Composer · investment strategy
by Composer Technologies · via Composer
A rules-based portfolio that rides tech-led uptrends, buys select dips, and quickly shifts to gold, dollar, and bonds when risk rises. A bond sleeve adapts to interest-rate regimes (including levered bonds), and a gold-heavy safety sleeve preserves capital.
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.
19 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.
0.8% of weight in (IVV: 3.0%)
15 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 4.9% (DBC 13% × 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. : 98% · 2026-10-11 ()
26.7% 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% · 2026-10-11 ()
9 of 29 funds in its are : PSQ, QLD, SH, TMF, TMV, TQQQ, TYD, TYO, 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 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.
Your money is split into 3 jobs: Growth (~40%), Yield (~35%), Preservation (~25%). Growth rides tech uptrends (QLD/TQQQ) and may buy sharp dips; if markets turn jumpy, it shifts to gold, dollar, staples, or cash‑like bonds. Yield rotates among Treasuries, corporates, TIPS (and sometimes 3x Treasuries or dollar/short‑bond hedges) based on rate trend/volatility. Preservation always owns some gold and otherwise holds the strongest of stocks, bonds, commodities, the dollar, or cash.
A rules-based portfolio that rides tech-led uptrends, buys select dips, and quickly shifts to gold, dollar, and bonds when risk rises. A bond sleeve adapts to interest-rate regimes (including levered bonds), and a gold-heavy safety sleeve preserves capital.
Out-of-sample edge: Sharpe 1.51 vs 1.42, drawdown 9.22% vs 18.76%, beta ~0.70, Calmar 2.30. A 3-sleeve growth/yield/preservation mix with tech momentum, adaptive bonds, and gold/dollar hedges—less risk, similar upside to SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $153k | 2026-10-11 | |
| Backtest regulatory fees | $289 | 2026-10-11 | |
| Backtest slippage cost | $1,936 | 2026-10-11 |
| AI categories (Composer) | bonds/treasuries, defensive hedges, leveraged etfs, multi-asset, risk-on/risk-off, tactical allocation, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 336 | 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) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "DBC", "GLD", "HYG", "IEF", "IEI", "LQD", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SPY", "TIP", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "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) | 0.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 854 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1427% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.84% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.57% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.30 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -10.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 11.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
