Composer · investment strategy
by Composer Technologies · via Composer
An adaptive, K‑1‑free “All Weather” that shifts across stocks, bonds, commodities, the US dollar, and inverse funds. It uses trends, momentum, and a volatility-triggered panic switch to go aggressive with leverage in good times and defensive in bad times.
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 2026-10-11
: 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.
0.0% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 3.6% (PDBC 8% × 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. : 92% · 2026-10-11 ()
39.5% 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 ()
15 of 37 funds in its are : FAS, GUSH, QLD, SDS, SOXL, SPUU, SQQQ, SSO, TECL, TMF, TMV, TQQQ, TYD, TYO, UPRO
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 Leveraged ETFs 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.
1) Panic button: If the “fear gauge” (VIX via VIXY) is unusually hot, it either hides in T‑Bills/short bonds or holds just one cautious 2x bull pick if tech stays above trend.<br>2) Otherwise: 30% stocks, 55% bonds, 15% commodities.<br>• Stocks: When bonds/cash and Treasury trends say “risk‑on,” it uses amplified stock/tech funds; if rates rise, it rotates to defensive sectors, some inverse stock funds, and the US dollar (USDU).<br>• Bonds: Normal = Treasuries; falling rates = 3x long Treasuries; rising rates = US dollar + inverse Treasuries.<br>• Commodities: Diversified core plus a tilt to recent winners.<br>Signals: simple trends, recent returns, and RSI (a 0–100 “heat” score: higher=recently strong, lower=weak).
An adaptive, K‑1‑free “All Weather” that shifts across stocks, bonds, commodities, the US dollar, and inverse funds. It uses trends, momentum, and a volatility-triggered panic switch to go aggressive with leverage in good times and defensive in bad times.
Adaptive All-Weather: diversified, crash-protected multi-asset strategy with measured leverage. OOS: beta ~0.49, max drawdown ~18.33%, annualized return ~19.26%, Calmar ~1.05 and Sharpe ~1.09—lower market beta and steadier risk-adjusted gains vs the S&P 500.
Ray Dalio's All Weather Portfolio is a great design that intends to maintain exposure to various asset classes to profit in any economic environment. A significant flaw, however, is that it is not capable of handling a rising rates environment, due to the heavy bonds exposure. This symphony is an attempt to maintain the "profit in any environment" nature of the AWP and deploys leverage and shorting to beat the S&P 500 over a long enough time horizon. As a bonus, this strategy is entirely K-1 free. This symphony uses components from the Commander BND strategy by HinnomTX, Beta Baller from Deez, and the volatility switch developed by Garen Phillips.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $163k | 2026-10-11 | |
| Backtest regulatory fees | $645 | 2026-10-11 | |
| Backtest slippage cost | $4,700 | 2026-10-11 |
| AI categories (Composer) | commodities, crash protection, leveraged/inverse etfs, tactical multi-asset, trend & volatility, us equities/bonds, usd tilt | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 89 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "COMT", "FAS", "GLD", "GLTR", "GUSH", "OILK", "PDBC", "QLD", "QQQ", "SDS", "SHY", "SLV", "SOXL", "SPUU", "SQQQ", "SSO", "SUB", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UPRO", "USDU", "VGIT", "VGLT", "VIXY", "XLE", "XLF", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,516 | 2026-10-11 | |
| Out-of-sample length | 988 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1532% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.26% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.64% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 2.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.53% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.33% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.33% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.08 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
