Composer · investment strategy
by Composer Technologies · via Composer
Tactical, inflation-aware Dow strategy. Uses trend and a “hot/cold” gauge to switch among 3× long/short Dow, Treasuries, gold, or unlevered Dow. Also checks bond vs tech strength. Rebalanced daily; 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.
1 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 · not identified: DIA 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
4 of 9 funds in its are : DOG, SDOW, TMF, UDOW
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.
Daily checks inflation (RINF above/below 200‑day trend). Uses a short‑term “hot/cold” meter (RSI) on the Dow (DIA) to pick: very cold→UDOW (3× long Dow); very hot→SDOW (3× short Dow). Otherwise it holds TMF (3× long Treasuries), plain DIA, or, in weak trends, splits DOG (−1× Dow) and GLD (gold). A bond‑vs‑tech check (BND vs QQQ) nudges it toward stocks or Treasuries. Tickers: DIA=Dow; UDOW/SDOW=3×; DOG=−1×; TMF=3× Treas.; GLD=gold; RINF=inflation; BND=bonds; QQQ=tech.
Tactical, inflation-aware Dow strategy. Uses trend and a “hot/cold” gauge to switch among 3× long/short Dow, Treasuries, gold, or unlevered Dow. Also checks bond vs tech strength. Rebalanced daily; uses leveraged ETFs—high risk.
Out-of-sample edge: 41.5% annualized return vs SPY 17.9%, Sharpe 1.27 vs 1.10, Calmar 1.59—driven by inflation regime signals + RSI timing. Higher drawdown (~26% vs ~19%), but superior risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $389k | 2026-10-11 | |
| Backtest regulatory fees | $1,283 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | dow 30, gold, hedged, inflation regime, leveraged etfs, rsi, tactical rotation, treasuries, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "DIA", "DOG", "GLD", "QQQ", "RINF", "SDOW", "TMF", "UDOW" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,507 | 2026-10-11 | |
| Out-of-sample length | 579 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.08% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3789% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.87% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.98% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
