Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, all-weather strategy: ride stock uptrends (often with leveraged tech ETFs), buy dips, add a volatility hedge when overheated, and pivot to dollar, gold, Treasuries, commodities, or inverse/low‑risk funds when trends weaken.
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.
25 positions as of 2026-10-11
: 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.
0.2% of weight in (IVV: 3.0%)
21 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 5.0% (DBC 13% × 0.37), 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. : 98% · 2026-10-11 ()
25.3% 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% · 2026-10-11 ()
21 of 96 funds in its are : FAS, PSQ, QID, QLD, SDS, SH, SOXL, SPXL, SQQQ, SSO, TBT, TECL, TMF, TMV, TQQQ, TYD, TYO, UDN, UGL, 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.
Step 1: Trend check (price vs 200‑day average). Above = risk‑on; below = risk‑off. A moving average is the recent average price used to judge trend.<br>Risk‑on: hold fast stock funds and buy dips. RSI is a short‑term speedometer: very high = overheated (add UVXY hedge); very low = washed‑out (buy).<br>Risk‑off: rotate to UUP (US dollar), BTAL (market‑neutral), GLD (gold), Treasuries (TLT/IEF/TMF), inverse funds (SQQQ/SDS), or T‑bills. Also rotates into strong commodities and adjusts bonds as rates move.
Rules-based, all-weather strategy: ride stock uptrends (often with leveraged tech ETFs), buy dips, add a volatility hedge when overheated, and pivot to dollar, gold, Treasuries, commodities, or inverse/low‑risk funds when trends weaken.
Out-of-sample: 40.15% annualized return vs SPY 18.64%; Sharpe 1.23 vs 1.13; Calmar 1.43. Drawdowns can hit ~28% (SPY ~18.8%), but risk-adjusted upside is superior thanks to regime hedges and diversified momentum.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.2M | 2026-10-11 | |
| Backtest regulatory fees | $13k | 2026-10-11 | |
| Backtest slippage cost | $105k | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, leveraged etfs, momentum/trend, regime switching, risk parity, tactical multi-asset, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 798 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BIL", "BND", "BNDX", "BRK/B", "BTAL", "BWX", "CAT", "COM", "COST", "CRM", "CSCO", "DBA", "DBB", "DBC", "EMB", "FAAR", "FAS", "FTGC", "GBIL", "GLD", "GLTR", "GOOG", "GOOGL", "GS", "HD", "HON", "HYG", "IEF", "JNJ", "JPM", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "PSQ", "QID", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SCHD", "SDS", "SH", "SHV", "SHY", "SOXL", "SPLV", "SPXL", "SPY", "SQQQ", "SSO", "STIP", "TBT", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "TRV", "TSLA", "TYD", "TYO", "UDN", "UGL", "UNH", "UPRO", "USO", "UUP", "UVXY", "V", "VGIT", "VGLT", "VGSH", "VIXY", "XLE", "XLF", "XLP", "XLU", "XLV", "XLY", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,375 | 2026-10-11 | |
| Out-of-sample length | 538 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 103.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 82k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.15% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.67% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.16 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
