Composer · investment strategy
by Composer Technologies · via Composer
Rules-based rotation: in uptrends, ride tech (TQQQ) unless overheated (then UVXY) or tech trails managed‑futures (then cash). In downtrends, try oversold bounces (TECL/UPRO) or hedge (SQQQ), guided by short-term trend and an XLK vs KMLM cross‑check.
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 ()
6 of 11 funds in its are : SPXL, SQQQ, TECL, TQQQ, UPRO, 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.
RSI = 0–100 “heat” score of recent price moves (high=hot, low=cold). A moving average is the average price over X days; above it ≈ uptrend.<br>1) If the S&P 500 is above its 200‑day average, ride tech via TQQQ when tech’s heat (XLK) beats KMLM (a managed‑futures trend fund). If it looks overheated, briefly hold UVXY (volatility). Otherwise park in BIL (cash‑like).<br>2) If below the 200‑day, buy oversold rebounds (TECL or UPRO). If not oversold, choose SQQQ (inverse tech), TQQQ, or BIL using short‑term trend and the XLK‑vs‑KMLM check.<br>Tickers in plain English: TQQQ/TECL=3x tech up; UPRO/SPXL=3x S&P up; SQQQ=3x tech down; UVXY=volatility; BIL=T‑bills; TLT=long bonds; XLK=tech sector; KMLM=managed‑futures.
Rules-based rotation: in uptrends, ride tech (TQQQ) unless overheated (then UVXY) or tech trails managed‑futures (then cash). In downtrends, try oversold bounces (TECL/UPRO) or hedge (SQQQ), guided by short-term trend and an XLK vs KMLM cross‑check.
Out-of-sample Sharpe 1.29 vs S&P 1.09 and Calmar 2.47 with ~71% annualized returns. A rules-based tech-rotation strategy that captures big trends while using volatility and managed-futures signals to dial risk, outperforming the S&P on risk-adjusted basis.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.9M | 2026-10-11 | |
| Backtest regulatory fees | $9,860 | 2026-10-11 | |
| Backtest slippage cost | $86k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, momentum, risk-on/risk-off, trend filter, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 50 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "KMLM", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "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) | 2.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 53 | 2026-10-11 | |
| Watchers | 23 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 515 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 203.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 59k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 199.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.96% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.52% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
