Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced, rules‑based “risk‑on/risk‑off” blend. In calm uptrends it rides 3x U.S. stocks with a 3x Treasury counterweight; on big drops or fear spikes it rotates to cash‑like bonds, gold, dollar, utilities, or hedges.
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.
23 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.
2.9% of weight in (IVV: 3.0%)
13 funds (SEC N-PORT, as of 2026-05-31)
: 1.3% (DBC 2% × 0.37, PDBC 1% × 0.48), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
64.2% 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 ()
18 of 90 funds in its are : CURE, FAS, LABU, SOXL, SPXL, SPXS, SQQQ, TBF, TBT, TECL, TMF, TMV, TQQQ, TYD, UDOW, UGL, 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.
Each day it checks simple “dashboard” lights: trend (moving averages), choppiness (volatility), recent drops, and fear (VIX). If calm and trending up, it runs a 55/45 barbell: 3x U.S. stocks (TQQQ/UPRO) and 3x long Treasuries (TMF). If big dips appear, it often buys the 3x dip; if fear spikes or trends break, it shifts to a safety mix (short‑term Treasuries, gold, U.S. dollar, utilities) or short/volatility hedges. Several lookbacks run in parallel and are averaged.
A daily‑rebalanced, rules‑based “risk‑on/risk‑off” blend. In calm uptrends it rides 3x U.S. stocks with a 3x Treasury counterweight; on big drops or fear spikes it rotates to cash‑like bonds, gold, dollar, utilities, or hedges.
Out-of-sample, this strategy targets ~23.9% annualized return vs ~18.2% for the S&P, via a rules-based risk-on/off mix with 3x stock exposure and 3x bond hedges. Higher upside, but larger drawdowns.
Created by Investors Collaborative - https://discord.gg/qfy9Rf8JWW https://www.investorcollab.com/
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.4M | 2026-10-19 | |
| Backtest regulatory fees | $18k | 2026-10-19 | |
| Backtest slippage cost | $145k | 2026-10-19 |
| AI categories (Composer) | dip buying, hedging, leveraged etfs, macro signals, managed futures, risk-on/risk-off, sector rotation, trend following, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,758 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BIL", "BND", "BNDX", "BRK/B", "BSV", "BTAL", "BWX", "CAT", "COM", "COST", "CRM", "CSCO", "CURE", "DBA", "DBB", "DBC", "DBMF", "EMB", "FAAR", "FAS", "FTGC", "GBIL", "GLD", "GLTR", "GOOG", "GOOGL", "GS", "HD", "HON", "HYG", "IEF", "IEI", "IEO", "JNJ", "JPM", "LABU", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "QQQ", "SHV", "SHY", "SOXL", "SPXL", "SPXS", "SPY", "SQQQ", "TBF", "TBT", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "TRV", "TSLA", "TSM", "TYD", "UDOW", "UGL", "UNH", "UPRO", "USDU", "UUP", "UVXY", "V", "VGSH", "VIXM", "VIXY", "VWO", "WOOD", "XLK", "XLP", "XLU", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.98 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,847 | 2026-10-19 | |
| Out-of-sample length | 537 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 150.57% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 84k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.94% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.31% | ||
| Return, trailing 1 day (out-of-sample) | -3.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.16% | ||
| Return, trailing 1 week (out-of-sample) | -2.33% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.29% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.54% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.29% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.68% | ||
| SPY annualized return over the backtest window (backtest) | 15.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.62 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Maximum drawdown, backtest period (backtest) | -41.57% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.59% | ||
| Sharpe ratio, backtest period (backtest) | 2.60 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Sortino ratio, backtest period (backtest) | 4.62 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 38.19% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.85% |
| Annualized turnover, backtest period (backtest) | 35.06 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.18 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.09% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.82% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
