Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based switch that bets for or against the NASDAQ‑100 using leveraged ETFs. It uses KMLM as a cross‑asset “regime” gauge and SPY’s 200‑day trend to set how bearish to be. Three independent votes are averaged into one position.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
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 ()
3 of 6 funds in its are : PSQ, SQQQ, 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 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.
Three rules vote daily on a NASDAQ‑100 bet. Indicators: Moving average = average price over N days; RSI = 0–100 score of recent gains vs losses. Tickers: SPY = S&P 500; XLK = tech sector; KMLM = trend‑following futures. If stocks (SPY/XLK) look stronger than KMLM, go 3x long (TQQQ). If KMLM looks stronger, go short (SQQQ if SPY is weak; PSQ if not). The three votes are averaged.
A daily, rules‑based switch that bets for or against the NASDAQ‑100 using leveraged ETFs. It uses KMLM as a cross‑asset “regime” gauge and SPY’s 200‑day trend to set how bearish to be. Three independent votes are averaged into one position.
Out-of-sample edge: ~38% annualized return vs ~20% for SPY, with Calmar ~1.15. Regime-aware NASDAQ-100 strategy aims for bigger upside while applying disciplined downside protection, though drawdowns can exceed SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $435k | 2026-10-11 | |
| Backtest regulatory fees | $772 | 2026-10-11 | |
| Backtest slippage cost | $5,843 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, nasdaq-100, relative strength, risk-on/risk-off, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "KMLM", "PSQ", "SPY", "SQQQ", "TQQQ", "XLK" ] | 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) | 0.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 92.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4246% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -7.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -7.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
