Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical strategy: park in T‑Bills when the market looks overheated, buy quick dips when it looks washed‑out, and otherwise follow the trend—3× tech/semis in uptrends, inverse/hedges in downtrends. KMLM helps decide risk‑on vs risk‑off.
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.
“overheated (>79–81) → mostly T‑Bills (BIL) with a small BTAL (anti‑beta) hedge”
“if S&P 500 is above its 200‑day trend, hold 3× tech/semis funds (TECL/SOXL/TQQQ)”
“It’s a daily “risk‑on/risk‑off” switcher.”
“KMLM (a managed‑futures ETF) guides the bull/bear switch.”
“washed‑out (<30) → buy quick rebounds (TQQQ/SPXL)”
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)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
10 of 23 funds in its are : PSQ, QLD, SH, SOXL, SOXS, SPXL, SQQQ, TECL, TECS, TQQQ
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It’s a daily “risk‑on/risk‑off” switcher. - Uses a short‑term 0–100 “hot/cold” meter (RSI): overheated (>79–81) → mostly T‑Bills (BIL) with a small BTAL (anti‑beta) hedge; washed‑out (<30) → buy quick rebounds (TQQQ/SPXL). - Else: if S&P 500 is above its 200‑day trend, hold 3× tech/semis funds (TECL/SOXL/TQQQ); if below, use inverse Nasdaq hedges (PSQ/SQQQ) or BTAL. KMLM (a managed‑futures ETF) guides the bull/bear switch.
Daily tactical strategy: park in T‑Bills when the market looks overheated, buy quick dips when it looks washed‑out, and otherwise follow the trend—3× tech/semis in uptrends, inverse/hedges in downtrends. KMLM helps decide risk‑on vs risk‑off.
Out-of-sample, this strategy improves risk-adjusted returns vs the S&P: Sharpe ~1.54 vs 1.24, Calmar ~3.50, and ~143% annualized return. But max drawdown ~41% vs ~19% for the S&P. Regime switches and hedges aim to protect upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $42.3M | 2026-10-11 | |
| Backtest regulatory fees | $49k | 2026-10-11 | |
| Backtest slippage cost | $456k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, hedging, leveraged etfs, managed futures proxy, momentum/rsi timing, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 204 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 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) | 1.25 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 42 | 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) | 326.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 423k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 143.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 537.15% | 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) | 132.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 132.55% | 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) | 7.98 | 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) | 4.03 | 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) | 55.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.49% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
