Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, trend-following portfolio: lean into QQQ/SPY (sometimes 2x) when trends rise, switch to Treasuries/cash or inverse funds when trends break, and own gold, commodities, and Treasuries only when they trend up. Note: DBC may issue a K‑1.
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.
6 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.
0.8% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 7.5% (DBC 20% × 0.37), 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. : 99% · 2026-10-11 ()
20.5% 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 ()
7 of 17 funds in its are : PSQ, QID, QLD, SDS, SH, SSO, USD
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.
It runs two sleeves. Growth (~40%): trades QQQ/SPY and their 2x versions (QLD/SSO). A long-term trend filter decides risk-on/off. In uptrends it owns them; if prices get too hot, it parks in TLT or mixes SPY/TLT. In downtrends it hedges or steps aside using PSQ/QID/SH/SDS or IEF/IEI/SHV. Defense (~60%): owns DBC (commodities), GLD (gold), and IEF only when their trends are up; else SHV. Signals use price vs average and stretched/not (RSI). DBC issues a K‑1.
A rules-based, trend-following portfolio: lean into QQQ/SPY (sometimes 2x) when trends rise, switch to Treasuries/cash or inverse funds when trends break, and own gold, commodities, and Treasuries only when they trend up. Note: DBC may issue a K‑1.
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted return: ~21.8% annualized vs 21.7%, Sharpe ~1.70 vs 1.40, and drawdowns ~12.3% vs ~18.8%, with diversified trend bets in equities, gold, commodities, and Treasuries.
Backtest to Nov 1 2007 (This symphony will generate a K-1)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $149k | 2026-10-11 | |
| Backtest regulatory fees | $187 | 2026-10-11 | |
| Backtest slippage cost | $1,341 | 2026-10-11 |
| AI categories (Composer) | commodities, gold, leveraged & inverse etfs, momentum, risk-on/off, tactical asset allocation, tech-tilted, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 159 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "IEF", "IEI", "PSQ", "QID", "QLD", "QQQ", "SDS", "SH", "SHV", "SHY", "SMH", "SPY", "SSO", "TLT", "USD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 90 | 2026-10-11 | |
| Watchers | 39 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 849 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1394% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -12.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 10.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.42% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
