Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical mix that shifts between leveraged US stock indexes, Treasuries, metals, and defensive/quality stocks. It follows trend in healthy markets, buys selective dips when weak, and can use volatility/short funds as defense.
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.
10 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.
0.7% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-29) · not identified: ARCC 22%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 67% · 2026-10-19 ()
37.5% 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 ()
11 of 58 funds in its are : DDM, DWSH, HDGE, QLD, SSO, TQQQ, UCC, UGE, UGL, UPRO, UPW
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.
Split the money into 4 sleeves; rebalance daily.<br>1) Market regime: If the total US market (VTI) is above its 200‑day average, hold the two strongest among metals, Treasuries, stock indexes or cash‑like funds. If not, either buy sharp dips (UPRO/TQQQ), hold a mixed basket (Nasdaq or Staples + income + a beaten‑down metal), or go defensive (VIX/short).<br>2) Consumer: buys short‑term laggards.<br>3) Defensive Rotator: buys 5 recently sold‑off, sturdy names.<br>4) Inside Knowledge: buys dips in four chosen insurers/credit firms.<br>Signals rely on trend, RSI (Relative Strength Index: recent up vs down days), and drawdowns.
Daily, tactical mix that shifts between leveraged US stock indexes, Treasuries, metals, and defensive/quality stocks. It follows trend in healthy markets, buys selective dips when weak, and can use volatility/short funds as defense.
Out-of-sample edge: 35.6% annualized return vs 23.1% SPY, Sharpe 2.02, Calmar 3.07, beta 0.61. Higher risk-adjusted upside with diversified trend/defense sleeves and volatility hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $154k | 2026-10-19 | |
| Backtest regulatory fees | $671 | 2026-10-19 | |
| Backtest slippage cost | $4,781 | 2026-10-19 |
| AI categories (Composer) | defensive stocks, leveraged etfs, mean reversion, metals, tactical allocation, treasuries, trend following, volatility hedges | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 132 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AFG", "ARCC", "BOND", "BRK/B", "BTAL", "BWIN", "CB", "COKE", "COPX", "CPER", "DDM", "DEO", "DWSH", "GLD", "GSY", "HD", "HDGE", "HDLB", "HLT", "IEF", "IEI", "IGIC", "KR", "LLY", "MKL", "MO", "NVDA", "PALL", "PM", "PPLT", "PULS", "QLD", "QQQ", "REMX", "SLV", "SLX", "SSO", "STIP", "SWBI", "TIP", "TLH", "TLT", "TQQQ", "UCC", "UGE", "UGL", "UPRO", "UPW", "VBF", "VDC", "VGIT", "VGLT", "VIXM", "VPU", "VTI", "VXZ", "WTM", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 |
| Remixes (copies) | 114 | 2026-10-19 | |
| Watchers | 48 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,724 | 2026-10-19 | |
| Out-of-sample length | 355 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 49.07% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1438% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.65% | ||
| Return, trailing 1 day (out-of-sample) | -1.51% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.36% | ||
| Return, trailing 1 week (out-of-sample) | -2.00% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.23% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 31.51% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.29% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.83% | ||
| SPY annualized return over the backtest window (backtest) | 15.56% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.07 | ||
| Maximum drawdown, backtest period (backtest) | -16.50% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.61% | ||
| Sharpe ratio, backtest period (backtest) | 1.85 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.02 | ||
| Sortino ratio, backtest period (backtest) | 3.10 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.71 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.99% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.75% |
| Annualized turnover, backtest period (backtest) | 56.73 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.24 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.67% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.59% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
