Composer · investment strategy
by Composer Technologies · via Composer
A barbell: 60% in turbo‑charged global stocks (with momentum tilts), 40% in diversifiers (managed futures/alternatives, anti‑beta, and gold) to cushion selloffs while keeping strong upside in bull markets.
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.
13 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.
1.1% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31) · not identified: CAOS 3%
: 0.5% (KMLM 3% × 0.16), shown separately from fossil-fuel companies.
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 62% · 2026-10-19 ()
21.1% 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 ()
2 of 12 funds in its are : QLD, SSO
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.
About 60% goes to fast‑moving stock funds (2x S&P 500, 2x Nasdaq‑100, and funds that lean into recent winners in the U.S., emerging markets, and developed countries). Within that 60%, steadier funds over the last month get more weight. The other ~40% is split among trend/alternative strategies, a fund that benefits when racier stocks lag, and gold. It all rebalances monthly.
A barbell: 60% in turbo‑charged global stocks (with momentum tilts), 40% in diversifiers (managed futures/alternatives, anti‑beta, and gold) to cushion selloffs while keeping strong upside in bull markets.
Global barbell strategy: leveraged growth plus hedges. Out-of-sample: Sharpe 1.54, Calmar 2.24, max drawdown 10.3%, beta 0.70, annualized return 23.1%. Higher risk-adjusted upside vs S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20k | 2026-10-19 | |
| Backtest regulatory fees | $2 | 2026-10-19 | |
| Backtest slippage cost | $7 | 2026-10-19 |
| AI categories (Composer) | anti-beta, barbell, global, gold hedge, high beta equities, leveraged etfs, managed futures, momentum, monthly rebalance | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 24 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "CAOS", "CTA", "DBMF", "EEMO", "FLSP", "GLD", "IDMO", "KMLM", "QLD", "SPMO", "SSO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 909 | 2026-10-19 | |
| Out-of-sample length | 399 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.44% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 95.72% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.44% | ||
| Return, trailing 1 day (out-of-sample) | -0.90% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.03% | ||
| Return, trailing 1 week (out-of-sample) | -2.17% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.33% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.49% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.88% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.63% | ||
| SPY annualized return over the backtest window (backtest) | 20.94% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.76 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.24 | ||
| Maximum drawdown, backtest period (backtest) | -11.61% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.33% | ||
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.54 | ||
| Sortino ratio, backtest period (backtest) | 2.41 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 11.79% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.19% |
| Annualized turnover, backtest period (backtest) | 1.43 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.58 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.44% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.89% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
