Composer · investment strategy
by Composer Technologies · via Composer
Mostly sits in cash/T‑bills. Only when semiconductors show stronger short‑term momentum than managed futures—and KMLM isn’t “too hot”—it makes a small (~25%) bet on 3x tech (TECL). Otherwise it stays defensive.
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 ()
1 of 4 funds in its are : TECL
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 Capital preservation 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 watches a 10‑day RSI (a 0–100 score of recent up vs down days). KMLM = managed‑futures mix; SMH = semiconductor stocks; TECL = 3x daily tech; BIL = T‑bills.<br>• If KMLM’s RSI < 70 and SMH’s RSI > KMLM’s, it takes only a small (~25%) position in TECL.<br>• Otherwise, it holds BIL and keeps most money in cash‑like assets.
Mostly sits in cash/T‑bills. Only when semiconductors show stronger short‑term momentum than managed futures—and KMLM isn’t “too hot”—it makes a small (~25%) bet on 3x tech (TECL). Otherwise it stays defensive.
Regime-driven, cash-heavy strategy with a disciplined 25% TECL tilt when tech momentum favors risk-on. Out-of-sample tests imply strong upside (~47% annualized) vs S&P, with cash/T-bill protection, though drawdowns can be larger in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $749k | 2026-10-11 | |
| Backtest regulatory fees | $884 | 2026-10-11 | |
| Backtest slippage cost | $7,725 | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, leveraged tech, managed futures filter, risk-on/risk-off, semiconductors signal, tactical momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "KMLM", "SMH", "TECL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 534 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 110.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7387% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 127.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 30.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
