Composer · investment strategy
by Composer Technologies · via Composer
A one‑ETF, trend‑timed strategy using RSI and moving averages. It rotates among 3x tech (TQQQ/TECL), 3x S&P (UPRO), short tech (SQQQ), Treasuries (TLT) or volatility (UVXY). Tech vs KMLM decides risk‑on vs defensive in each market regime.
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 10 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.
Owns one ETF at a time: mainly 3x tech (TQQQ/TECL), sometimes 3x S&P (UPRO), short tech (SQQQ), long Treasuries (TLT) or volatility (UVXY).<br>RSI (0–100) = short‑term “hot/cold.” Moving average = average of past prices.<br>If the S&P 500 is above its 200‑day avg: buy UVXY if it’s red‑hot; else hold TQQQ if tech beats KMLM, or SQQQ if KMLM is stronger.<br>If below: buy oversold bounces (TECL/UPRO); otherwise choose SQQQ or TLT (leaning to SQQQ when KMLM > tech). KMLM tracks trend‑following across non‑stock markets and acts as a risk‑off compass.
A one‑ETF, trend‑timed strategy using RSI and moving averages. It rotates among 3x tech (TQQQ/TECL), 3x S&P (UPRO), short tech (SQQQ), Treasuries (TLT) or volatility (UVXY). Tech vs KMLM decides risk‑on vs defensive in each market regime.
Out-of-sample edge: ~59% annualized return vs ~19% for the S&P, Calmar ~1.55, strong risk-adjusted history. A single-ETF, adaptive strategy switches among tech, S&P, bonds, and volatility for bigger, more durable gains than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.9M | 2026-10-11 | |
| Backtest regulatory fees | $18k | 2026-10-11 | |
| Backtest slippage cost | $165k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, relative strength, risk-on/risk-off, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 42 | 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[ "KMLM", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,449 | 2026-10-11 | |
| Out-of-sample length | 539 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 231.78% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 99k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 58.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 169.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -9.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.25% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -6.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -6.37% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.12% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
