Composer · investment strategy
by Composer Technologies · via Composer
Own Ackman-like stocks when shipping prices rise or stocks are deeply oversold; otherwise, hedge or trade using leveraged long/short NASDAQ (and sometimes S&P) or sit in T‑Bills, guided by simple trend/strength signals.
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.
10 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.
0.0% of weight in (IVV: 3.0%)
1 fund (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. : 100% · 2026-10-19 ()
66.3% 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 ()
5 of 20 funds in its are : PSQ, SPXS, SPXU, SQQQ, TQQQ
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 13F / hedge fund tracker label, from other sources first, strongest risk-adjusted return first.
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.
It holds a basket mirroring Bill Ackman’s holdings (Hilton, Chipotle, Burger King’s owner, Google, Howard Hughes, Canadian Pacific, Brookfield, Nike) when shipping prices trend up or the market looks washed out. Otherwise it switches to a hedge: it toggles between bullish NASDAQ (TQQQ), bearish NASDAQ/S&P (SQQQ/PSQ, SPXS/SPXU), or T‑Bills (BIL), using simple recent‑strength and trend checks with bond funds (TLT, IEF, BND).
Own Ackman-like stocks when shipping prices rise or stocks are deeply oversold; otherwise, hedge or trade using leveraged long/short NASDAQ (and sometimes S&P) or sit in T‑Bills, guided by simple trend/strength signals.
Out-of-sample: 18.37% vs SPY 17.64%; drawdown 12.75% vs 18.76%; Calmar 1.44. Dynamic regime-switching strategy pursuing higher upside with a quality basket and hedges, delivering stronger risk-adjusted returns than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-19 | |
| Backtest regulatory fees | $1,900 | 2026-10-19 | |
| Backtest slippage cost | $15k | 2026-10-19 |
| AI categories (Composer) | downside hedge, equity replication, leveraged etfs, mean reversion, tactical allocation, trend/momentum | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 94 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BDRY", "BIL", "BN", "BND", "CMG", "CP", "GOOGL", "HHH", "HLT", "IEF", "NKE", "PSQ", "QQQ", "QSR", "SPXS", "SPXU", "SPY", "SQQQ", "TLT", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,095 | 2026-10-19 | |
| Out-of-sample length | 514 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 76.71% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.59% | ||
| Return, trailing 1 day (out-of-sample) | 3.15% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.32% | ||
| Return, trailing 1 week (out-of-sample) | 3.35% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.68% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 10.79% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.76% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -4.49% | ||
| SPY annualized return over the backtest window (backtest) | 14.74% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.34 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | ||
| Maximum drawdown, backtest period (backtest) | -17.68% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.75% | ||
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | ||
| Sortino ratio, backtest period (backtest) | 3.66 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.37% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.96% |
| Annualized turnover, backtest period (backtest) | 27.61 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.64 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.89% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.97% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
