Composer · investment strategy
by Composer Technologies · via Composer
A tactical commodities strategy: mostly hold PDBC when the trend is up, step into T‑Bills when it gets too “hot,” and rotate into a low‑volatility blend of stocks, bonds, and gold when the trend is down. Rebalanced daily.
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.
“we park in BIL (T‑Bills)”
“we hold a low‑vol mix of SPY (US stocks), IEF/TLT (Treasuries), and GLD (gold)”
“Rebalanced daily.”
“if PDBC is above its 50‑day average (typical price over ~10 weeks), we hold it”
“If PDBC is below its 50‑day average, we only buy it when RSI<2.5 (washed‑out)”
“unless a 2‑day RSI (0–100 “heat” gauge) is >95, then we park in BIL (T‑Bills)”
1 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%)
No funds
: 48.0% (PDBC 100% × 0.48), shown separately from fossil-fuel companies.
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-19 ()
0 of 6 funds in its are
Neither stated nor in its may-hold list. : 100%
Strategies that share its Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
2 missing
The text the rules are quoted from, with where it came from.
Main holding is PDBC, a broad commodities ETF (energy, metals, agriculture). First, a trend check: if PDBC is above its 50‑day average (typical price over ~10 weeks), we hold it—unless a 2‑day RSI (0–100 “heat” gauge) is >95, then we park in BIL (T‑Bills). If PDBC is below its 50‑day average, we only buy it when RSI<2.5 (washed‑out). Otherwise we hold a low‑vol mix of SPY (US stocks), IEF/TLT (Treasuries), and GLD (gold). Rebalanced daily.
A tactical commodities strategy: mostly hold PDBC when the trend is up, step into T‑Bills when it gets too “hot,” and rotate into a low‑volatility blend of stocks, bonds, and gold when the trend is down. Rebalanced daily.
Out-of-sample, this tactical commodities strategy delivers higher risk-adjusted returns than the S&P 500 (Sharpe ~1.15 vs ~1.07), slightly higher annualized return (~17.83% vs 17.64%), and lower drawdown (~18.11% vs 18.76%), with very low beta (~0.06).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30k | 2026-10-19 | |
| Backtest regulatory fees | $262 | 2026-10-19 | |
| Backtest slippage cost | $1,532 | 2026-10-19 |
| AI categories (Composer) | commodities, etf rotation, mean reversion, risk management, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 22 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.81 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "IEF", "PDBC", "SPY", "TLT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,953 | 2026-10-19 | |
| Out-of-sample length | 514 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 9.96% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 204.39% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.83% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.30% | ||
| Return, trailing 1 day (out-of-sample) | 1.41% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.64% | ||
| Return, trailing 1 week (out-of-sample) | 1.62% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.98% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.64% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.84% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.18% | ||
| SPY annualized return over the backtest window (backtest) | 13.86% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.39 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | ||
| Maximum drawdown, backtest period (backtest) | -25.26% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.11% | ||
| Sharpe ratio, backtest period (backtest) | 0.78 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Sortino ratio, backtest period (backtest) | 1.12 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 13.22% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.30% |
| Annualized turnover, backtest period (backtest) | 42.41 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.68 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.05% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.06% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
