Composer · investment strategy
by Composer Technologies · via Composer
Daily, it uses trend “thermometers” on cross‑asset funds (led by KMLM) to pick a menu, then buys yesterday’s biggest loser from that menu (3× stock/tech/chips, bonds, or volatility plays). If nothing fires, it parks in T‑bills. Very aggressive.
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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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% · 2026-10-11 ()
8 of 13 funds in its are : KOLD, SOXL, SOXS, SPXL, SVXY, TECL, TMF, 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.
Each day it checks “heat meters” (RSI, 0–100) on KMLM (trend fund), BCI (commodities), RSBT (bonds+trend) and RSST (stocks+trend). Those readings pick a small menu of ETFs. It then buys the one that fell the most yesterday (a quick “buy the dip”). Menus include SPXL/SOXL/TECL (3× stock/tech/chips), TMF (3× long Treasuries), SVXY/UVXY (fear index plays), SOXS (bear chips), KOLD (short nat gas). If no clear signal, it holds BIL (T‑bills). Rebalanced daily; high risk.
Daily, it uses trend “thermometers” on cross‑asset funds (led by KMLM) to pick a menu, then buys yesterday’s biggest loser from that menu (3× stock/tech/chips, bonds, or volatility plays). If nothing fires, it parks in T‑bills. Very aggressive.
Out-of-sample, this strategy delivers superior risk-adjusted gains vs the S&P 500: Sharpe ~1.57, Calmar ~4.9, ~116% annualized return vs ~17%, with ~23.5% max drawdown. Regime-aware dip-buying.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $141k | 2026-10-11 | |
| Backtest regulatory fees | $345 | 2026-10-11 | |
| Backtest slippage cost | $2,806 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, macro regime filter, mean reversion, tactical allocation, volatility etps | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 90 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "BCI", "BIL", "KMLM", "KOLD", "RSBT", "RSST", "SOXL", "SOXS", "SPXL", "SVXY", "TECL", "TMF", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 153 | 2026-10-11 | |
| Watchers | 74 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 767 | 2026-10-11 | |
| Out-of-sample length | 468 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 138.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1306% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 115.70% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 318.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 109.85% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 109.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -10.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.54% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.79 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 82.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 82.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 70.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 67.31% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
