Composer · investment strategy
by Composer Technologies · via Composer
A rules-driven, ETF-only “four corners” strategy. It compares growth vs defense and credit vs cash to pick among aggressive or safe mixes, with quick hot/cold checks for bounces or hedges. Focus: high Sharpe, liquidity, and no wild swings.
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 2026-10-11
: 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.
2.6% 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. : 91% · 2026-10-11 ()
16.4% 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 ()
7 of 20 funds in its are : PSQ, SH, SOXL, 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’s a “four corners” playbook that watches two things: 1) QQQ (big US tech) vs VPU (utilities) to tell if growth or defense is leading, and 2) CORP (investment‑grade corporate bonds) vs BIL (T‑Bills/cash) to tell if credit is healthy. Those two yes/no signals create 4 market states. In each state it holds a mix of aggressive or safe ETFs. It also uses RSI (a hot/cold gauge: high=stretched, low=washed‑out) for quick safety cuts or brief bounce/hedge trades. Metals are removed; cash used instead.
A rules-driven, ETF-only “four corners” strategy. It compares growth vs defense and credit vs cash to pick among aggressive or safe mixes, with quick hot/cold checks for bounces or hedges. Focus: high Sharpe, liquidity, and no wild swings.
Out-of-sample ETF strategy beats the S&P 500 on risk-adjusted return: ~25.38% vs 19.02% annualized; Calmar ~1.25. Slightly larger drawdowns but stronger liquidity, disciplined hedging, and higher, durable growth.
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. This version modified to have all metal,gold,mining etc either deleted or changed to BIL. Performance is only slightly worse.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.4M | 2026-10-11 | |
| Backtest regulatory fees | $20k | 2026-10-11 | |
| Backtest slippage cost | $166k | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, momentum + mean reversion, multi-asset etfs, no commodities, tactical asset allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 87 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "CORP", "IEF", "LTPZ", "PSQ", "QQQ", "SH", "SOXL", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "VCLT", "VIXY", "VPU", "VT", "VWO" ] | 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) | 1.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 629 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.66% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 64k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.72% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.72% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.59% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.49% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.33% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.33% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
