Composer · investment strategy
by Composer Technologies · via Composer
A defensive, rules‑based barbell: big USD and Treasury core, with a small adaptive stock sleeve. It buys 2x Nasdaq on deep dips, hides in Treasuries when volatility spikes, and otherwise holds steadier consumer‑staples/dividend‑grower funds.
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.
6 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.
0.5% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
2 of 11 funds in its are : PSQ, QLD
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.
Think barbell. About half sits in a USD fund (USDU). The rest splits between Treasuries (IEF) and a stock sleeve that adapts.<br>- If a 2x Nasdaq fund (QLD) looks very weak (RSI, 0–100; <28 = oversold), buy QLD.<br>- If day‑to‑day swings jump, park in Treasuries.<br>- Otherwise hold steadier stock funds (consumer staples, dividend‑growers).<br>A small “bets” sleeve turns on after sharp drops or choppy days, switching between QLD, long Treasuries, or USD using quick checks of recent return, volatility, and short‑term strength.
A defensive, rules‑based barbell: big USD and Treasury core, with a small adaptive stock sleeve. It buys 2x Nasdaq on deep dips, hides in Treasuries when volatility spikes, and otherwise holds steadier consumer‑staples/dividend‑grower funds.
Out-of-sample edge: Sharpe 1.76 vs SPY 1.47, drawdown 9.8% vs 18.8%, Calmar 2.11, ~20.7% annualized. A defensive core with selective dip-buying aims for steadier, more durable gains than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $124k | 2026-10-11 | |
| Backtest regulatory fees | $197 | 2026-10-11 | |
| Backtest slippage cost | $1,262 | 2026-10-11 |
| AI categories (Composer) | currency hedge, defensive core, dip-buying, leveraged tech sleeve, rules-based, tactical allocation, treasuries hedge, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 115 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "IEF", "KXI", "PSQ", "QLD", "QQQ", "SPY", "TLT", "USDU", "VIG", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,220 | 2026-10-11 | |
| Out-of-sample length | 733 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 21.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1144% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.25% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 11.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.79 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.25% | 2026-10-11 |
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