Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical strategy that rotates among tech (TQQQ/QLD), cash-like T‑bills (BIL), managed futures (KMLM), and bearish hedges (PSQ/SPDN/TBF). About one‑third also flips emerging markets (EEM vs EEV) using an inflation‑regime filter (RINF) and bond‑vs‑stock leadership.
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.
7 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%)
5 funds (SEC N-PORT, as of 2026-05-31)
: 1.7% (KMLM 11% × 0.16), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 77% · 2026-10-19 ()
55.6% 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 ()
7 of 20 funds in its are : EEV, HIBL, PSQ, QLD, SPDN, TBF, 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 Macro signals 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 daily, rules-based “risk on/off” mix that watches simple momentum gauges (RSI: a 0–100 hot/cold score).<br>• Tech/hedge: If Nasdaq (QQQ) looks washed out (RSI <30), hold a mix of TQQQ and cash-like BIL. If QQQ is too hot (~>80), park in BIL. Otherwise, favor KMLM (a trend‑following futures fund) when it looks stronger than stocks/bonds; if not, use simple hedges (PSQ/SPDN/TBF) or lean into tech (TQQQ).<br>• Foreign: About one‑third flips between emerging markets (EEM) and its inverse (EEV) using an inflation gauge (RINF) plus whether bonds or stocks are leading.<br>• Rates check: Compares T‑bills (BIL) vs a 2030 Treasury ETF (IBTK) to decide whether to lean long tech (TQQQ/QLD) or defensive (PSQ/SHY), with a quick bond‑market cross‑check.
A daily tactical strategy that rotates among tech (TQQQ/QLD), cash-like T‑bills (BIL), managed futures (KMLM), and bearish hedges (PSQ/SPDN/TBF). About one‑third also flips emerging markets (EEM vs EEV) using an inflation‑regime filter (RINF) and bond‑vs‑stock leadership.
Out-of-sample annualized return ~28.2% vs S&P ~18.6%; Sharpe ~1.14 vs ~1.09. Calmar ~0.83. A rules-based, multi-sleeve strategy blending trend futures, leveraged tech, hedges, and inflation-aware EM tilts to pursue stronger, risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $298k | 2026-10-19 | |
| Backtest regulatory fees | $793 | 2026-10-19 | |
| Backtest slippage cost | $5,679 | 2026-10-19 |
| AI categories (Composer) | emerging markets, leveraged & inverse etfs, managed futures, relative strength, risk-on/risk-off, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 85 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "EEM", "EEV", "HIBL", "IBTK", "IEI", "IGIB", "IWM", "KMLM", "PSQ", "QLD", "QQQ", "RINF", "SBND", "SHY", "SPDN", "SPY", "TBF", "TLT", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 25 | 2026-10-19 | |
| Watchers | 12 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,264 | 2026-10-19 | |
| Out-of-sample length | 445 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 96.66% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2882% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.30% | ||
| Return, trailing 1 day (out-of-sample) | -3.78% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.02% | ||
| Return, trailing 1 week (out-of-sample) | -5.90% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 33.02% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 49.68% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.81% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 14.55% | ||
| SPY annualized return over the backtest window (backtest) | 13.55% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.84 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Maximum drawdown, backtest period (backtest) | -34.00% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.00% | ||
| Sharpe ratio, backtest period (backtest) | 2.84 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Sortino ratio, backtest period (backtest) | 4.80 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.58% |
| Annualized turnover, backtest period (backtest) | 43.39 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.10 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.20% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.36% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
