Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, diversified portfolio: half growth-tilted stocks that hedge when markets look overheated, plus a small staples tilt; half “ballast” that tactically goes long/short Treasuries and owns commodities only when trends are favorable.
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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30)
: 6.9% (DBO 5% × 1.00, DBC 5% × 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. : 100% · 2026-10-19 ()
19.8% 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 ()
4 of 19 funds in its are : PSQ, TMF, TMV, UCO
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.
Portfolio splits: 50% stocks, 40% bonds, 10% commodities. Stocks: ~40% swings between QQQ (Nasdaq-100) and VIXY (volatility hedge) using trend lines (moving averages) and an RSI score (0–100; high=overheated, low=washed-out). In downtrends it may pick SOXX/XLK (tech/semis on deep dips) or rotate BTAL (defensive) vs SPHB (aggressive). Extra 10% buys XLP (consumer staples) only if uptrend; else BIL (T-bills cash). Bonds: rules choose TMF (3x long Treasuries), TMV (3x short), or BIL based on trend/volatility. Commodities: DBC/DBO when trending; else BIL.
A rules-based, diversified portfolio: half growth-tilted stocks that hedge when markets look overheated, plus a small staples tilt; half “ballast” that tactically goes long/short Treasuries and owns commodities only when trends are favorable.
Out-of-sample edge: Sharpe 1.51 vs 1.24; return 22.28% vs 20.38%; max drawdown 10.76% vs 18.76%; Calmar 2.07. A rules-based, diversified strategy that combines growth tilt, hedges, and trend timing to beat the S&P with lower risk.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $776k | 2026-10-19 | |
| Backtest regulatory fees | $1,698 | 2026-10-19 | |
| Backtest slippage cost | $14k | 2026-10-19 |
| AI categories (Composer) | commodities, defensive tilt, leveraged etfs, long/short bonds, momentum and trend, risk-on/risk-off, tactical asset allocation, tech tilt, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 144 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.32 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "DBC", "DBO", "IYY", "PSQ", "QQQ", "SOXX", "SPHB", "SPY", "TMF", "TMV", "UCO", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 |
| Remixes (copies) | 39 | 2026-10-19 | |
| Watchers | 16 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,796 | 2026-10-19 | |
| Out-of-sample length | 616 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 33.49% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 7662% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.28% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.85% | ||
| Return, trailing 1 day (out-of-sample) | 3.58% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.10% | ||
| Return, trailing 1 week (out-of-sample) | -0.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.82% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.96% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.24% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.69% | ||
| SPY annualized return over the backtest window (backtest) | 15.26% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.11 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.07 | ||
| Maximum drawdown, backtest period (backtest) | -10.76% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.76% | ||
| Sharpe ratio, backtest period (backtest) | 2.38 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | ||
| Sortino ratio, backtest period (backtest) | 4.39 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.56 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.49% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.02% |
| Annualized turnover, backtest period (backtest) | 22.94 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.71 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.03% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.98% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
