frontrunner logic has been removed (listed statistics for strategies are measured with a version of this frontrunner that only goes to cash).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.7M | 2026-10-11 | |
| Backtest regulatory fees | $15k | 2026-10-11 | |
| Backtest slippage cost | $127k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged tech momentum, managed futures (kmlm), tactical rotation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,112 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "FAS", "FNGD", "FNGO", "IEF", "IEI", "KMLM", "LABD", "LABU", "LQD", "PSQ", "QID", "QLD", "QQQ", "QQQE", "ROM", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPXL", "SPXU", "SPY", "SQQQ", "SRTY", "SSO", "STIP", "SUB", "SVIX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TTT", "TZA", "UDN", "UGE", "UGL", "UPRO", "UUP", "UVXY", "UWM", "VBF", "VIXM", "VIXY", "VOOV", "VTV", "XLF", "XLK", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 62 | 2026-10-11 | |
| Watchers | 23 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 258 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 365.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 97k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.99% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 68.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 68.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.31% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 15.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
