Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, all‑weather portfolio. It rides uptrends in tech stocks (QQQ/SPY), Treasuries, commodities (incl. oil/nat gas), gold, and the U.S. dollar, and quickly cuts risk to T‑Bills or uses inverse/volatility ETFs when markets overheat or turn down. Uses some leveraged ETFs.
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.
20 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.
2.1% of weight in (IVV: 3.0%)
13 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 2.6% (DBC 6% × 0.37, DBO 0% × 1.00, KOLD 0% × -2.00), 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. : 96% · 2026-10-19 ()
4.7% 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 ()
14 of 45 funds in its are : BOIL, KOLD, PSQ, QID, QLD, SH, SVXY, TBX, TECL, TMF, TMV, TQQQ, UCO, UVXY
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.
Signals: Moving average = average price over X days (trend). RSI (0–100) = recent buying vs selling; high = hot/overbought, low = washed‑out/oversold. Cum. return = % move over X days.<br>It splits the portfolio into sleeves (stocks, bonds, commodities, gold, U.S. dollar, energy/nat‑gas, volatility). In uptrends it owns them (sometimes with leveraged funds). If trends weaken or prices get “too hot” or crash, it shifts to cash‑like T‑Bills (SHV/SHY) or hedges (inverse/volatility ETFs).
A rules-based, all‑weather portfolio. It rides uptrends in tech stocks (QQQ/SPY), Treasuries, commodities (incl. oil/nat gas), gold, and the U.S. dollar, and quickly cuts risk to T‑Bills or uses inverse/volatility ETFs when markets overheat or turn down. Uses some leveraged ETFs.
All-weather, rules-based strategy across tech, bonds, commodities, USD and hedges. OOS Sharpe 1.71 vs SPY 1.26; drawdown 7.46% vs 18.76%; beta ~0.41; Calmar 2.09 — diversified, risk-controlled growth with stronger risk-adjusted performance than the S&P 500.
Inspired by Tom Basso
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $100k | 2026-10-19 | |
| Backtest regulatory fees | $246 | 2026-10-19 | |
| Backtest slippage cost | $1,796 | 2026-10-19 |
| AI categories (Composer) | hedging, leveraged/inverse etfs, momentum, multi-asset, risk-managed, tactical allocation, trend-following, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 590 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "BTAL", "CPER", "DBA", "DBC", "DBO", "FAN", "FCG", "GLD", "ICLN", "IEF", "KOLD", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SHY", "SLV", "SOXX", "SPY", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UUP", "UVXY", "VIXM", "VIXY", "VTI", "WOOD", "XLE", "XLK", "XLP", "XME", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 67 | 2026-10-19 | |
| Watchers | 23 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,499 | 2026-10-19 | |
| Out-of-sample length | 624 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 18.03% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 900.32% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.81% | ||
| Return, trailing 1 day (out-of-sample) | -0.56% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.60% | ||
| Return, trailing 1 week (out-of-sample) | -0.59% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.95% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.27% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.95% | ||
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.42 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.09 | ||
| Maximum drawdown, backtest period (backtest) | -7.46% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.46% | ||
| Sharpe ratio, backtest period (backtest) | 2.37 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.71 | ||
| Sortino ratio, backtest period (backtest) | 4.26 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.04 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 7.09% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 8.70% |
| Annualized turnover, backtest period (backtest) | 16.89 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.14 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.93% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.73% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
