Composer · investment strategy
by Composer Technologies · via Composer
Rules-based split between an S&P 500 sleeve and a commodity sleeve. Uses trend and short-term “hot/cold” signals to rotate among stocks, bonds, volatility, or short exposure, and holds a broad commodity fund only when its trends are rising.
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.
2 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.
1.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
: 18.6% (DBC 50% × 0.37), 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. : 100% · 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 ()
3 of 11 funds in its are : SDS, SH, TECL
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 Multi-asset 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.
Split ~50/50 between stocks and commodities.<br>Stocks (SPY): if above its long‑term trend, hold SPY unless it gets very “hot” (then hedge with volatility, VIXY) or somewhat hot (tilt to 55% TLT + 45% SPY). If below trend, use SPY, BND, or short S&P (SH); if tech is washed out, a rebound bet via TECL.<br>Commodities: own broad commodities (DBC) only when trends are up; else hold T‑bills (SHV). RSI = short‑term “hot/cold” gauge.
Rules-based split between an S&P 500 sleeve and a commodity sleeve. Uses trend and short-term “hot/cold” signals to rotate among stocks, bonds, volatility, or short exposure, and holds a broad commodity fund only when its trends are rising.
Diversified, rule-based strategy with strong out-of-sample risk-adjusted performance vs the S&P: OOS Sharpe ~1.14, Calmar ~0.98, beta ~0.73, drawdown ~18.6%, 18.3% vs SPY 21.5%.
The idea of this symphony is to incorporate commodities with an S&P 500 Strategy so that the overall portfolio includes more sectors of the market and is not over weighted in one particular sector.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $262k | 2026-10-11 | |
| Backtest regulatory fees | $310 | 2026-10-11 | |
| Backtest slippage cost | $2,487 | 2026-10-11 |
| AI categories (Composer) | commodities, leveraged etf, risk mgmt, tactical allocation, treasuries & bonds, trend, us stocks (s&p 500), volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 42 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "DBC", "QQQ", "SDS", "SH", "SHV", "SHY", "SPY", "TECL", "TLT", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,964 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.07% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2522% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 80.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.22% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.79% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.61% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.61% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.79 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
