Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical switcher: go to cash when markets run too hot, buy levered tech/Nasdaq/S&P on deep dips, and otherwise choose stocks or diversifiers by comparing tech vs KMLM (a managed-futures trend fund).
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.
2 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.
3.4% 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 ()
12 of 29 funds in its are : FAS, QLD, ROM, SOXL, SPUU, SSO, TBF, TECL, TQQQ, UDN, UST, 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 reads a 0–100 “heat” gauge (RSI).<br>- Too hot (>~80): move to SGOV (T-bills).<br>- Volatility spike: use a safety mix.<br>- Too cold (<~30): buy 2x tech/Nasdaq/S&P for a bounce.<br>- Else, compare tech (XLK) vs KMLM (trend-following managed-futures): if tech wins, own the strongest 2x stock fund; if KMLM wins, rotate into diversifiers (bonds, long/short equity, managed futures, USD/EUR).
A daily tactical switcher: go to cash when markets run too hot, buy levered tech/Nasdaq/S&P on deep dips, and otherwise choose stocks or diversifiers by comparing tech vs KMLM (a managed-futures trend fund).
Out-of-sample edge: higher risk-adjusted returns and better downside protection versus the S&P 500. Sharpe ~1.75 vs ~1.21, annualized return ~74.5% vs ~20%, max drawdown ~14.6% vs ~18.8%, Calmar ~5.12.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $316k | 2026-10-11 | |
| Backtest regulatory fees | $1,119 | 2026-10-11 | |
| Backtest slippage cost | $8,947 | 2026-10-11 |
| AI categories (Composer) | alternatives, cash timing, leveraged etfs, managed futures, mean reversion, momentum, risk-on/risk-off, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 99 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.72 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ALTY", "CLSE", "CTA", "FAS", "FXE", "KMLM", "QAI", "QLD", "QQQE", "ROM", "SGOV", "SOXL", "SPUU", "SPY", "SSO", "TBF", "TECL", "TQQQ", "UDN", "USDU", "UST", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 72 | 2026-10-11 | |
| Watchers | 43 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,147 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 113.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3060% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 218.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 66.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 66.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.74% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.19 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 98.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 92.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
