Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, three-sleeve portfolio: pursue growth via Nasdaq-100 momentum/dip-buys, earn yield from diversified bonds, and preserve capital with trend-following in stocks/bonds/gold/commodities/dollar. Gets defensive when markets turn bumpy.
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.
15 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.
0.9% of weight in (IVV: 3.0%)
11 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 4.1% (DBC 11% × 0.37), 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. : 97% · 2026-10-11 ()
19.6% 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 ()
2 of 16 funds in its are : QLD, TMF
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 Leveraged ETFs 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 splits your money into three sleeves: Growth (ride big tech when calm or on deep dips), Yield (bond income and duration bets when bonds are calm), and Preservation (trend-follow the current winners among stocks/bonds/gold/commodities/dollar). It buys dips if QQQ is very oversold (RSI<~31), and shifts to cash/gold/staples/dollar when volatility (bumpiness) rises.
A rules-based, three-sleeve portfolio: pursue growth via Nasdaq-100 momentum/dip-buys, earn yield from diversified bonds, and preserve capital with trend-following in stocks/bonds/gold/commodities/dollar. Gets defensive when markets turn bumpy.
Out-of-sample, this multi-sleeve strategy offers superior risk-adjusted returns (Sharpe ~1.53, Calmar ~2.27) with far smaller drawdowns (~9.6% vs ~18.8%), lower beta, and near-S&P upside—more stable growth and protection in volatile markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $201k | 2026-10-11 | |
| Backtest regulatory fees | $300 | 2026-10-11 | |
| Backtest slippage cost | $1,859 | 2026-10-11 |
| AI categories (Composer) | bonds, defensive, gold, growth and income, momentum, multi-asset, risk management, tactical allocation, trend-following, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 120 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "HYG", "IEF", "IEI", "LQD", "QLD", "QQQ", "SHV", "SHY", "SPY", "TIP", "TLT", "TMF", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,398 | 2026-10-11 | |
| Out-of-sample length | 855 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1906% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.58% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.92% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.45% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 11.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.78 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.84% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
