Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, sleep‑at‑night portfolio that dials risk up for growth/tech when conditions are calm or washed out, and shifts to hedges (cash/T‑bills, Treasuries, staples, gold, managed futures, or short Nasdaq). Adds a small EM sleeve when inflation rises.
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.
9 positions as of 2026-10-19
: 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.
0.5% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · not identified: VBF 25%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 50% · 2026-10-19 ()
8.4% 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 ()
12 of 42 funds in its are : EEV, FAS, PSQ, SOXL, SPXL, SVIX, SVXY, TECL, TMF, TMV, TQQQ, 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 Macro signals 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.
RSI is a speedometer of recent price moves (high=hot, low=cold). The system checks volatility, RSI, credit vs cash, and inflation. If risk looks good/washed‑out, it owns growth/tech (QQQ or 3x funds: TQQQ/TECL/SOXL/SPXL). If risk looks hot/shaky, it shifts to hedges: PSQ (short QQQ), BIL (T‑bills), TLT (long Treasuries), VIXY (volatility), XLP (consumer staples), GLD/GDX (gold), or KMLM (managed futures). A small sleeve buys EEM when inflation (RINF) trends up; else EEV.
A rules-based, sleep‑at‑night portfolio that dials risk up for growth/tech when conditions are calm or washed out, and shifts to hedges (cash/T‑bills, Treasuries, staples, gold, managed futures, or short Nasdaq). Adds a small EM sleeve when inflation rises.
Out-of-sample edge: 26.64% annualized vs SPY 25.98%; lower drawdown (9.77% vs 12.05%); Calmar 2.73—superior risk-adjusted gains with a rules-based, hedged, sleep-at-night approach.
Sleep at night.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $103k | 2026-10-19 | |
| Backtest regulatory fees | $307 | 2026-10-19 | |
| Backtest slippage cost | $2,216 | 2026-10-19 |
| AI categories (Composer) | emerging markets, inflation tilt, leveraged/inverse etfs, managed futures, momentum/mean-reversion, multi-asset, risk-managed, tactical, volatility-aware | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 244 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "CORP", "EEM", "EEV", "FAS", "FTLS", "GDX", "GLD", "IEF", "IEI", "IGIB", "IWM", "KMLM", "PSQ", "QQQ", "QQQE", "RINF", "SOXL", "SPXL", "SPY", "SVIX", "SVXY", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UUP", "UVXY", "VBF", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTV", "XLK", "XLP", "XLY" ] | 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) | 0.60 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-19 |
| Remixes (copies) | 34 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 391 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 67.89% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 927.25% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.58% | ||
| Return, trailing 1 day (out-of-sample) | -0.26% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.63% | ||
| Return, trailing 1 week (out-of-sample) | -1.26% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.82% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 19.41% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.38% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 13.47% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.95 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.73 | ||
| Maximum drawdown, backtest period (backtest) | -9.77% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.77% | ||
| Sharpe ratio, backtest period (backtest) | 3.33 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | ||
| Sortino ratio, backtest period (backtest) | 7.53 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.76 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.94% |
| Annualized turnover, backtest period (backtest) | 45.93 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.17 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.45% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.94% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
