Composer · investment strategy
by Composer Technologies · via Composer
Daily, it presses tech via TQQQ when the market and XLK trend beat KMLM; otherwise it hedges or runs a tactical Treasury sleeve (TMF/TMV), with fallbacks to BND/AGG/TLT or BIL. Multiple trend/volatility brakes manage risk.
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 ()
7 of 14 funds in its are : QID, SOXL, SOXS, TMF, TMV, TQQQ, TYD
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.
Each day it: - Checks trend: if the S&P 500 (SPY) is above its 200‑day average, it’s “risk‑on.” - Risk‑on: compares tech (XLK) vs KMLM (a managed‑futures trend fund). If tech momentum and RSI (a simple hot/cold gauge) look good, it holds 3× Nasdaq (TQQQ). If not, it hedges with short tech (QID) or shifts to long Treasuries (TMF). - Risk‑off: runs a bond playbook that flips between long/short long‑term Treasuries (TMF/TMV) via trend/volatility checks; else defaults to core bonds (BND/AGG/TLT) or T‑bills (BIL).
Daily, it presses tech via TQQQ when the market and XLK trend beat KMLM; otherwise it hedges or runs a tactical Treasury sleeve (TMF/TMV), with fallbacks to BND/AGG/TLT or BIL. Multiple trend/volatility brakes manage risk.
Out-of-sample, this strategy targets ~34.7% annualized return vs SPY’s ~18.5%, with low beta (~0.46) and structured risk controls. It seeks bigger upside in tech/rates trends while protecting capital in risk-off via bonds.
KMLM/XLK Comparison
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $535k | 2026-10-11 | |
| Backtest regulatory fees | $1,095 | 2026-10-11 | |
| Backtest slippage cost | $8,120 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime-switching, risk-managed, tech, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 163 | 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[ "AGG", "BIL", "BND", "KMLM", "QID", "SOXL", "SOXS", "SPY", "TLT", "TMF", "TMV", "TQQQ", "TYD", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 530 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 98.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5248% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.95% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.18% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.56 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.51% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.18 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.26% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
