Composer · investment strategy
by Composer Technologies · via Composer
A one‑position, high‑risk switch. It compares chips (SMH) to a defensive trend‑follower (KMLM) using a 10‑day heat score (RSI). If risk‑on: buy 3× tech bull (SOXL/TECL). If risk‑off: buy 3× tech bear (TECS) or short Bitcoin (BITI) if the bear trade looks too hot.
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 2026-07-31)
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 ()
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 ()
4 of 6 funds in its are : BITI, SOXL, TECL, TECS
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 asks: are chip stocks (SMH) stronger than a trend-following safety fund (KMLM)? Strength = 10‑day RSI, a 0–100 heat meter of recent price moves. If chips lead (risk‑on), buy a 3× tech bull ETF: SOXL unless it’s overheated (RSI≥75), then use TECL. If not (risk‑off), buy a 3× tech bear ETF (TECS) unless it’s overheated (RSI≥65); then short Bitcoin (BITI). One holding at a time; 3× funds are extremely volatile.
A one‑position, high‑risk switch. It compares chips (SMH) to a defensive trend‑follower (KMLM) using a 10‑day heat score (RSI). If risk‑on: buy 3× tech bull (SOXL/TECL). If risk‑off: buy 3× tech bear (TECS) or short Bitcoin (BITI) if the bear trade looks too hot.
Out-of-sample annualized return: 28.6% vs 18.7% for the S&P. A simple 1-position, 3x levered tech rule that captures leadership in risk-on periods and shifts to bearish/Bitcoin in risk-off. Higher upside but larger drawdowns (up to ~65%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $2,835 | 2026-10-11 | |
| Backtest slippage cost | $24k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, regime filter, short bitcoin, tactical momentum, tech/semiconductors, very high risk | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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[ "BITI", "KMLM", "SMH", "SOXL", "TECL", "TECS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,080 | 2026-10-11 | |
| Out-of-sample length | 539 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 228.63% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.10% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 55.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 55.37% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 9.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 54.09% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 20.12% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 92.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 99.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.50 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.96% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
