Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule‑driven portfolio: a small steady core (SCHD/SCHG + managed‑futures DBMF/KMLM) plus a tactical sleeve that rides strong tech trends with leverage, hedges fast when risk rises, and uses volatility spikes for protection. Risk is adjustable.
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.
18 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.
0.7% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 2.1% (PDBC 2% × 0.48, DBC 2% × 0.37, KMLM 3% × 0.16), 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. : 99% · 2026-10-11 ()
79.3% 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 ()
29 of 60 funds in its are : CURE, ERX, EUO, MVV, PSQ, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TBT, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UGL, UPRO, USD, UVIX, UVXY, YCS
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 it splits your money into: (1) a steady core (SCHD/SCHG plus managed‑futures DBMF and KMLM), and (2) a tactical sleeve that dials risk up or down.<br>It buys “turbo” tech/semis funds when uptrends are strong, flips to hedges (inverse funds, Treasuries, cash) when trends weaken, and uses volatility spikes as protection. Signals use trend lines and short‑term “hot/cold” gauges.
A daily, rule‑driven portfolio: a small steady core (SCHD/SCHG + managed‑futures DBMF/KMLM) plus a tactical sleeve that rides strong tech trends with leverage, hedges fast when risk rises, and uses volatility spikes for protection. Risk is adjustable.
Out-of-sample, this strategy targets ~50% annualized returns vs SPY ~20%, with Calmar ~1.39 and solid risk-adjusted strength. It blends a steady core with trend/futures and crisis alpha, but carries higher drawdowns and complexity.
This is a machine that turns volatile gains from YOLO symphonies into a stable earner that aggressively grows a pool of always held SCHD, DBMF, and KMLM dividend stocks while minimizing draw-down risk. Overall risk is adjustable by decreasing the percentage of BB+TQQQ. | Todo: make a no K-1 version and improve the std. deviation. | 🧪Proteus🧬
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $561k | 2026-10-11 | |
| Backtest regulatory fees | $1,919 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | dividend core, leveraged etfs, managed futures, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,924 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "COST", "CURE", "DBC", "DBMF", "DIA", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "KMLM", "MVV", "PDBC", "PSQ", "PUI", "QLD", "QQQ", "SCHD", "SCHG", "SH", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVXY", "TBT", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UDOW", "UGL", "UNH", "UPRO", "USD", "USDU", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VTI", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 200 | 2026-10-11 | |
| Watchers | 101 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 958 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 144.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5513% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 370.63% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -0.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -0.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.46% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.26% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.32% | 2026-10-11 |
Collective2
Composer Technologies · Composer
