Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily portfolio: tech in uptrends, hedge with VIXY when markets overheat; in downtrends, buy oversold leaders or shift to hedged/risky factors; trade bonds long/short and commodity trends; park unused risk in T‑bills.
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.
7 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.
0.3% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 4.1% (DBO 3% × 1.00, DBC 3% × 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. : 98% · 2026-10-11 ()
17.6% 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 ()
5 of 24 funds in its are : KOLD, 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.
Trend check (SPY vs 200‑day). Up: hold QQQ (big tech); if “too hot” (RSI = hot/cold gauge), switch to VIXY (volatility hedge). Down: buy oversold SOXX/XLK or choose SPHB (risky) vs BTAL (hedged). Small sleeve: XLP only when rising. Bonds: trade TMF/TMV (3x long/short Treasuries) in healthy trends; else BIL (T‑bills). Commodities: rules for DBC/XME (broad/metals), GLD (gold), DBO (oil), FCG or KOLD (nat gas).
Rules-based, daily portfolio: tech in uptrends, hedge with VIXY when markets overheat; in downtrends, buy oversold leaders or shift to hedged/risky factors; trade bonds long/short and commodity trends; park unused risk in T‑bills.
Out-of-sample edge: ~23.6% annual return, ~10.6% max drawdown, Calmar 2.24; Sharpe ~1.60 vs SPY ~1.22. Stronger risk‑adjusted growth, better downside protection, diversified, rules‑based tech tilt with hedges—beats S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $778k | 2026-10-11 | |
| Backtest regulatory fees | $1,687 | 2026-10-11 | |
| Backtest slippage cost | $13k | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalance, leveraged bonds, momentum, multi-asset, risk-on/risk-off, tactical allocation, tech tilt, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 184 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "DBC", "DBO", "FCG", "GLD", "IYY", "KOLD", "PSQ", "QQQ", "SOXX", "SPHB", "SPY", "TMF", "TMV", "UCO", "UNG", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP", "XME" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 506 | 2026-10-11 | |
| Watchers | 300 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,773 | 2026-10-11 | |
| Out-of-sample length | 609 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7680% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 67.13% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.52% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.19 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -10.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.79 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
