Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rules-based portfolio that rides tech, bonds, and commodity uptrends, quickly hedges with VIX or shorts in selloffs, and parks in T‑bills when signals weaken. Uses leveraged/inverse ETFs and daily rebalancing; high risk, active approach.
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.
33 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 33 shown.
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.
2.9% of weight in (IVV: 3.0%)
19 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 0.3% (DBC 0% × 0.37, DBO 0% × 1.00, KOLD 0% × -2.00), 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. : 92% · 2026-10-19 ()
16.9% 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 ()
34 of 95 funds in its are : AGQ, BOIL, CURE, DIG, DUG, ERX, ERY, EUM, KOLD, PSQ, QID, QLD, RETL, RWM, SH, SMN, SOXL, SPXL, SPXS, SPXU, SQQQ, SVXY, TBF, TBX, TECL, TMF, TMV, TQQQ, TYO, UCO, UGL, UPRO, UVXY, UWM
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’s a rule-driven, daily‑rebalanced portfolio that shifts between five toolkits: US stocks (mostly big tech), bonds, commodities/energy, volatility hedges, and cash-like T‑bills.<br>- Trend checks: If prices sit above their average (uptrend), it holds growth (QQQ/TQQQ). If they break down, it moves to cash or turns on hedges/shorts (PSQ/SH/SPXU).<br>- “Hot/cold” gauges (RSI): Very hot (overbought) readings add VIX hedges (UVXY/VIXY). Very cold (oversold) can trigger small bounce trades or stay in T‑bills.<br>- Bonds: When falling rates help Treasuries, it buys TMF; when rising rates hurt them, it flips to TMV. If unclear, it parks in safer bond/cash funds.<br>- Commodities/energy: Own oil/nat‑gas/metals when they trend up; if they roll over, reduce to cash or use inverse funds (like KOLD for nat gas).
A tactical, rules-based portfolio that rides tech, bonds, and commodity uptrends, quickly hedges with VIX or shorts in selloffs, and parks in T‑bills when signals weaken. Uses leveraged/inverse ETFs and daily rebalancing; high risk, active approach.
Out-of-sample strength: much lower drawdown (7.8% vs 18.8%), Calmar ~1.91, Sharpe ~1.17, and ~14.92% annualized return. Diversified, rules-based hedges and regime switching offer durable, risk-adjusted gains versus the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.3M | 2026-10-19 | |
| Backtest regulatory fees | $11k | 2026-10-19 | |
| Backtest slippage cost | $88k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, equities, leveraged etfs, multi-asset, regime switching, tactical, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,787 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.09 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "BIL", "BND", "BOIL", "BSV", "BTAL", "COKE", "CORP", "COST", "CPER", "CURE", "DBA", "DBB", "DBC", "DBE", "DBO", "DIG", "DJP", "DUG", "EEM", "ERX", "ERY", "EUM", "FAN", "FCG", "GE", "GLD", "HYG", "ICLN", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXN", "IYY", "KOLD", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "RETL", "RWM", "SH", "SHV", "SHY", "SMH", "SMN", "SOXL", "SOXX", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TAN", "TBF", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYO", "UCO", "UGL", "UNG", "UPRO", "URA", "USO", "UUP", "UVXY", "UWM", "VIXM", "VIXY", "VOX", "VPU", "VTI", "VTV", "WOOD", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLU", "XME", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 |
| Remixes (copies) | 37 | 2026-10-19 | |
| Watchers | 20 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,499 | 2026-10-19 | |
| Out-of-sample length | 532 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 51.81% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 33k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.92% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.74% | ||
| Return, trailing 1 day (out-of-sample) | 0.24% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.19% | ||
| Return, trailing 1 week (out-of-sample) | -0.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.15% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 8.02% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.11% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.21% | ||
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.62 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.91 | ||
| Maximum drawdown, backtest period (backtest) | -7.83% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.83% | ||
| Sharpe ratio, backtest period (backtest) | 3.42 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Sortino ratio, backtest period (backtest) | 8.09 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.30 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.43% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.57% |
| Annualized turnover, backtest period (backtest) | 38.29 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.04 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 61.05% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.57% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
