Composer · investment strategy
by Composer Technologies · via Composer
Tactical tech rotation: 3x long when semis lead, QQQ when broad tech leads or after sharp drops, and 3x short when tech lags—using a 10‑day momentum check versus KMLM plus a 5‑day 15% drop trigger.
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.
2 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) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
2 of 6 funds in its are : 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 checks short‑term strength over 10 days: semiconductors (SMH) and broad tech (XLK) versus KMLM, a trend‑following futures fund.<br>- If semis are stronger, it buys TECL (3x long tech).<br>- Else if tech is stronger, it buys QQQ.<br>- Else, if TECL fell >15% in 5 days, it buys QQQ for a rebound; otherwise it buys TECS (3x short tech). 100% in one fund.
Tactical tech rotation: 3x long when semis lead, QQQ when broad tech leads or after sharp drops, and 3x short when tech lags—using a 10‑day momentum check versus KMLM plus a 5‑day 15% drop trigger.
Out-of-sample, this tactical tech-rotation delivers ~76% annualized return with a ~1.16 Sharpe and ~1.75 Calmar—far above the S&P 500 on risk-adjusted terms. It uses semis leadership and cross-asset trends for disciplined, momentum-driven tech exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.1M | 2026-10-11 | |
| Backtest regulatory fees | $6,806 | 2026-10-11 | |
| Backtest slippage cost | $63k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum/rsi, relative strength, risk-on/risk-off, tactical rotation, technology | 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[ "KMLM", "QQQ", "SMH", "TECL", "TECS", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 539 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 193.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 51k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 237.09% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -6.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 35.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 70.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.80% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
