Composer · investment strategy
by Composer Technologies · via Composer
An adaptive, K‑1 free All‑Weather portfolio with a volatility-triggered crash shield. It rotates among leveraged stocks, bonds (long or short), the US dollar, and commodities using simple trend signals to handle rising rates and pursue long‑run equity‑like returns.
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 ()
14 of 36 funds in its are : FAS, 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 Macro signals 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.
First, a panic switch: if a volatility ETF (VIXY) looks “hot” by RSI (a 0–100 heat score of recent moves), it either hides in short‑term bonds/T‑bills or keeps a small 2x stock stake if trend is up. Otherwise it runs a 30/55/15 mix: Stocks 30% (offense with 2–3x S&P/Nasdaq and tech/semis when bonds beat T‑bills; defense with staples/energy, bear funds SDS/SQQQ, plus long USD via USDU when rates rise), Bonds 55% (flip among 1x, 3x long, or 3x short Treasuries based on TLT trend), Commodities 15% (gold/oil/broad basket).
An adaptive, K‑1 free All‑Weather portfolio with a volatility-triggered crash shield. It rotates among leveraged stocks, bonds (long or short), the US dollar, and commodities using simple trend signals to handle rising rates and pursue long‑run equity‑like returns.
Adaptive, crisis-protected strategy with a volatility crash shield and regime tilts across assets. Out-of-sample: Sharpe ~1.10, beta ~0.48, drawdown ~18.3%, return ~19.4% vs S&P ~21.2%, with lower correlation and steadier risk-adjusted results.
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) | $121k | 2026-10-11 | |
| Backtest regulatory fees | $485 | 2026-10-11 | |
| Backtest slippage cost | $3,525 | 2026-10-11 |
| AI categories (Composer) | all-weather, bond hedging, commodities, crash protection, leveraged etfs, long/short, tactical allocation, trend following, volatility switch | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 88 | 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", "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) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 59 | 2026-10-11 | |
| Watchers | 32 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,516 | 2026-10-11 | |
| Out-of-sample length | 992 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1105% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 101.22% | 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) | 2.38% | 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) | 1.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | 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) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
