Composer · investment strategy
by Composer Technologies · via Composer
A simple switch: 100% in DBMF (managed-futures diversifier) when its recent momentum (RSI) beats TECL’s; otherwise 100% in TECL (3× tech). Title mentions KMLM, but this test actually toggles only between DBMF and TECL.
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 2026-10-19
: 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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 82% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 2 funds in its are : TECL
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 short-term “heat” score (RSI, 0–100 based on recent up vs down days) for two funds. If DBMF’s score is higher, own DBMF; otherwise own TECL.<br>DBMF: trend‑following across commodities, rates, and currencies (diversifier).<br>TECL: 3× daily US tech; very volatile.<br>All‑in on the leader; switch when the lead changes.
A simple switch: 100% in DBMF (managed-futures diversifier) when its recent momentum (RSI) beats TECL’s; otherwise 100% in TECL (3× tech). Title mentions KMLM, but this test actually toggles only between DBMF and TECL.
Diversify beyond stocks with a simple RSI-driven switch between DBMF and TECL. This regime-based approach delivers a distinct trend/tech exposure to complement the S&P 500, potentially reducing risk and capturing upside when equities lag.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $267k | 2026-10-19 | |
| Backtest regulatory fees | $377 | 2026-10-19 | |
| Backtest slippage cost | $2,882 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, managed futures, momentum, risk-on/risk-off, rsi, sector rotation, tactical allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 12 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "DBMF", "TECL" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.91 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,852 | 2026-10-19 | |
| Out-of-sample length | 677 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 56.33% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2571% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.22% | ||
| Return, trailing 1 day (out-of-sample) | -0.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.88% | ||
| Return, trailing 1 week (out-of-sample) | -1.02% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 101.56% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 106.32% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.48% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.32% | ||
| SPY annualized return over the backtest window (backtest) | 16.13% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.83 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.26 | ||
| Maximum drawdown, backtest period (backtest) | -67.92% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -67.92% | ||
| Sharpe ratio, backtest period (backtest) | 1.17 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Sortino ratio, backtest period (backtest) | 1.67 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 48.39% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.35% |
| Annualized turnover, backtest period (backtest) | 20.68 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.94 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.16% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
