Composer · investment strategy
by Composer Technologies · via Composer
A growth‑tilted, commodities‑backed portfolio that flips entirely to T‑bills if the S&P 500 falls >5% over ~17 days. In risk‑on, positions are sized larger for steadier names using recent volatility to help control risk.
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.
8 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.
0.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 11.5% (DBC 31% × 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. : 99% · 2026-10-11 ()
0.0% 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% · 2026-10-11 ()
0 of 9 funds in its are
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 Capital preservation 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.
Risk switch: If the S&P 500 (SPY) drops >5% from a recent high over ~17 trading days, move 100% to short‑term T‑bills (BIL). Otherwise hold: 40% in XLF (financials), QQQ (Nasdaq‑100), MSTR (MicroStrategy/Bitcoin proxy) sized by steadiness; 30% DBC (broad commodities); 30% in ARKK (innovation), TSLA (Tesla), NVDA (Nvidia) sized by steadiness. Rebalance on ~1.6% drift.
A growth‑tilted, commodities‑backed portfolio that flips entirely to T‑bills if the S&P 500 falls >5% over ~17 days. In risk‑on, positions are sized larger for steadier names using recent volatility to help control risk.
Out-of-sample, this growth-tilt strategy targets ~20% annual return with far lower drawdown (14.9% vs 18.8% for the S&P 500), Calmar ~1.35, and a binary risk-off switch to Treasuries - similar upside with notably better downside protection.
(defsymphony "Investment Principles | Deez | 5AUG2023" {:rebalance-threshold 0.01618} (weight-equal [(weight-equal [(if (> (max-drawdown "SPY" 17) 5) [(asset "BIL")] [(weight-specified 0.4 (weight-inverse-volatility 90 [(asset "XLF") (asset "QQQ") (asset "MSTR")]) 0.3 (asset "DBC") 0.3 (weight-inverse-volatility 90 [(asset "ARKK") (asset "TSLA") (asset "NVDA")]))])])]))
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $71k | 2026-10-11 | |
| Backtest regulatory fees | $47 | 2026-10-11 | |
| Backtest slippage cost | $333 | 2026-10-11 |
| AI categories (Composer) | cash hedge, commodities sleeve, drawdown trigger, growth tilt, inverse-volatility sizing, risk-on/risk-off, tactical asset allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 2026-10-11 | |
| Rebalance corridor width | 1.62% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ARKK", "BIL", "DBC", "MSTR", "NVDA", "QQQ", "SPY", "TSLA", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,911 | 2026-10-11 | |
| Out-of-sample length | 797 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 606.22% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
