Composer · investment strategy
by Composer Technologies · via Composer
A daily, risk‑managed, anti‑beta portfolio that spends much of its time in cash/T‑Bills, BTAL, managed futures, and hedges. It adds or removes stock, bond, and commodity exposure using simple “trend” and “hot/cold” gauges, aiming for low volatility and low correlation.
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 2026-10-19
: 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.
8.5% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · not identified: NRGU 17%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 71% · 2026-10-19 ()
64.8% 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 ()
36 of 81 funds in its are : BOIL, DIG, DRIP, DUG, ERX, ERY, FAS, GUSH, KOLD, NRGD, NRGU, OILD, OILU, PSQ, SDS, SH, SMN, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVIX, SVXY, TBX, TECL, TECS, TMF, TMV, TQQQ, TYO, UGL, UPRO, UVIX, 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.
It reads the market’s “thermometers” each day: long‑term trend (is SPY above its 200‑day average?) and short‑term “hot/cold” gauges (RSI = how overbought/oversold something looks).<br>- Calm/uptrend: favor BTAL (anti‑beta), short‑vol (SVXY/SVIX), managed futures (DBMF/KMLM).<br>- Overheated or falling fast: shift to cash/T‑Bills (BIL), long‑vol (UVXY/VIXY), or inverse index funds.<br>- Deep dips: briefly buy 3x tech/stock funds (TQQQ/UPRO/TECL/SOXL) for rebounds.<br>- Bonds and oil/nat‑gas rotate on simple trend/RSI rules.
A daily, risk‑managed, anti‑beta portfolio that spends much of its time in cash/T‑Bills, BTAL, managed futures, and hedges. It adds or removes stock, bond, and commodity exposure using simple “trend” and “hot/cold” gauges, aiming for low volatility and low correlation.
Diversified, risk-managed strategy with low beta (~0.19) and hedges. OOS: ~23% annualized return, Calmar ~2.02, Sharpe ~1.48. Offers diversification and risk control to complement the S&P 500 with steadier risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14k | 2026-10-19 | |
| Backtest regulatory fees | $41 | 2026-10-19 | |
| Backtest slippage cost | $260 | 2026-10-19 |
| AI categories (Composer) | anti-beta, bond rotation, energy/commodities, inverse & leveraged etfs, managed futures, risk-managed, tactical allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,948 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BOIL", "BSV", "BTAL", "COM", "CTA", "DBA", "DBB", "DBC", "DBE", "DBMF", "DBO", "DIG", "DRIP", "DUG", "ERX", "ERY", "FAS", "FCG", "FMF", "GLD", "GUSH", "HYG", "IEF", "KMLM", "KOLD", "NRGD", "NRGU", "OILD", "OILU", "PSQ", "QQQ", "SCHD", "SDS", "SH", "SHV", "SHY", "SMN", "SOXL", "SOXS", "SOXX", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVIX", "SVOL", "SVXY", "TBX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TYO", "UGL", "UNG", "UPRO", "URA", "USO", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTI", "VTV", "VXX", "WTMF", "XLE", "XLK", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 |
| Remixes (copies) | 64 | 2026-10-19 | |
| Watchers | 16 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 372 | 2026-10-19 | |
| Out-of-sample length | 372 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 25.71% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 40.31% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.98% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.16% | ||
| Return, trailing 1 day (out-of-sample) | 3.75% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.30% | ||
| Return, trailing 1 week (out-of-sample) | 3.35% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.51% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.61% | ||
| Return, trailing 2 weeks (out-of-sample) | 5.32% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.94% | ||
| SPY annualized return over the backtest window (backtest) | 26.44% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.26 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.02 | ||
| Maximum drawdown, backtest period (backtest) | -11.35% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.36% | ||
| Sharpe ratio, backtest period (backtest) | 1.61 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Sortino ratio, backtest period (backtest) | 2.54 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.56 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.99% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.78% |
| Annualized turnover, backtest period (backtest) | 69.41 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 69.44 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.49% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.49% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
