Composer · investment strategy
by Composer Technologies · via Composer
A switch that goes defensive after sharp 10‑day drops in stocks or bonds; otherwise it rides recent winners in big tech (80%) and keeps a 20% steadiness‑weighted mix (incl. leveraged ETFs). Uses gold, dollar, and long Treasuries for defense.
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.
15 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.
0.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
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 ()
3.7% 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 ()
3 of 17 funds in its are : FAS, TMF, TQQQ
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.
Each day it checks two alarms: 1) Has Nasdaq-100 (QQQ) fallen >6% from a recent 10‑day high? 2) Have long US Treasuries (TMF) fallen >7%? If yes to either, go Defensive: hold gold (GLD), the US dollar (UUP), long Treasuries (TMF) plus small slices of leveraged tech/financial ETFs (TQQQ, FAS), giving more to steadier ones. If no, go Offensive: 80% to the 3 best big‑tech names over 10 days; 20% to a steadiness‑weighted mix of those names and the ETFs. Rebalance on ~5% drift.
A switch that goes defensive after sharp 10‑day drops in stocks or bonds; otherwise it rides recent winners in big tech (80%) and keeps a 20% steadiness‑weighted mix (incl. leveraged ETFs). Uses gold, dollar, and long Treasuries for defense.
Out-of-sample, this strategy delivers 27.1% annualized return vs SPY's 21.7%, with Calmar ~1.39—strong risk-adjusted performance. Defensive hedges plus a momentum core aim for higher gains and better downside protection than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $255k | 2026-10-11 | |
| Backtest regulatory fees | $1,017 | 2026-10-11 | |
| Backtest slippage cost | $8,226 | 2026-10-11 |
| AI categories (Composer) | bonds, defensive hedging, equities, gold, leveraged etfs, momentum, risk parity, tactical asset allocation, us dollar, volatility weighting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 51 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "AAPL", "ADBE", "AMD", "AMZN", "FAS", "GLD", "GOOG", "GOOGL", "META", "MSFT", "NVDA", "PYPL", "QQQ", "TMF", "TQQQ", "TSLA", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 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) | 0.58 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,788 | 2026-10-11 | |
| Out-of-sample length | 850 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2449% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 124.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.84 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.61 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
