Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rules-based portfolio: ~30% rides S&P/tech uptrends, ~70% is a hedge engine that switches among volatility products and bonds. It uses simple signals (trend lines and an overbought/oversold gauge) to buy dips, trim heat, or seek safety in T‑bills.
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.
9 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.
0.6% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 88% · 2026-10-19 ()
49.8% 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 ()
13 of 27 funds in its are : PSQ, QLD, SH, SPXL, SQQQ, SSO, SVXY, TECL, TMF, TMV, 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.
First, it checks the market trend (via moving averages). If up, it rides stocks (S&P 500 and 3x tech) but cuts risk when they get “too hot” (RSI, an overbought/oversold gauge). If down, it buys only extreme dips or shifts to shorts/bonds. A big hedge engine flips between short-vol (SVXY) in calm times and long-vol/bonds (UVXY/TMF/TLT) when stress rises.<br>Cash-like T‑bills are the fallback.
A tactical, rules-based portfolio: ~30% rides S&P/tech uptrends, ~70% is a hedge engine that switches among volatility products and bonds. It uses simple signals (trend lines and an overbought/oversold gauge) to buy dips, trim heat, or seek safety in T‑bills.
Resilient growth with downside protection: Out-of-sample return ~16.9% vs SPY 18.7%, but max drawdown ~14.6% vs 18.8%, beta ~0.78, Calmar ~1.16. You get much of the upside with significantly smoother, lower-risk performance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.1M | 2026-10-19 | |
| Backtest regulatory fees | $18k | 2026-10-19 | |
| Backtest slippage cost | $143k | 2026-10-19 |
| AI categories (Composer) | bonds, leveraged & inverse etfs, tactical multi-asset, tech tilt, trend + mean reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 313 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "GLD", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VIXM", "VIXY", "VTI", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-19 |
| Remixes (copies) | 32 | 2026-10-19 | |
| Watchers | 12 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,721 | 2026-10-19 | |
| Out-of-sample length | 545 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 55.96% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 71k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.92% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.79% | ||
| Return, trailing 1 day (out-of-sample) | -1.52% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.38% | ||
| Return, trailing 1 week (out-of-sample) | -2.66% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.48% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.72% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.38% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.97% | ||
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.84 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | ||
| Maximum drawdown, backtest period (backtest) | -14.58% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.58% | ||
| Sharpe ratio, backtest period (backtest) | 2.39 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | ||
| Sortino ratio, backtest period (backtest) | 5.14 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.40% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.53% |
| Annualized turnover, backtest period (backtest) | 28.68 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.60 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.48% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.33% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
