Composer · investment strategy
by Composer Technologies · via Composer
All-in, two‑state switch. If BTAL’s 20‑day strength score beats KMLM’s 10‑day score, buy HIBL (3× high‑beta S&P 500). Otherwise, hold KMLM (managed‑futures trend follower). Very aggressive when in HIBL; diversified when in KMLM.
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%)
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% · 2026-10-11 ()
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% · 2026-10-11 ()
1 of 3 funds in its are : HIBL
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 checks a simple “strength score” (RSI) on two funds: BTAL (a defensive, anti‑beta stock strategy) over 20 days and KMLM (a managed‑futures trend follower) over 10 days. RSI runs 0–100; higher = stronger recent gains. If BTAL’s score is higher, it puts 100% into HIBL, a very volatile 3× fund tied to the most volatile S&P 500 stocks (often tech/consumer/financials). Otherwise, it holds KMLM. It only switches when that signal flips.
All-in, two‑state switch. If BTAL’s 20‑day strength score beats KMLM’s 10‑day score, buy HIBL (3× high‑beta S&P 500). Otherwise, hold KMLM (managed‑futures trend follower). Very aggressive when in HIBL; diversified when in KMLM.
Out-of-sample, this strategy targets ~65% annualized return vs ~20% for the S&P, with solid risk-adjusted performance (Calmar ~0.98) and meaningful diversification from managed futures and anti-beta exposure. Higher upside, but higher drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $546k | 2026-10-11 | |
| Backtest regulatory fees | $665 | 2026-10-11 | |
| Backtest slippage cost | $5,030 | 2026-10-11 |
| AI categories (Composer) | leveraged equities, managed futures, momentum/rsi, risk-on/off switch, tactical allocation, trend following | 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[ "BTAL", "HIBL", "KMLM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 525 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 99.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5356% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 65.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 185.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.99% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 104.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 104.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -66.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -66.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
