Composer · investment strategy
by Composer Technologies · via Composer
Rules-based 70/30 portfolio that flips between risk-on (leaders and Nasdaq) and risk-off (T‑Bills, Treasuries, gold, inverse Nasdaq). It uses “heat” gauges (RSI) and trends (moving averages) to buy dips, ride uptrends, and hedge downturns. Can go lightly short.
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.
12 positions as of 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
4 of 27 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.
RSI = 0–100 gauge of short‑term heat (>80 hot, <30 cold). A moving average is the average of the last X days; above it = uptrend.<br>70% core: if indexes look too hot → split to cash‑like T‑Bills (SHV) + a mild short of the Nasdaq (PSQ). Else maybe rotate to gold (GLD). Else buy Nasdaq dips (QQQ or 2x QLD). If the S&P 500 is trending up → hold a basket of leaders (AAPL/NVDA/AMZN/etc.). If not → hedge with inverse Nasdaq (PSQ/QID) or favor bonds.<br>30% alts: switch between emerging markets (EEM) or its inverse (EUM) using bond‑vs‑stock strength, and own long Treasuries (TLT) when momentum is good or it’s oversold; otherwise hold SHV.
Rules-based 70/30 portfolio that flips between risk-on (leaders and Nasdaq) and risk-off (T‑Bills, Treasuries, gold, inverse Nasdaq). It uses “heat” gauges (RSI) and trends (moving averages) to buy dips, ride uptrends, and hedge downturns. Can go lightly short.
Out-of-sample edge: ~24.8% annualized return vs ~18.2% for the S&P, Sharpe ~1.55 vs ~1.11, and max drawdown ~7.5% vs ~18.8%. Lower beta and strict risk controls offer steadier, higher-quality upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34.2M | 2026-10-19 | |
| Backtest regulatory fees | $93k | 2026-10-19 | |
| Backtest slippage cost | $829k | 2026-10-19 |
| AI categories (Composer) | bonds, emerging markets, equities, gold, hedged, leveraged/inverse etfs, mean reversion, momentum, quant, risk-on/risk-off, tactical | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 145 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "AMZN", "COKE", "COST", "EEM", "EUM", "GLD", "IEI", "IGIB", "IOO", "IWM", "LLY", "NFLX", "NVDA", "NVO", "PSQ", "QID", "QLD", "QQQ", "SHV", "SPY", "TDG", "TLT", "VOX", "VTV", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 |
| Remixes (copies) | 59 | 2026-10-19 | |
| Watchers | 33 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,769 | 2026-10-19 | |
| Out-of-sample length | 543 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 53.71% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 342k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.47% | ||
| Return, trailing 1 day (out-of-sample) | -0.48% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.08% | ||
| Return, trailing 1 week (out-of-sample) | -0.70% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 7.32% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.55% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.62% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.36% | ||
| SPY annualized return over the backtest window (backtest) | 10.98% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.04 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.31 | ||
| Maximum drawdown, backtest period (backtest) | -13.29% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.50% | ||
| Sharpe ratio, backtest period (backtest) | 2.56 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.55 | ||
| Sortino ratio, backtest period (backtest) | 4.62 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.59 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.40% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.00% |
| Annualized turnover, backtest period (backtest) | 44.29 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.08 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.21% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.78% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
