Composer · investment strategy
by Composer Technologies · via Composer
A 5‑sleeve, daily‑tactical portfolio that mostly rides 2x gold’s trend, while smaller sleeves trade Nasdaq/tech, Treasuries, emerging markets, and REITs using trend and “temperature” (RSI) checks—hedging with inverse funds or UVXY when markets look overheated.
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.
6 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.
0.0% 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. : 87% · 2026-10-19 ()
100.0% 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 ()
15 of 24 funds in its are : DRN, DRV, EDC, EDZ, GLL, QLD, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, UGL, UPRO, UVXY
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.
The portfolio is split into five sleeves: Gold ~54% (UGL 2x gold; flips to GLL −2x if gold looks “too hot”); Bonds/Tech ~20% (TQQQ 3x Nasdaq vs TMF/TMV 3x long/short Treasuries); EM ~12% (EDC/EDZ 3x bull/bear); REITs ~9% (DRN/DRV 3x); Nasdaq ~5%. It checks trend (price vs moving averages) and a 0–100 “temperature” gauge (RSI). In uptrends it holds bull funds; when overheated it hedges or flips inverse; in downtrends it prefers inverse or Treasuries. Rebalanced daily. UVXY hedges crashes.
A 5‑sleeve, daily‑tactical portfolio that mostly rides 2x gold’s trend, while smaller sleeves trade Nasdaq/tech, Treasuries, emerging markets, and REITs using trend and “temperature” (RSI) checks—hedging with inverse funds or UVXY when markets look overheated.
Out-of-sample edge: ~26.5% annualized return vs 24.4% for the S&P, with strong risk-adjusted metrics (Calmar ~0.85, beta ~0.56). Diversified, tactical sleeves aim for higher upside with crash hedges—though drawdowns can be larger (~31%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $21.3M | 2026-10-19 | |
| Backtest regulatory fees | $38k | 2026-10-19 | |
| Backtest slippage cost | $320k | 2026-10-19 |
| AI categories (Composer) | em, gold-heavy, leveraged etfs, reits, risk-on/off, tactical allocation, tech, treasuries, trend + mean‑reversion, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 200 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DRN", "DRV", "EDC", "EDZ", "EEM", "GLL", "IEI", "IGIB", "IVV", "IWM", "QLD", "SHV", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY" ] | 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) | 0.55 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-19 |
| Remixes (copies) | 21 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 396 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 66.66% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 213k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.55% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.10% | ||
| Return, trailing 1 day (out-of-sample) | -1.06% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.85% | ||
| Return, trailing 1 week (out-of-sample) | 0.43% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 2.60% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.93% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.40% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -7.59% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.13 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.85 | ||
| Maximum drawdown, backtest period (backtest) | -31.26% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.27% | ||
| Sharpe ratio, backtest period (backtest) | 2.25 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Sortino ratio, backtest period (backtest) | 3.60 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 23.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.54% |
| Annualized turnover, backtest period (backtest) | 30.38 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.16 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.95% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.30% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
