Composer · investment strategy
by Composer Technologies · via Composer
A daily, cash‑anchored, rules‑based strategy that rotates among tech stocks, Treasuries, commodities, gold, and the U.S. dollar using trend and “hot/cold” checks. When conditions are poor it moves to T‑bills or uses hedges; when good it can get aggressive (sometimes with leverage).
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.
38 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 38 shown.
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.
4.3% of weight in (IVV: 3.0%)
19 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV · not identified: BOND 7%
: 8.6% (DBO 5% × 1.00, UCO 1% × 2.00, DBC 5% × 0.37, KOLD 0% × -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. : 89% · 2026-10-19 ()
20.4% 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 ()
46 of 138 funds in its are : BOIL, CURE, DIG, DUST, EDC, EDZ, ERX, EUM, EUO, GLL, JDST, KOLD, LABD, LABU, MVV, NUGT, PSQ, QID, QLD, ROM, SCO, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, SVXY, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDN, UGL, UPRO, USD, UVXY, YANG, YCS, YINN
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.
Each day it checks simple signals: trend (is price above a long average?), “heat” (RSI, a 0–100 meter: high=stretched, low=washed‑out), and recent moves. If stocks look healthy, it owns Nasdaq/tech (QQQ/QLD). If too hot, it shifts to long Treasuries (TLT). If weak, it hedges/shorts or parks in T‑bills (SHV/BIL). Side sleeves buy Commodities (DBC/DBO), Gold (GLD/UGL), and the U.S. Dollar (UUP) only when they trend. Always has a cash‑like fallback. Rebalances daily.
A daily, cash‑anchored, rules‑based strategy that rotates among tech stocks, Treasuries, commodities, gold, and the U.S. dollar using trend and “hot/cold” checks. When conditions are poor it moves to T‑bills or uses hedges; when good it can get aggressive (sometimes with leverage).
Out-of-sample, this cash-anchored, rules-based strategy delivers superior risk-adjusted returns vs the S&P: Sharpe 2.07 vs 1.95, max drawdown 2.87% vs 8.89%, beta ~0.44, Calmar ~10.44, and ~30% annualized return with hedges and trend diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26k | 2026-10-19 | |
| Backtest regulatory fees | $51 | 2026-10-19 | |
| Backtest slippage cost | $286 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, etfs across stocks/bonds/commodities/usd/volatility, hedged, multi-asset tactical, risk-on/off, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4,381 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.07 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AIA", "BCI", "BGX", "BIL", "BND", "BOIL", "BOND", "BSV", "BTAL", "COKE", "COP", "COST", "CPER", "CURE", "CVE", "CVX", "DBA", "DBC", "DBO", "DIG", "DINO", "DUST", "EDC", "EDV", "EDZ", "EEM", "EFA", "ENPH", "EPI", "EQWL", "ERX", "EUM", "EUO", "EWZ", "FAN", "FCG", "FXI", "GDX", "GE", "GLD", "GLL", "IAU", "ICLN", "IDU", "IEF", "IEI", "IGIB", "IGSB", "IOO", "IWM", "IYW", "IYY", "JDST", "KMLM", "KOLD", "KRE", "LABD", "LABU", "LLY", "MGC", "MNST", "MPC", "MVV", "NUGT", "NVO", "OEF", "OILK", "PALL", "PGR", "PSQ", "PUI", "QID", "QLD", "QQQ", "ROM", "RSBT", "RSPT", "RSST", "SCHE", "SCHX", "SCO", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SPYV", "SQQQ", "SSO", "SVXY", "TAN", "TBX", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UDN", "UGL", "UNG", "UPRO", "USD", "USMV", "USO", "UUP", "UVXY", "VIXM", "VIXY", "VLO", "VOX", "VTI", "VTV", "WOOD", "XLE", "XLF", "XLK", "XLP", "XME", "XMPT", "XOM", "XOP", "YANG", "YCS", "YINN" ] | 2026-10-19 |
| Remixes (copies) | 317 | 2026-10-19 | |
| Watchers | 164 | 2026-10-19 |
| Community review status | PENDING | 2026-10-19 |
| Backtest length | 773 | 2026-10-19 | |
| Out-of-sample length | 9 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 36.61% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 160.67% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.96% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 48.62% | ||
| Return, trailing 1 month (out-of-sample) | 0.62% | ||
| Return, trailing 1 week (out-of-sample) | 0.11% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 24.12% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.82% | ||
| Return, trailing 3 months (out-of-sample) | 4.73% | ||
| SPY annualized return over the backtest window (backtest) | 20.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.76 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 10.44 | ||
| Maximum drawdown, backtest period (backtest) | -9.75% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.87% | ||
| Sharpe ratio, backtest period (backtest) | 2.54 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.07 | ||
| Sortino ratio, backtest period (backtest) | 5.50 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.59% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.09% |
| Annualized turnover, backtest period (backtest) | 25.02 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.65 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 61.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 100.00% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
