Composer · investment strategy
by Composer Technologies · via Composer
Dynamic, rules-based portfolio: goes heavy into growth (often with 3× funds) in uptrends and buys dips, then rotates to gold, dollar, Treasuries, defensive or inverse funds when trends weaken or rates rise; includes a fast crash-hedge switch.
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.
17 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.
0.4% of weight in (IVV: 3.0%)
13 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 8.6% (DBC 23% × 0.37), 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. : 96% · 2026-10-11 ()
36.5% 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 ()
25 of 52 funds in its are : CURE, ERX, FAS, HIBL, HIBS, PSQ, SDS, SH, SOXL, SOXS, SPXL, SQQQ, SSO, SVXY, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, UGL, UPRO, UTSL, 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.
Rules-based, switch-hitting portfolio. It first tests the trend (S&P 500 above/below its 200‑day average). In uptrends it leans into tech/semis (often with 3× funds), buys dips, and may add a brief fear hedge. In downtrends or when rates rise, it pivots to gold, the U.S. dollar, Treasuries, defensive/market‑neutral stocks, or inverse funds. Other sleeves pick recent 3–4‑month winners and ride or hedge long bonds.
Dynamic, rules-based portfolio: goes heavy into growth (often with 3× funds) in uptrends and buys dips, then rotates to gold, dollar, Treasuries, defensive or inverse funds when trends weaken or rates rise; includes a fast crash-hedge switch.
Designed to match SPY's ~21.4% OOS return with lower beta (~0.77) and strong risk controls: trend-driven hedges, cross-asset diversification, and crash protection. Calmar ~1.03 indicates solid risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $567k | 2026-10-11 | |
| Backtest regulatory fees | $1,944 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, multi-asset tactical, rate-aware, risk-on/off, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 477 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "ERX", "FAS", "GLD", "HIBL", "HIBS", "PSQ", "QQQ", "QUAL", "RPV", "RSP", "SCHD", "SDS", "SH", "SHV", "SHY", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UGL", "UPRO", "USDU", "UTSL", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 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) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,724 | 2026-10-11 | |
| Out-of-sample length | 874 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 80.37% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5568% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.17% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.56 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
