Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based rotator across US stocks, bonds, gold, and emerging markets. It picks recent winners using short-term strength and trend, then uses leveraged or inverse ETFs to press up or down moves, with T‑Bills as a fallback. 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.
2 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.
2.5% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
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 ()
16.7% 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 ()
8 of 18 funds in its are : EDC, EDZ, GLL, SH, TMF, TMV, UGL, UPRO
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 Aggressive risk 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.
It splits your money into several small “sleeves.” Each sleeve compares short‑term strength in US stocks (SPY) vs one alternative: long Treasuries (TLT), gold (GLD), or emerging markets (EEM). It runs two kinds of tests—RSI (a quick strength/weakness score) and simple 10‑day performance—and gives that sleeve to the side that’s winning.<br>Inside each sleeve it adds safety and timing rules. If the long‑term trend is up, it favors the long side (SPY, or a 3x version UPRO on sharp dips). If the trend is down or an asset looks overheated, it can switch to a bear or “inverse” ETF (like SH for stocks, TMV for bonds, GLL for gold, EDZ for EM) or step aside into T‑Bills (BIL).<br>It rebalances daily. Expect bigger swings because it uses 2x/3x leveraged and inverse ETFs.
A daily, rules-based rotator across US stocks, bonds, gold, and emerging markets. It picks recent winners using short-term strength and trend, then uses leveraged or inverse ETFs to press up or down moves, with T‑Bills as a fallback. High risk.
Out-of-sample edge: Sharpe 2.82 vs 1.99, Calmar ~7, alpha ~0.52, annualized return ~74.6% vs SPY’s 26.8%. Diversified, momentum-based, with cash fallback risk controls and levered trend exposure for higher upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $165k | 2026-10-11 | |
| Backtest regulatory fees | $424 | 2026-10-11 | |
| Backtest slippage cost | $3,182 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, momentum and trend, multi-asset, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 405 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "EDC", "EDZ", "EEM", "GLD", "GLL", "IEI", "IGIB", "IWM", "SGOV", "SH", "SHV", "SPY", "TLT", "TMF", "TMV", "UGL", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 |
| Remixes (copies) | 152 | 2026-10-11 | |
| Watchers | 116 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,600 | 2026-10-11 | |
| Out-of-sample length | 360 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 55.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1553% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.24% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 87.79% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 87.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.98% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.23 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
