Composer · investment strategy
by Composer Technologies · via Composer
A momentum switch: if short‑term strength in semis/tech beats a trend‑following baseline (KMLM), buy 3x tech funds (SOXL/TECL); otherwise sit in T‑bills (BIL). Very high risk when in leveraged tech; low risk in cash-like BIL.
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 2026-10-11
: 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
3 of 6 funds in its are : SOXL, TECL, USD
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 Capital preservation 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 checks a 10‑day RSI (a 0–100 score of recent price strength; higher = stronger) for several items and compares each to KMLM (a trend‑following fund). In order: if SOXL (3x semis) beats KMLM, buy SOXL; else if TECL (3x tech) beats KMLM, buy TECL; else if USD or SMH beat KMLM, buy TECL; else hold BIL (T‑bills). Always 100% in one holding.
A momentum switch: if short‑term strength in semis/tech beats a trend‑following baseline (KMLM), buy 3x tech funds (SOXL/TECL); otherwise sit in T‑bills (BIL). Very high risk when in leveraged tech; low risk in cash-like BIL.
Out-of-sample edge: ~38.6% annualized vs ~18.2% for S&P, driven by 3x tech momentum. Higher upside, but drawdowns can reach ~59%. Risk-adjusted metrics trail the S&P; BIL keeps a safety buffer when signals fade.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $961k | 2026-10-11 | |
| Backtest regulatory fees | $1,897 | 2026-10-11 | |
| Backtest slippage cost | $16k | 2026-10-11 |
| AI categories (Composer) | cash/t‑bills, leveraged etfs, managed futures signal, momentum, semiconductors, tactical allocation, technology | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "KMLM", "SMH", "SOXL", "TECL", "USD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 119.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9508% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.19% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -8.24% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -8.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 77.96% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 93.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.12 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
