Composer · investment strategy
by Composer Technologies · via Composer
A daily rules-based rotation across stock indexes/sectors, gold, and Treasuries. It hedges when markets look overheated, buys deep tech dips, and toggles emerging markets long/short using simple risk signals. Includes inverse/leveraged ETFs.
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.
5 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%)
5 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. : 88% · 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 ()
8 of 28 funds in its are : EUM, PSQ, QID, QLD, SCC, SH, SMN, UYM
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 ETF mix that shifts daily using 3 gauges: 1) RSI, a hot/cold speedometer; 2) trend (price vs long averages); 3) recent % moves.<br>- Overheated stocks: add small hedges (PSQ, SH) and cash-like SHV.<br>- Sharp tech drops: buy the dip (XLK/QLD) only if very washed out.<br>- Uptrends: own strong sectors or QQQ.<br>- Selloffs: favor GLD and Treasuries (TLT/SHV).<br>- A side sleeve flips EEM↔EUM via bond-vs-stock strength; another trades TLT momentum.
A daily rules-based rotation across stock indexes/sectors, gold, and Treasuries. It hedges when markets look overheated, buys deep tech dips, and toggles emerging markets long/short using simple risk signals. Includes inverse/leveraged ETFs.
Out-of-sample, this strategy beats SPY: ~28% vs 18% annualized return; Sharpe ~1.79 vs 1.11; max drawdown ~7.6% vs 18.8%; Calmar ~3.67. Beta ~0.42 with hedges (gold, Treasuries) for steadier, higher risk-adjusted gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.6M | 2026-10-11 | |
| Backtest regulatory fees | $39k | 2026-10-11 | |
| Backtest slippage cost | $325k | 2026-10-11 |
| AI categories (Composer) | tactical etf rotation; trend + mean reversion; hedged; multi-asset (stocks/bonds/gold); uses inverse/leveraged etfs | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 301 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "EEM", "EUM", "GLD", "IEI", "IGIB", "IOO", "IWM", "IYC", "IYW", "PSQ", "QID", "QLD", "QQQ", "SCC", "SH", "SHV", "SMN", "SPY", "TLT", "UYM", "VOX", "VTV", "XLE", "XLF", "XLK", "XLP", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 323 | 2026-10-11 | |
| Watchers | 222 | 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) | 45.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 116k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.94% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.98% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.06% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.78% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.93 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.24 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
