Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based “all‑weather” mix: tactical stock/tech that flips between growth, bonds, or hedges using long‑ and short‑term trend checks, plus commodity/gold/bond sleeves owned only when rising. Uses some 2x and inverse ETFs to dial risk up/down.
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.
5 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.
8.1% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
20.7% 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% · 2026-10-11 ()
7 of 19 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 Aggressive risk 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 splits the portfolio in two: ~40% a stock/tech sleeve and ~60% in commodities, gold, and bonds. It uses trends (moving averages = average price over months) and a short‑term “heat” score (RSI, 0–100: >80 hot, <30 washed out). Offense may use 2x funds; defense shifts to Treasuries/T‑Bills or hedges.<br>Main funds: SPY (S&P 500), QQQ (big‑tech), TLT/IEF/IEI (Treasuries), SHV/SHY (T‑Bills), NANR (resources), XME (metals/miners), SMH (semis), SSO/QLD (2x long), PSQ/QID/SH (short).
A rules‑based “all‑weather” mix: tactical stock/tech that flips between growth, bonds, or hedges using long‑ and short‑term trend checks, plus commodity/gold/bond sleeves owned only when rising. Uses some 2x and inverse ETFs to dial risk up/down.
Out-of-sample, this strategy outperforms the S&P 500 on risk-adjusted returns: ~23.7% annualized vs 22.6%; Sharpe ~1.49 vs 1.46; Calmar ~1.28; beta ~0.87; drawdown ~18.5% vs 18.8%. It blends trend signals, leverage, and real assets to adapt.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $118k | 2026-10-11 | |
| Backtest regulatory fees | $132 | 2026-10-11 | |
| Backtest slippage cost | $976 | 2026-10-11 |
| AI categories (Composer) | commodities, equities, gold, inverse etfs, leveraged etfs, momentum, risk management, tactical allocation, 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) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "IEF", "IEI", "NANR", "PSQ", "QID", "QLD", "QQQ", "SDS", "SH", "SHV", "SHY", "SMH", "SPY", "SSO", "TLT", "USD", "XME" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 42 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,718 | 2026-10-11 | |
| Out-of-sample length | 888 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.71% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1081% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 111.62% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.67% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.90% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 13.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
