Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, multi‑asset “cockroach” portfolio: 40% offense (tech momentum and dip‑buys with guards), 40% defense (volatility, Treasuries, gold, market‑neutral), 20% currencies. Uses trend and a simple heat gauge (RSI) to rotate; includes bond and commodity trend sleeves.
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.
54 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 54 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.
0.5% of weight in (IVV: 3.0%)
23 funds (SEC N-PORT, as of 2026-05-31) · not identified: CANE 1%, CPER 1%, SOYB 1%, GSG 1%
: 0.5% (SCO 1% × -2.00, USO 1% × 1.00, DBO 1% × 1.00, PDBC 1% × 0.48, 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 ()
26.6% 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 ()
27 of 102 funds in its are : AGQ, BOIL, ERX, FAS, GLL, KOLD, QLD, SCO, SOXL, SPXL, SPXS, SQQQ, SVXY, TECL, TECS, TMF, TMV, TQQQ, TYD, UBT, UCO, UDN, UDOW, UGL, UPRO, UVXY, ZSL
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.
It splits money into 3 buckets and lets simple gauges steer it.<br>- Offense: When markets trend up, it rides growth (Nasdaq/Tech via TQQQ, TECL, SOXL). If things look overheated, it steps into Treasuries (TMF) or volatility (UVXY). On sharp drops, it buys the dip or briefly shorts (SQQQ).<br>- Defense: When fear rises, it shifts to VIX funds, long Treasuries, gold, or a market‑neutral fund (BTAL).<br>- Core: Small slice in USD, euro, yen.<br>Signals: Trend (price vs moving averages) and a “heat” meter (RSI: high = ran too fast; low = washed out). It also runs separate trend systems in bonds and commodities (oil, gas, metals, ag) and keeps a small income sleeve.
A rules‑based, multi‑asset “cockroach” portfolio: 40% offense (tech momentum and dip‑buys with guards), 40% defense (volatility, Treasuries, gold, market‑neutral), 20% currencies. Uses trend and a simple heat gauge (RSI) to rotate; includes bond and commodity trend sleeves.
Out-of-sample, this strategy beats the S&P on risk-adjusted return and drawdown: oos Sharpe 1.44 vs 1.15, annualized 23.5% vs 19.7%, max drawdown 12.2% vs 18.8%, beta 0.64, Calmar 1.92. Diversified, rule-driven, multi-sleeve resilience.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $926k | 2026-10-19 | |
| Backtest regulatory fees | $1,599 | 2026-10-19 | |
| Backtest slippage cost | $12k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, currencies, income, leveraged etfs, momentum, multi-asset, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,034 | 2026-10-19 | |
| Rebalance corridor width | 4.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.05 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGQ", "AMD", "AMZN", "BIL", "BLV", "BND", "BNO", "BOIL", "BSV", "BTAL", "CANE", "CORN", "CPER", "DBA", "DBB", "DBC", "DBO", "DBP", "DIA", "EDV", "ERX", "FAAR", "FAS", "FCG", "FTGC", "FXE", "FXY", "GLD", "GLL", "GLTR", "GSG", "HYD", "HYG", "IEF", "KOLD", "MBB", "MSFT", "NVDA", "PALL", "PDBC", "PPLT", "PSLV", "QLD", "QQQ", "QQQE", "QYLD", "REMX", "SCHD", "SCHR", "SCO", "SGOL", "SHV", "SHY", "SIVR", "SLV", "SLX", "SOXL", "SOYB", "SPPP", "SPTI", "SPTL", "SPXL", "SPXS", "SPY", "SQQQ", "STIP", "SVXY", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TSM", "TYD", "UBT", "UCO", "UDN", "UDOW", "UGL", "UPRO", "USO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "WEAT", "XLE", "XLK", "XLP", "XLU", "XLV", "XLY", "XYLD", "ZSL" ] | 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) | 0.64 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,496 | 2026-10-19 | |
| Out-of-sample length | 444 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 57.93% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 9156% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.50% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.44% | ||
| Return, trailing 1 day (out-of-sample) | 0.75% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.40% | ||
| Return, trailing 1 week (out-of-sample) | -0.89% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.73% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.33% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.10% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.20% | ||
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.74 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.92 | ||
| Maximum drawdown, backtest period (backtest) | -12.22% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.22% | ||
| Sharpe ratio, backtest period (backtest) | 2.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | ||
| Sortino ratio, backtest period (backtest) | 5.85 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.26 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.19% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.47% |
| Annualized turnover, backtest period (backtest) | 21.70 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.81 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.33% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.53% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
