Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “four corners” playbook. It first exploits short-term extremes; otherwise it picks one of four diversified mixes based on growth-vs-utilities leadership and credit health, aiming for high risk-adjusted returns with limited shorting.
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.
5 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.
2.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 73% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 23 funds in its are : PSQ, TECL, TMF, TQQQ, 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 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.
It asks two questions unless the market is at an extreme.<br>1) Are growth stocks (QQQ) or utilities (VPU) stronger lately? That sets offense vs defense.<br>2) Are corporate bonds (CORP) beating T‑bills (BIL)? That says credit is healthy or not.<br>Those answers pick one of four diversified mixes. If prices get very stretched short-term, it briefly switches to quick bounce/hedge trades using very liquid ETFs.
A rules-based “four corners” playbook. It first exploits short-term extremes; otherwise it picks one of four diversified mixes based on growth-vs-utilities leadership and credit health, aiming for high risk-adjusted returns with limited shorting.
Risk-controlled, rules-based multi-asset strategy. OOS drawdown ~14.7% vs SPY ~18.8%; Calmar ~0.98 signals solid risk-adjusted resilience. Diversified sleeves and hedges aim for steadier, downside-aware growth even if S&P returns look higher.
2x2 QQQ vs VPU | CORP vs BIL. Diversify every section; Sharpe is king. No wild swings or huge short positions. Quick positions emphasize high volume and low bid/ask spread.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-19 | |
| Backtest regulatory fees | $10k | 2026-10-19 | |
| Backtest slippage cost | $82k | 2026-10-19 |
| AI categories (Composer) | etf rotation, hedging, mean reversion, momentum, multi-asset, risk management, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 76 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BLV", "BTAL", "CORP", "EEMS", "FMF", "GDX", "IEF", "LQD", "PICK", "PSQ", "QQQ", "TECL", "TMF", "TQQQ", "UPRO", "UUP", "VAW", "VIXY", "VPU", "VT", "VTV", "VWO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 |
| Remixes (copies) | 32 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,322 | 2026-10-19 | |
| Out-of-sample length | 634 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 51.76% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.76% | ||
| Return, trailing 1 day (out-of-sample) | -1.61% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.05% | ||
| Return, trailing 1 week (out-of-sample) | -1.54% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -5.31% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -5.21% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.31% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.96% | ||
| SPY annualized return over the backtest window (backtest) | 13.96% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.74 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | ||
| Maximum drawdown, backtest period (backtest) | -18.88% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.69% | ||
| Sharpe ratio, backtest period (backtest) | 2.07 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | ||
| Sortino ratio, backtest period (backtest) | 3.51 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.29% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.78% |
| Annualized turnover, backtest period (backtest) | 37.63 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.95 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.22% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.15% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
