Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio that rides strong trends (tech/S&P, energy, commodities) and quickly hedges stress with gold, dollar, Treasuries, managed futures, and VIX—aiming for growth with shallow drawdowns.
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.
17 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.
20.0% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31)
: 3.6% (DBC 10% × 0.37, KOLD 1% × -2.00, DBO 2% × 1.00), 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% · 2026-10-19 ()
6.3% 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 ()
19 of 60 funds in its are : BOIL, CURE, FAS, KOLD, LABU, NRGD, NRGU, PSQ, SOXL, SPXL, SQQQ, TBF, TECL, TMF, TMV, TQQQ, UCO, 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.
Daily, rules-based. In calm uptrends it owns growth-heavy funds (e.g., TQQQ/UPRO). When stocks fall fast or get jumpy, it rotates into shock absorbers: GLD (gold), UUP (U.S. dollar), Treasuries (IEF/SHY/TMF/TMV), DBMF (managed futures), BTAL (market‑neutral), and UVXY (VIX). An energy sleeve trends oil/nat‑gas (DBO, XLE, FCG/UNG/BOIL/KOLD) and clean energy (ICLN/TAN). Signals = trend (avg price), “overheated/oversold,” and volatility.
A daily, rules‑based portfolio that rides strong trends (tech/S&P, energy, commodities) and quickly hedges stress with gold, dollar, Treasuries, managed futures, and VIX—aiming for growth with shallow drawdowns.
Out-of-sample edge: 25.9% annualized return, Sharpe ~1.92, Calmar ~2.41—better risk-adjusted upside than the S&P with hedges (gold, Treasuries, managed futures).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14k | 2026-10-19 | |
| Backtest regulatory fees | $28 | 2026-10-19 | |
| Backtest slippage cost | $175 | 2026-10-19 |
| AI categories (Composer) | commodities/energy, hedged/defensive, leveraged etfs, tactical multi-asset, trend + volatility switching | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,299 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.13 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "BIL", "BND", "BOIL", "BSV", "BTAL", "COP", "CURE", "CVE", "CVX", "DBC", "DBMF", "DBO", "DINO", "ENPH", "FAN", "FAS", "FCG", "GBTC", "GLD", "ICLN", "IEF", "KOLD", "LABU", "MPC", "MSFT", "NRGD", "NRGU", "NVDA", "OILK", "PSQ", "QQQ", "SHV", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "TAN", "TBF", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TSM", "UCO", "UNG", "UPRO", "UUP", "UVXY", "VIXY", "VLO", "XLE", "XLP", "XME", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-19 |
| Remixes (copies) | 109 | 2026-10-19 | |
| Watchers | 52 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 331 | 2026-10-19 | |
| Out-of-sample length | 331 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 26.84% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 36.78% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.69% | ||
| Return, trailing 1 day (out-of-sample) | 0.76% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.08% | ||
| Return, trailing 1 week (out-of-sample) | 1.37% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.25% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.07% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.09% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.77% | ||
| SPY annualized return over the backtest window (backtest) | 20.58% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.50 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.41 | ||
| Maximum drawdown, backtest period (backtest) | -10.72% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.73% | ||
| Sharpe ratio, backtest period (backtest) | 1.99 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.92 | ||
| Sortino ratio, backtest period (backtest) | 3.14 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.15 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.39% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.46% |
| Annualized turnover, backtest period (backtest) | 52.72 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.71 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.50% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.50% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
