Composer · investment strategy
by Composer Technologies · via Composer
Daily, pick whichever looks stronger over the last ~2 weeks (by RSI) between a managed‑futures ETF (KMLM) and a 3× tech ETF (TECL), hold that fund and keep the rest in cash for a buffer. Toggles between diversified trends and high‑octane tech.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
Two funds are watched: KMLM (a “managed futures” fund that follows trends in commodities, currencies, and bonds) and TECL (a very aggressive fund that tries to triple the daily moves of big U.S. tech stocks).<br>Each day it scores both using a 10‑day RSI—a simple gauge of recent up vs. down days (higher = stronger). It buys the one with the higher score and keeps the rest in cash (about half). It rechecks and adjusts daily, so it can switch often.
Daily, pick whichever looks stronger over the last ~2 weeks (by RSI) between a managed‑futures ETF (KMLM) and a 3× tech ETF (TECL), hold that fund and keep the rest in cash for a buffer. Toggles between diversified trends and high‑octane tech.
Out-of-sample edge: ~48% annualized return vs ~29% for the S&P 500, with Calmar ~3.79 and a cash buffer to limit drawdowns. An RSI-driven tilt between KMLM and TECL targets momentum while managing risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, etfs, leveraged tech, managed futures, momentum, risk-managed, rsi, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 8.73% | ||
| Return, trailing 1 month (out-of-sample) | 1.65% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.79 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.60% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 47.31% |
Composer Technologies · Composer
Composer Technologies · Composer
