Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switch: when stocks look stronger than KMLM (managed futures), rotate into risk-on themes (often tech/semis, sometimes 3×) and buy the dip; otherwise hold defensive hedges (BTAL/SPLV/VIX/T‑Bills) or bonds. Sized by inverse volatility.
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.
7 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.
0.5% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 8% · 2026-10-19 ()
5.7% 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 ()
12 of 34 funds in its are : EDZ, LABD, LABU, SOXL, SPXL, SSO, SVXY, TECL, TMF, TMV, TQQQ, TZA
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 short-term strength (a 10–20 day “heat gauge” called RSI) of stock themes to KMLM, a managed‑futures fund that often zigzags opposite stocks. If stocks beat KMLM, it buys a small basket in that theme (tech/semis/small‑caps, sometimes 3×) that have dipped the most, sized by inverse volatility.<br>If not, it holds BTAL/SPLV/VIX funds/T‑Bills or long bonds (TMF). It also tests a few signal flavors and picks one using 10‑day stats. Rebalanced daily.
A daily, rules-based switch: when stocks look stronger than KMLM (managed futures), rotate into risk-on themes (often tech/semis, sometimes 3×) and buy the dip; otherwise hold defensive hedges (BTAL/SPLV/VIX/T‑Bills) or bonds. Sized by inverse volatility.
Out-of-sample delivers higher returns with lower drawdown: 24.95% annualized vs 19.29% SPY, max drawdown 17.67% vs 18.76%, Calmar ~1.41. A disciplined, regime-twitching, tech/defense tilt aiming to beat the S&P on risk-adjusted terms.
Playing around with one of MB's ideas -- here I combine various signals as input for a basic KMLM switch. No OB//OS checks -- this just uses sorts and Inverse Volatility to make use of the input signal from the start of KMLM
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $145k | 2026-10-19 | |
| Backtest regulatory fees | $507 | 2026-10-19 | |
| Backtest slippage cost | $3,549 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, inverse-vol sizing, kmlm yardstick, leveraged/inverse etfs, risk-on/risk-off, rsi-based, sector rotation, tactical allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 832 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AVUV", "BIL", "BTAL", "EDZ", "IGM", "ITB", "IWM", "IYW", "KMLM", "LABD", "LABU", "SMH", "SOXL", "SOXX", "SPLV", "SPXL", "SPY", "SSO", "SVXY", "TECL", "TMF", "TMV", "TQQQ", "TZA", "VIXM", "VIXY", "VTI", "XBI", "XHB", "XLB", "XLK", "XLV", "XLY", "XMMO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,435 | 2026-10-19 | |
| Out-of-sample length | 533 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 59.97% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1354% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.95% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.47% | ||
| Return, trailing 1 day (out-of-sample) | -1.24% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.07% | ||
| Return, trailing 1 week (out-of-sample) | -0.43% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 19.95% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.26% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.05% | ||
| SPY annualized return over the backtest window (backtest) | 14.84% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.39 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.41 | ||
| Maximum drawdown, backtest period (backtest) | -17.67% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.67% | ||
| Sharpe ratio, backtest period (backtest) | 1.91 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | ||
| Sortino ratio, backtest period (backtest) | 3.00 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.41% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.59% |
| Annualized turnover, backtest period (backtest) | 47.43 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.29 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.61% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.03% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
