Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rules-driven mix that leans into growth in healthy uptrends, rotates to gold/dollar/treasuries/defensives or short exposure when markets or rates turn, and keeps a small volatility hedge. Signals: trend, RSI, drawdown, momentum.
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.
16 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%)
12 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, multi-asset portfolio split across six sleeves.<br>- Offense in uptrends with tech‑tilted 3x funds (e.g., TQQQ/UPRO/TECL).<br>- Defense when markets or rates worsen using gold (GLD), U.S. dollar (UUP), Treasuries (TLT/TMF), utilities/defensive (UTSL/BTAL), or inverse ETFs (SDS/SQQQ).<br>- A small “crash airbag” buys volatility (UVXY/VIXM) when prices overheat.<br>Signals: trend (price vs average), heat (RSI=0–100), drawdowns, and 4‑month momentum. It shifts only when these rules flip.
A tactical, rules-driven mix that leans into growth in healthy uptrends, rotates to gold/dollar/treasuries/defensives or short exposure when markets or rates turn, and keeps a small volatility hedge. Signals: trend, RSI, drawdown, momentum.
Six-sleeve, rules-based strategy tilts growth in uptrends and hedges downturns. Lower beta (~0.69) with solid OOS risk-adjusted performance (Sharpe ~1.04, Calmar ~0.84) and built-in volatility hedges for diversification beyond the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $502k | 2026-10-11 | |
| Backtest regulatory fees | $1,851 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, multi-asset tactical, rates-aware, regime switching, risk-on/risk-off, trend/momentum, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 479 | 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) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 20 | 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 | 875 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 77.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4917% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.06% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.06% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.05% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.97% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
