Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rules-based mix that adjusts stock exposure using “heat,” trend, and drop signals, hedges or shorts tech when needed, adds gold or cash when frothy, and layers in emerging-markets timing plus a Treasury momentum sleeve.
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.
8 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.
0.1% of weight in (IVV: 3.0%)
2 funds (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. : 90% · 2026-10-11 ()
0.0% 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 ()
4 of 23 funds in its are : EUM, PSQ, QID, QLD
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 Leveraged ETFs 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.
A rules-based, 2-sleeve portfolio. 70% dials stock risk up/down using three dials: Heat (RSI = how “hot/cold” prices are), Trend (price vs moving averages), and Big-drops (recent % fall). It rotates among cash-like T-bills (SHV), tech long/short (QQQ, QLD, PSQ, QID), gold (GLD), or a leaders basket. 30% times emerging markets (EEM/EUM) using bond-vs-stock strength and runs a Treasury trend/mean-reversion sleeve (TLT vs SHV).
A tactical, rules-based mix that adjusts stock exposure using “heat,” trend, and drop signals, hedges or shorts tech when needed, adds gold or cash when frothy, and layers in emerging-markets timing plus a Treasury momentum sleeve.
Out-of-sample edge: 26.1% annualized return, Sharpe 1.58, Calmar 3.48, max drawdown 7.5% vs S&P 18.8%. A 2-sleeve, rules-based mix with ballast (gold, EM, Treasuries) for higher, steadier growth.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19.0M | 2026-10-11 | |
| Backtest regulatory fees | $51k | 2026-10-11 | |
| Backtest slippage cost | $445k | 2026-10-11 |
| AI categories (Composer) | etf rotation, hedged equities, mean-reversion, risk-managed, tactical multi-asset, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 139 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "COKE", "COST", "EEM", "EUM", "GLD", "IEI", "IGIB", "IOO", "IWM", "LLY", "NVO", "PSQ", "QID", "QLD", "QQQ", "SHV", "SPY", "TLT", "VOX", "VTV", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,763 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 190k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.12% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.81% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -13.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.58 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
