Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, tech-centric strategy: 70% tactically rotates among cash, short Nasdaq, gold, QQQ/2x QQQ, or a quality stock basket; 30% diversifies by toggling emerging markets long/short and owning long Treasuries when strong, otherwise cash.
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.
70% runs a Nasdaq-focused switch: if markets look overheated, it goes half cash/half short; if washed out, it buys the dip (sometimes 2x). In calm uptrends it owns a diversified stock basket; in downtrends it uses bond strength to pick cash, short, or a small long. 30% flips EM long/short and trades long Treasuries vs cash.
Rules-based, tech-centric strategy: 70% tactically rotates among cash, short Nasdaq, gold, QQQ/2x QQQ, or a quality stock basket; 30% diversifies by toggling emerging markets long/short and owning long Treasuries when strong, otherwise cash.
Out-of-sample edge: 24.714% annualized vs 18.152% SPY; max drawdown 7.499% vs 18.757%; Sharpe 1.547 vs 1.109; Calmar 3.296 over 783 days. Tech-forward, rules-based strategy delivering higher risk-adjusted gains with lower risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34.6M | 2026-10-19 | |
| Backtest regulatory fees | $94k | 2026-10-19 | |
| Backtest slippage cost | $841k | 2026-10-19 |
| AI categories (Composer) | bonds, emerging markets, gold, inverse etfs, leveraged etfs, long/short, mean-reversion, multi-asset, risk-managed, tactical, tech-heavy, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 145 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| 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) | 23 | 2026-10-19 | |
| Watchers | 12 | 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) | 53.79% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 345k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.24% | ||
| 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) | 7.27% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.46% | ||
| 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) | 4.05 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.30 | ||
| 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) | 2.57 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.42% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.03% |
| Annualized turnover, backtest period (backtest) | 44.39 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.15 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.15% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.22% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
