Composer · investment strategy
by Composer Technologies · via Composer
Daily, equal‑sleeve system that flips between leveraged long tech (TQQQ) and short tech (SQQQ/PSQ). It uses KMLM’s trend and short‑term strength vs SPY/XLK as signals; SPY’s 200‑day trend decides whether shorts are 3x (SQQQ) or 1x (PSQ).
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.
0.5% 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. : 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 ()
3 of 6 funds in its are : PSQ, SQQQ, 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 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.
Moving average = average price over N days. RSI = 0–100 score of recent up vs down days (higher = stronger).<br>Tickers: TQQQ=3x up Nasdaq‑100; SQQQ=3x down; PSQ=1x down; SPY=S&P 500; XLK=tech; KMLM=managed‑futures ETF that often moves unlike stocks.<br>3 equal sleeves (daily):<br>1) If KMLM < 20d avg → TQQQ; else if SPY < 200d → SQQQ; else → PSQ.<br>2) If RSI10(XLK) > RSI10(KMLM) → TQQQ; else SQQQ/PSQ.<br>3) If RSI10(SPY) > RSI10(KMLM) → TQQQ; else SQQQ/PSQ.
Daily, equal‑sleeve system that flips between leveraged long tech (TQQQ) and short tech (SQQQ/PSQ). It uses KMLM’s trend and short‑term strength vs SPY/XLK as signals; SPY’s 200‑day trend decides whether shorts are 3x (SQQQ) or 1x (PSQ).
High-growth potential: out-of-sample annualized ~38% vs SPY ~20%, powered by a tech-heavy, dynamically rebalanced three-sleeve system. Calmar ~1.15 with higher drawdowns (~33%)—aiming for superior long-run gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $435k | 2026-10-11 | |
| Backtest regulatory fees | $772 | 2026-10-11 | |
| Backtest slippage cost | $5,843 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, managed futures, nasdaq long/short, relative strength, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "KMLM", "PSQ", "SPY", "SQQQ", "TQQQ", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 92.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4246% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -7.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -7.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
