Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio that goes defensive (gold, dollar, Treasuries, BTAL, sometimes UVXY) when fear/volatility rises, and goes offensive (3× S&P/Nasdaq and energy) when trends are calm and strong. A separate sleeve trades long Treasuries and gold by trend.
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 2026-10-19
: 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.
22.6% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31)
: -1.9% (KOLD 1% × -2.00), 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. : 99% · 2026-10-19 ()
17.7% 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% · 2026-10-19 ()
10 of 38 funds in its are : BOIL, KOLD, NRGD, NRGU, TBF, TMF, TMV, TQQQ, UPRO, 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 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.
Every day it asks: is the market calm or stressed?<br>- If stressed (big recent drops, wild swings, or the “fear” index rising), it shifts to defense: gold (GLD), dollar (UUP), Treasuries (IEF/SHY/BND), a market‑neutral fund (BTAL), and sometimes UVXY (benefits from volatility).<br>- If calm/uptrending, it rides momentum: 3× S&P (UPRO) and 3× Nasdaq (TQQQ), plus energy (XLE, oil/gas ETFs) when strong. A separate sleeve trades long Treasuries (TMF/TMV) and gold by simple trend gauges (moving averages, an RSI‑style “hot/cold” speedometer).
A daily, rules‑based portfolio that goes defensive (gold, dollar, Treasuries, BTAL, sometimes UVXY) when fear/volatility rises, and goes offensive (3× S&P/Nasdaq and energy) when trends are calm and strong. A separate sleeve trades long Treasuries and gold by trend.
Out-of-sample, this strategy delivers superior risk control and solid gains: Calmar 4.19 and max drawdown 5.93% vs SPY 8.89%, with ~24.85% annualized return. It protects in stress with hedged diversification and still captures uptrends via momentum.
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 | $24 | 2026-10-19 | |
| Backtest slippage cost | $133 | 2026-10-19 |
| AI categories (Composer) | bonds, energy, gold, leveraged etfs, momentum, multi-asset, rotation, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5,212 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BOIL", "BTAL", "COP", "CVE", "CVX", "DBO", "DINO", "ENPH", "FAN", "FCG", "GLD", "ICLN", "IEF", "KOLD", "MPC", "NRGD", "NRGU", "OILK", "QQQ", "SHV", "SHY", "SPY", "TAN", "TBF", "TLT", "TMF", "TMV", "TQQQ", "UNG", "UPRO", "UUP", "UVXY", "VIXY", "VLO", "XLE", "XLP", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-19 |
| Remixes (copies) | 18 | 2026-10-19 | |
| Watchers | 18 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 381 | 2026-10-19 | |
| Out-of-sample length | 381 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.81% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 39.92% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.85% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.26% | ||
| Return, trailing 1 day (out-of-sample) | 0.19% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.56% | ||
| Return, trailing 1 week (out-of-sample) | 0.31% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.65% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.07% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.39% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.67% | ||
| SPY annualized return over the backtest window (backtest) | 28.32% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.18 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.19 | ||
| Maximum drawdown, backtest period (backtest) | -5.94% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.93% | ||
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.92 | ||
| Sortino ratio, backtest period (backtest) | 2.90 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.91 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 11.87% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.95% |
| Annualized turnover, backtest period (backtest) | 34.30 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.29 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.86% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
