Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based rotation. It heat‑checks markets, parks in T‑Bills if too hot, rides tech/S&P uptrends with leveraged ETFs, flips short or into Treasuries in downturns, and uses a Tech‑vs‑KMLM trend signal to switch regimes.
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 2026-10-19
: 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. : 100% · 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 ()
16 of 28 funds in its are : FNGD, PSQ, QID, SOXL, SOXS, SPXL, SPXU, SQQQ, SRTY, TECL, TECS, TMF, TMV, TQQQ, UPRO, UVXY
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.
Daily it runs a heat check (RSI = 0–100 “hot meter”): if major indexes/sectors look too hot, it parks in BIL (T‑Bills). Otherwise it splits across two sleeves: 1) a momentum/trend sleeve that holds or shorts leveraged tech/S&P funds using 20–200‑day trends; 2) a KMLM‑switch sleeve that compares Tech vs KMLM (a managed‑futures trend gauge) to go risk‑on or short. Main exposures: Tech/Nasdaq, S&P 500, Semis, Treasuries, cash.
A daily, rules‑based rotation. It heat‑checks markets, parks in T‑Bills if too hot, rides tech/S&P uptrends with leveraged ETFs, flips short or into Treasuries in downturns, and uses a Tech‑vs‑KMLM trend signal to switch regimes.
Out-of-sample: ~41.5% annualized return vs SPY ~21%; powered by heat-checks and regime-switching to Treasuries/BIL and leveraged tech/S&P. Higher upside but larger drawdowns (~24.5% vs ~8.9%), mitigated by cross-asset signals.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.1M | 2026-10-19 | |
| Backtest regulatory fees | $25k | 2026-10-19 | |
| Backtest slippage cost | $220k | 2026-10-19 |
| AI categories (Composer) | cross-asset signals, leveraged etfs, managed futures, momentum, regime switching, risk-on/risk-off, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 157 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.62 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "FNGD", "IEF", "KMLM", "PSQ", "QID", "QQQ", "SOXL", "SOXS", "SPXL", "SPXU", "SPY", "SQQQ", "SRTY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.94 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 21 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 1,465 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 251.82% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 151k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.99% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.43% | ||
| Return, trailing 1 week (out-of-sample) | -0.84% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 41.21% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 29.95% | ||
| Return, trailing 2 weeks (out-of-sample) | -7.47% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.95% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 10.27 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.69 | ||
| Maximum drawdown, backtest period (backtest) | -24.53% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.53% | ||
| Sharpe ratio, backtest period (backtest) | 2.78 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Sortino ratio, backtest period (backtest) | 5.11 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 49.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.79% |
| Annualized turnover, backtest period (backtest) | 52.88 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.37 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.20% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.94% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
