Composer · investment strategy
by Composer Technologies · via Composer
High‑octane, rules‑based switching with 3x–4x funds. Buys/shorts semiconductors at Nasdaq extremes; otherwise toggles long/short S&P 500, Tech, and QQQ using RSI and a KMLM trend filter, sized by recent 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.
4 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.
0.2% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · not identified: SPYU 47%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 51% · 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 ()
14 of 21 funds in its are : EDC, EDZ, LABD, LABU, SOXL, SOXS, SPXU, SPYU, SQQQ, TECL, TECS, TMF, TMV, TQQQ
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 Macro signals 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.
1) When the Nasdaq (QQQ) is washed out (its short‑term “heat” score, RSI, is very low), buy a 3x semiconductor fund (SOXL). If QQQ is red‑hot (RSI very high), buy the 3x semiconductor inverse (SOXS).<br>2) Otherwise, spread money across S&P 500, Tech, and Nasdaq‑100 3x/4x funds. For each, compare its RSI to KMLM (a trend‑following fund). If stocks look stronger, stay long unless overheated; if weaker, stay short unless very oversold. Calmer ideas get bigger weights.
High‑octane, rules‑based switching with 3x–4x funds. Buys/shorts semiconductors at Nasdaq extremes; otherwise toggles long/short S&P 500, Tech, and QQQ using RSI and a KMLM trend filter, sized by recent volatility.
Out-of-sample Sharpe 1.59 vs 1.14; OOS annualized return ~145% vs ~19%; Calmar ~4.18. Regime-aware, semiconductor/tech tilt aims for outsized upside with managed risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $217k | 2026-10-11 | |
| Backtest regulatory fees | $259 | 2026-10-11 | |
| Backtest slippage cost | $2,070 | 2026-10-11 |
| AI categories (Composer) | mean‑reversion & trend, nasdaq 100, regime filter (kmlm), rsi, s&p 500, semiconductors, tactical leveraged etfs, tech | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 91 | 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) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "EDC", "EDZ", "KMLM", "LABD", "LABU", "QQQ", "SCHE", "SOXL", "SOXS", "SPXU", "SPY", "SPYU", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "XBI", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.14 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 109 | 2026-10-11 | |
| Watchers | 60 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 613 | 2026-10-11 | |
| Out-of-sample length | 539 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 253.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2069% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 144.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 581.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -12.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 99.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 99.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -4.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 35.71% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.32 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.66% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 70.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.55% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
