Composer · investment strategy
by Composer Technologies · via Composer
Aggressively ride tech uptrends with TECL, step aside to T‑Bills when overheated, buy sharp dips, and use a managed‑futures trend gauge (KMLM) plus volatility cues (UVXY) to decide when to defend vs attack. Daily rebalanced.
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. : 98% · 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 ()
5 of 10 funds in its are : SPXL, SQQQ, TECL, TQQQ, UVXY
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.
Step 1: Is the S&P 500 (SPY) in an uptrend (above its 200‑day average)?<br>- Yes: Prefer TECL (3× tech) unless the market looks “too hot” (high short‑term RSI). If too hot, sit mostly in T‑Bills (BIL) with a small UVXY slice. A cross‑asset trend gauge (KMLM) helps decide TECL vs T‑Bills and when to buy a tech dip.<br>- No: First, buy dips if tech/market are very oversold. If not, stay in T‑Bills; in volatility spikes hold mostly T‑Bills (sometimes 15% UVXY). Rarely, it may hold SQQQ (inverse Nasdaq) over bonds.
Aggressively ride tech uptrends with TECL, step aside to T‑Bills when overheated, buy sharp dips, and use a managed‑futures trend gauge (KMLM) plus volatility cues (UVXY) to decide when to defend vs attack. Daily rebalanced.
Out-of-sample Sharpe 1.56 vs SPY 1.13; Calmar 3.33; annualized return 120% vs 18.6%. A tech‑driven, risk‑aware strategy that rides rallies, steps to cash on heat, and uses volatility overlays—delivering stronger risk‑adjusted results than the S&P 500.
Slightly modded version of Dereck Nielsen's algo with higher returns during most 1/2/3/5 year periods from Jan 2012 - present.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.2M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $129k | 2026-10-11 |
| AI categories (Composer) | leveraged tech, managed‑futures signal, momentum, risk-on/risk-off, trend filter (200‑day), t‑bills cash, volatility overlay | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 70 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "KMLM", "SPXL", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 41 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 519 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 241.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 122k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 120.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 409.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 73.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 73.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.80% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.33 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.05% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.72% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.45 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
