Composer · investment strategy
by Composer Technologies · via Composer
Daily, rule-based, risk-on/risk-off plan: moves to T‑bills when overheated, buys 3× tech on dips or uptrends, and flips short tech when a managed‑futures “storm detector” (KMLM) warns of trouble; uses bonds/hedges in downtrends.
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.
4 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.
0.2% of weight in (IVV: 3.0%)
3 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. : 98% · 2026-10-11 ()
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% · 2026-10-11 ()
10 of 23 funds in its are : PSQ, QLD, SH, SOXL, SOXS, SPXL, SQQQ, TECL, TECS, TQQQ
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.
It uses simple “thermometers” of market heat (RSI: a 0–100 hot/cold meter). If markets look too hot (>~79), it parks in BIL (T‑bills). If they look washed‑out (<~30), it buys 3× bull funds (TQQQ=Nasdaq, SPXL=S&P). Otherwise it checks the S&P 500’s 200‑day trend. In uptrends it rides tech (TECL tech, SOXL semis, TQQQ Nasdaq); in downtrends it prefers hedges (PSQ/SQQQ = short Nasdaq) and bonds. KMLM (a managed‑futures “storm detector”) helps flip long/short tech. Rebalanced daily; high risk.
Daily, rule-based, risk-on/risk-off plan: moves to T‑bills when overheated, buys 3× tech on dips or uptrends, and flips short tech when a managed‑futures “storm detector” (KMLM) warns of trouble; uses bonds/hedges in downtrends.
Out-of-sample edge: Sharpe 1.54 vs 1.24, Calmar 3.50, return 143% vs 21%. A momentum-driven risk-on/risk-off system with hedges aims for big tech upside while controlling risk—though drawdowns can be larger than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $41.8M | 2026-10-11 | |
| Backtest regulatory fees | $48k | 2026-10-11 | |
| Backtest slippage cost | $447k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, managed-futures filter, momentum/trend, risk-on/risk-off, tactical, tech/nasdaq focus | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 119 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "IEF", "IOO", "KMLM", "PSQ", "QLD", "QQQ", "SH", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TQQQ", "VTV", "XLF", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 |
| Remixes (copies) | 51 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 524 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 325.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 418k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 143.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 535.95% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -11.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.98% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 132.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 132.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 33.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.96 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 76.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
