Composer · investment strategy
by Composer Technologies · via Composer
A cash‑first, rule‑based portfolio that parks in T‑bills, adds volatility hedges when markets are overheated, buys brief tech dips, and rotates into Treasuries, gold, or commodities when they trend—aiming for smoother returns and low drawdowns.
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.
35 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 35 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.
0.9% of weight in (IVV: 3.0%)
21 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 1.1% (DBC 2% × 0.37, DBO 0% × 1.00, 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. : 94% · 2026-10-19 ()
26.7% 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 ()
26 of 105 funds in its are : BOIL, EDC, EDZ, EUM, FAS, KOLD, PSQ, PST, QID, QLD, SH, SOXL, SOXS, SPXL, SQQQ, SSO, SVXY, TECL, TMF, TMV, TQQQ, UCO, UGL, UPRO, USD, 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 Capital preservation 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.
Most money sits in short‑term Treasuries (BIL/SHV/SHY). The system watches: 1) Heat (RSI, a 0–100 “hot/cold” score), 2) Trend (price vs its moving average), 3) Bonds vs stocks strength. If stocks are hot, it adds fear hedges (UVXY/VIXY, BTAL). On sharp sell‑offs, it nibbles at tech rebound funds (TQQQ/TECL/XLK). When risk is poor, it favors Treasuries (TLT/TMF) or gold/commodities (GLD, DBC/DBO). Rebalanced daily.
A cash‑first, rule‑based portfolio that parks in T‑bills, adds volatility hedges when markets are overheated, buys brief tech dips, and rotates into Treasuries, gold, or commodities when they trend—aiming for smoother returns and low drawdowns.
Out-of-sample performance beats the S&P: higher risk-adjusted return (Sharpe ~1.21 vs ~1.05), 19.6% annualized vs 17.5%, and dramatically lower max drawdown (10.2% vs 18.8%), with a lower beta (~0.64)—offering steadier growth with less risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.6M | 2026-10-19 | |
| Backtest regulatory fees | $25k | 2026-10-19 | |
| Backtest slippage cost | $204k | 2026-10-19 |
| AI categories (Composer) | bonds, cash-heavy, commodities, daily-rebalance, defensive, multi-asset, tactical, tech-dip-buys, volatility-hedged | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,733 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.09 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AIA", "BGX", "BIL", "BND", "BOIL", "BSV", "BTAL", "BWZ", "COKE", "CORP", "COST", "DBA", "DBB", "DBC", "DBO", "EDC", "EDV", "EDZ", "EEM", "EEMV", "EMB", "EQWL", "EUM", "FAN", "FAS", "FCG", "GE", "GLD", "IAU", "ICLN", "IDU", "IEF", "IEI", "IGIB", "IGSB", "ILCG", "IOO", "IWM", "IYW", "IYY", "KOLD", "KRE", "LLY", "MGC", "NVO", "OEF", "PGR", "PSQ", "PST", "QID", "QLD", "QQQ", "RSPT", "SCHD", "SCHE", "SCHX", "SH", "SHV", "SHY", "SLV", "SOXL", "SOXS", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TAN", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGL", "UNG", "UPRO", "USD", "USMV", "USO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTI", "VTV", "VUG", "WOOD", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLU", "XME", "XMPT", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 |
| Remixes (copies) | 18 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,721 | 2026-10-19 | |
| Out-of-sample length | 479 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 59.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 95k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.11% | ||
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.04% | ||
| Return, trailing 1 week (out-of-sample) | 0.13% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.10% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.95% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.32% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.85% | ||
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.70 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.92 | ||
| Maximum drawdown, backtest period (backtest) | -10.37% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.22% | ||
| Sharpe ratio, backtest period (backtest) | 3.16 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Sortino ratio, backtest period (backtest) | 7.15 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.30 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.06% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.91% |
| Annualized turnover, backtest period (backtest) | 33.44 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.96 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.90% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.53% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
