Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rules-based rotation that uses the S&P 500’s trend, KMLM’s short-term trend, and a “heat meter” (RSI) to switch among 3x tech/semis, a defensive trio (BTAL/SPLV/IEF), volatility (VIXY), short bonds (TMV), or short tech (TECS).
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 2026-10-19
: 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.
0.4% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : -1% · 2026-10-19 ()
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% · 2026-10-19 ()
6 of 12 funds in its are : SOXL, SPXL, TECL, TECS, 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 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.
It’s a rules-based switch. 1) Is the S&P 500 above its 200‑day average? If yes, market uptrend. 2) Use KMLM (a managed‑futures fund) vs its 20‑day average to gauge macro stress. 3) A heat meter (RSI, 0–100) judges if prices are too hot, cold, or normal: too hot → move to VIXY or a defensive mix (BTAL/SPLV/IEF); very cold → bargain buys (TECL or SPXL); otherwise pick the stronger of TECL or SOXL. In downtrends it may also short tech (TECS) or short long bonds (TMV).
A tactical, rules-based rotation that uses the S&P 500’s trend, KMLM’s short-term trend, and a “heat meter” (RSI) to switch among 3x tech/semis, a defensive trio (BTAL/SPLV/IEF), volatility (VIXY), short bonds (TMV), or short tech (TECS).
Out-of-sample, this strategy targets higher upside (22.8% vs 18.2% S&P) through macro-driven rotation with built-in hedges and risk controls—seeking stronger long-run growth, albeit with higher volatility in stress periods.
Based on "TQQQ FTLT + KMLM < 20MA KMLM" by @Simon97, MA concept by @Rugini | MbM 1. UVXY-->VIXY; 2. RSI "Bargain" Filters; 3. Cut shorts from SPY trend UP; 4. added OB Blocks before going 3xLETF;
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14.1M | 2026-10-19 | |
| Backtest regulatory fees | $54k | 2026-10-19 | |
| Backtest slippage cost | $488k | 2026-10-19 |
| AI categories (Composer) | defensive tilt, leveraged etfs, mean-reversion, momentum, tactical rotation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 66 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "IEF", "KMLM", "SOXL", "SPLV", "SPXL", "SPY", "TECL", "TECS", "TMV", "TQQQ", "VIXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.68 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 |
| Remixes (copies) | 34 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,456 | 2026-10-19 | |
| Out-of-sample length | 538 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 250.67% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 141k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.29% | ||
| Return, trailing 1 day (out-of-sample) | -9.19% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 11.16% | ||
| Return, trailing 1 week (out-of-sample) | -4.51% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 0.43% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -6.54% | ||
| Return, trailing 2 weeks (out-of-sample) | -11.02% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 30.85% | ||
| SPY annualized return over the backtest window (backtest) | 14.83% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.37 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | ||
| Maximum drawdown, backtest period (backtest) | -57.41% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.42% | ||
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Sortino ratio, backtest period (backtest) | 3.41 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 72.00% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 80.85% |
| Annualized turnover, backtest period (backtest) | 76.57 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 67.46 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.12% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.16% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
