Composer · investment strategy
by Composer Technologies · via Composer
A defensive 10% sleeve that usually splits between Costco and UnitedHealth, shifts to T‑Bills when markets flash stress, and only in rare panics buys a small 3× tech bounce. Decisions use simple heat/trend/stress checks on stocks and bonds.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
0.0% 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 ()
3 of 11 funds in its are : TECL, TMF, TQQQ
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
Checks daily. Default: split between Costco (COST) and UnitedHealth (UNH), tilting to the steadier one. If the Nasdaq‑100 (QQQ) is above its 25‑day average and long bonds (TMF) aren’t stressed, hold COST/UNH. If stocks look overheated or fall fast, move to T‑Bills (BIL). In rare panics, if tech is very oversold, buy a 3× tech fund (TECL) for a brief rebound. Uses simple signals: 0–100 heat (RSI), drop from peak (drawdown), short‑term returns, and bond‑vs‑stock strength (BND vs SPY; IEF vs TLT).
A defensive 10% sleeve that usually splits between Costco and UnitedHealth, shifts to T‑Bills when markets flash stress, and only in rare panics buys a small 3× tech bounce. Decisions use simple heat/trend/stress checks on stocks and bonds.
Out-of-sample edge: ~43.6% annualized return vs S&P ~20.3%, Calmar ~1.86 for strong risk-adjusted gains. Defensive COST/UNH sleeve, risk-off BIL, and rare TECL bounces offer upside with built-in protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.3M | 2026-10-11 | |
| Backtest regulatory fees | $10k | 2026-10-11 | |
| Backtest slippage cost | $91k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, defensive equity sleeve, momentum and mean reversion, risk management, tactical rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 77 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.79 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "COST", "IEF", "QQQ", "SPY", "TECL", "TLT", "TMF", "TQQQ", "UNH" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 614 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.97% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 33k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.27% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.08 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.07% | 2026-10-11 |
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