Composer · investment strategy
by Composer Technologies · via Composer
A simple daily regime switch: if corporate bonds look stronger than oil, own QQQ; otherwise split between oil (USO) and a diversified trend‑following fund (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.
2 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
: 58.1% (USO 50% × 1.00, KMLM 50% × 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 ()
0 of 4 funds in its are
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 Macro signals 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.
Each day it compares a 10‑day “strength score” (RSI: how fast price has risen vs fallen, 0–100) for a corporate‑bond fund (CORP) and an oil fund (USO). If bonds look stronger, it buys a tech‑heavy Nasdaq fund (QQQ). If oil looks stronger, it splits 50/50 between oil (USO) and a trend‑following managed‑futures fund (KMLM) that chases trends across commodities, currencies, and rates. Rebalanced daily.
A simple daily regime switch: if corporate bonds look stronger than oil, own QQQ; otherwise split between oil (USO) and a diversified trend‑following fund (KMLM).
Out-of-sample edge: ~45% annualized return vs ~23% for the S&P, Calmar ~3.6, near-zero beta. Regime-switching: QQQ in growth, USO+KMLM in inflation/trends—delivers higher risk-adjusted upside and diversification beyond the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $63k | 2026-10-11 | |
| Backtest regulatory fees | $166 | 2026-10-11 | |
| Backtest slippage cost | $1,237 | 2026-10-11 |
| AI categories (Composer) | commodities, cross-asset signal, daily rebalance, managed futures, momentum, regime switching, tech tilt | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.76 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "CORP", "KMLM", "QQQ", "USO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,469 | 2026-10-11 | |
| Out-of-sample length | 334 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 528.41% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.09% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.36% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
