Composer · investment strategy
by Composer Technologies · via Composer
A tactical switcher using RSI. If tech momentum beats a trend‑following fund (KMLM), it goes heavy tech (often 3×). If not, it shifts to a defensive stock basket or shorts the Nasdaq, guided by a bonds‑vs‑short‑S&P check.
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.
0.0% 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. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
4 of 12 funds in its are : FNGU, PSQ, SH, 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 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.
RSI = a 0–100 score of recent ups vs downs (higher = stronger).<br>1) Compare 10‑day RSI of XLK (tech) vs KMLM (a managed‑futures trend fund).<br>If tech > KMLM:<br>- If 20‑day RSI of AGG (bonds) > 60‑day RSI of SH (short S&P): split FNGU & TECL (both 3× long tech).<br>- Else: SMH (semiconductors).<br>If tech ≤ KMLM:<br>- If AGG > SH: low‑vol mix of LLY, NVO, COST, GE (more to steadier names).<br>- Else: PSQ (short Nasdaq).
A tactical switcher using RSI. If tech momentum beats a trend‑following fund (KMLM), it goes heavy tech (often 3×). If not, it shifts to a defensive stock basket or shorts the Nasdaq, guided by a bonds‑vs‑short‑S&P check.
Out-of-sample, this RSI-driven strategy targets ~21.7% annual return vs SPY ~17.4%, with higher upside from tactical tech exposure, but larger drawdowns (~41.5% vs ~18.4%) and lower risk-adjusted Sharpe (~0.65 vs ~1.02).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14k | 2026-10-19 | |
| Backtest regulatory fees | $22 | 2026-10-19 | |
| Backtest slippage cost | $175 | 2026-10-19 |
| AI categories (Composer) | inverse etfs, leveraged etfs, momentum (rsi), risk-on/risk-off, sector rotation, tactical allocation, trend-following proxy | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 19 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.54 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "COST", "FNGU", "GE", "KMLM", "LLY", "NVO", "PSQ", "SH", "SMH", "TECL", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.03 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 417 | 2026-10-19 | |
| Out-of-sample length | 417 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 21.57% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 38.27% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.92% | ||
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.09% | ||
| Return, trailing 1 week (out-of-sample) | 2.39% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.36% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.66% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.37% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -9.65% | ||
| SPY annualized return over the backtest window (backtest) | 16.07% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.52 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | ||
| Maximum drawdown, backtest period (backtest) | -41.52% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.52% | ||
| Sharpe ratio, backtest period (backtest) | 0.65 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Sortino ratio, backtest period (backtest) | 0.93 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 48.02% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.32% |
| Annualized turnover, backtest period (backtest) | 47.52 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.52 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.84% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.84% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
