Composer · investment strategy
by Composer Technologies · via Composer
A tactical switcher: pick the stronger of big‑tech (XLK) or a diversifier (KMLM). If both have been weak recently, make an aggressive semiconductor rebound bet (SOXL). Often holds just one fund and keeps the rest in cash.
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%)
No funds
: 15.8% (KMLM 100% × 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. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 3 funds in its are : SOXL
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.
Every check, it looks back 10 trading days.<br>If both tech (XLK) and a diversifier (KMLM) have been down over that span, it makes an aggressive rebound bet in semiconductors via SOXL (a very volatile 3× fund).<br>Otherwise, it holds whichever of XLK or KMLM has the stronger recent price push (using a simple up‑vs‑down score called RSI).<br>It usually ends up holding one fund at a time; any leftover sits in cash.
A tactical switcher: pick the stronger of big‑tech (XLK) or a diversifier (KMLM). If both have been weak recently, make an aggressive semiconductor rebound bet (SOXL). Often holds just one fund and keeps the rest in cash.
Dynamic tech/diversifier rotation with a tactical semis dip-buy. Out-of-sample: ~16.5% annualized return, Calmar ~0.52 over 753 days. Diversified tech exposure with risk management vs S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $192k | 2026-10-19 | |
| Backtest regulatory fees | $509 | 2026-10-19 | |
| Backtest slippage cost | $4,003 | 2026-10-19 |
| AI categories (Composer) | dip-buying, leveraged etf, momentum, risk-on/risk-off, rsi filter, tactical rotation, tech vs managed futures | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 16 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "KMLM", "SOXL", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.29 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 522 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 66.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1817% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.47% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.71% | ||
| Return, trailing 1 day (out-of-sample) | -12.76% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.16% | ||
| Return, trailing 1 week (out-of-sample) | -13.65% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 2.10% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.14% | ||
| Return, trailing 2 weeks (out-of-sample) | -16.92% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.11% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.08 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | ||
| Maximum drawdown, backtest period (backtest) | -31.81% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.81% | ||
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Sortino ratio, backtest period (backtest) | 2.46 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 43.66% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.81% |
| Annualized turnover, backtest period (backtest) | 33.03 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.62 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.84% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.79% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
