Composer · investment strategy
by Composer Technologies · via Composer
Rotates 90% into the first “calm” asset (QQQ→XLE→XME→GLD→SHY) using a 20‑day max‑drawdown <5% test, hedges with VXX when Nasdaq looks overheated (TQQQ RSI>79), and puts 10% in Bitcoin (GBTC) only in an uptrend.
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.
2 positions as of 2026-10-19
: 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.
89.8% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 8 funds in its are : TQQQ
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 Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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, it does two things: (1) 90% rotates based on recent “calmness.” If a fast momentum gauge (RSI) on a leveraged Nasdaq fund (TQQQ) is very high (>79), it parks in VXX (a volatility hedge). Otherwise it picks the first asset with a small 20‑day max drop (<5%): QQQ (big tech) → XLE (energy) → XME (miners) → GLD (gold); if none, SHY (short Treasuries). (2) 10% buys GBTC (Bitcoin) only when price is above its 50‑day average; else it follows the same rules.
Rotates 90% into the first “calm” asset (QQQ→XLE→XME→GLD→SHY) using a 20‑day max‑drawdown <5% test, hedges with VXX when Nasdaq looks overheated (TQQQ RSI>79), and puts 10% in Bitcoin (GBTC) only in an uptrend.
Out-of-sample Calmar 1.25 and 13.5% drawdown show smoother downside vs the S&P. Low beta ~0.53 and Sharpe ~0.97 offer solid risk-adjusted returns from a diversified, hedged rotation (including a Bitcoin sleeve) for steadier growth.
Goal of this Algo was to see if Max Drawdown can be used as a way to switch sectors and beat the market with no leverage.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $179k | 2026-10-19 | |
| Backtest regulatory fees | $398 | 2026-10-19 | |
| Backtest slippage cost | $3,176 | 2026-10-19 |
| AI categories (Composer) | bitcoin sleeve, daily rebalance, drawdown filter, etf rotation, momentum filter, risk-on/off, sector rotation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 54 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.91 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GBTC", "GLD", "QQQ", "SHY", "TQQQ", "VXX", "XLE", "XME" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,199 | 2026-10-19 | |
| Out-of-sample length | 589 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 39.19% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1693% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.93% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.68% | ||
| Return, trailing 1 day (out-of-sample) | -2.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.03% | ||
| Return, trailing 1 week (out-of-sample) | -5.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 0.07% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 5.62% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.55% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 12.83% | ||
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.55 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Maximum drawdown, backtest period (backtest) | -25.21% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.51% | ||
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Sortino ratio, backtest period (backtest) | 2.73 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.13% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.90% |
| Annualized turnover, backtest period (backtest) | 20.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.08 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.30% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.56% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
