Composer · investment strategy
by Composer Technologies · via Composer
A dynamic “all‑weather” portfolio. It rotates among tech growth, bonds, commodities, volatility hedges, and cash/Bitcoin using simple hot/cold (RSI) and trend (moving‑average) signals—aiming to ride uptrends and defend in selloffs. Uses leveraged ETFs; high risk.
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.
61 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 61 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%)
32 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, DBO 1% × 1.00, USO 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. : 87% · 2026-10-19 ()
26.4% 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 ()
29 of 134 funds in its are : AGQ, BOIL, ERX, FAS, GLL, KOLD, QLD, SCO, SHYD, SOXL, SPXL, SPXS, SQQQ, SVXY, TECL, TECS, TMF, TMV, TQQQ, TYD, UBT, UCO, UDN, UDOW, UGL, UPRO, URTY, 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Think of this as a “cockroach” portfolio: it tries to survive anything.<br>- Offense: ride stock uptrends (mostly big tech). If price looks too hot, shift to volatility funds or bonds; if washed‑out, buy the dip.<br>- Defense: when fear spikes or the market breaks its long‑term average, add hedges (inverse QQQ, VIX funds), Treasuries, gold, and defensive sectors.<br>- Inflation: own oil, gas, metals, and agriculture when they trend up.<br>- Deflation: move into bonds when they trend up.<br>- Income: hold yield ETFs.<br>- Always keeps some cash and a small Bitcoin sleeve.<br>RSI = a 0–100 “heat gauge” of recent moves. Moving averages compare today’s price to its recent average to tell uptrend vs downtrend.
A dynamic “all‑weather” portfolio. It rotates among tech growth, bonds, commodities, volatility hedges, and cash/Bitcoin using simple hot/cold (RSI) and trend (moving‑average) signals—aiming to ride uptrends and defend in selloffs. Uses leveraged ETFs; high risk.
Out-of-sample, this strategy beats the S&P 500: Sharpe ~1.21 vs ~1.07; annualized return ~21% vs ~18%; max drawdown ~14% vs ~19%; beta ~0.73; Calmar ~1.48—delivering stronger risk-adjusted gains and better downside protection via hedging.
1/3/2024 - Remove Marketcap weightings, make equal weight
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $35k | 2026-10-19 | |
| Backtest regulatory fees | $60 | 2026-10-19 | |
| Backtest slippage cost | $392 | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, crypto income, leveraged etfs, multi-asset, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,305 | 2026-10-19 | |
| Rebalance corridor width | 2.00% | ||
| 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", "BILS", "BITO", "BLV", "BND", "BNDI", "BNO", "BOIL", "BSV", "BTAL", "CANE", "CEFS", "CORN", "CPER", "CSHI", "DBA", "DBB", "DBC", "DBO", "DBP", "DIA", "EBND", "EDV", "EEM", "EMB", "EMLC", "EMXC", "ERX", "EZU", "FAAR", "FAS", "FCG", "FTGC", "GLD", "GLL", "GLTR", "GSG", "GSIE", "HYD", "HYG", "IEF", "IEMG", "IWM", "JNK", "KOLD", "LQD", "MBB", "MSFT", "MUB", "MUNI", "NVDA", "PALL", "PCY", "PDBC", "PPLT", "PSLV", "QLD", "QQQ", "QQQE", "REMX", "SCHD", "SCHE", "SCHR", "SCO", "SGOL", "SGOV", "SHV", "SHY", "SHYD", "SIVR", "SLV", "SLX", "SOXL", "SOYB", "SPDW", "SPIB", "SPPP", "SPTI", "SPTL", "SPXL", "SPXS", "SPY", "SPYI", "SQQQ", "STIP", "SUB", "SVXY", "TECL", "TECS", "TFI", "TLH", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TSM", "TYD", "UBT", "UCO", "UDN", "UDOW", "UGL", "UPRO", "URTY", "USHY", "USO", "UUP", "UVXY", "VCIT", "VCSH", "VEA", "VGK", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPL", "VTEB", "VTV", "VWO", "WEAT", "XLE", "XLK", "XLP", "XLU", "XLV", "XLY", "ZSL" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-19 |
| Remixes (copies) | 65 | 2026-10-19 | |
| Watchers | 51 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,037 | 2026-10-19 | |
| Out-of-sample length | 448 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 35.31% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 247.50% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.03% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.88% | ||
| Return, trailing 1 day (out-of-sample) | 0.71% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.12% | ||
| Return, trailing 1 week (out-of-sample) | -0.95% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.55% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.89% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.57% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.46% | ||
| SPY annualized return over the backtest window (backtest) | 18.84% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.48 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Maximum drawdown, backtest period (backtest) | -14.23% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.23% | ||
| Sharpe ratio, backtest period (backtest) | 2.08 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Sortino ratio, backtest period (backtest) | 3.51 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.08% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.99% |
| Annualized turnover, backtest period (backtest) | 21.93 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.42 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.06% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.47% | 2026-10-19 |
Collective2
Composer Technologies · Composer
