Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced mix that chases tech strength or buys dips, rotates across Treasuries for yield, and shifts to gold, staples, cash‑like bonds, the dollar, or volatility hedges when risk rises.
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.
20 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%)
16 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 4.8% (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 ()
7 of 28 funds in its are : PSQ, QLD, SH, TMF, TMV, TQQQ, 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 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.
Split into 3 buckets: Growth, Bonds/Yield, and Preservation. It buys Nasdaq‑100 funds (QLD/TQQQ) when trends are calm or after sharp dips; switches to SPY or to defenses like gold (GLD), staples (XLP), short Treasuries (SHY/SHV), or the US dollar (UUP) when markets get jumpy. The bond side rotates among Treasuries (e.g., TLT, VGIT, SHY) and, when trends are strong, 3x funds (TMF/TMV), plus occasional gold/commodities. It uses RSI (0–100 “hot/cold”), moving averages (trend), max drawdown (worst drop), and volatility.
A rules‑based, daily‑rebalanced mix that chases tech strength or buys dips, rotates across Treasuries for yield, and shifts to gold, staples, cash‑like bonds, the dollar, or volatility hedges when risk rises.
Out-of-sample edge: stronger risk-adjusted returns and far smaller drawdowns vs the S&P. OOS Sharpe ~1.40; max drawdown ~9% vs ~19%; Calmar ~2.0; OOS return ~18% vs ~21%— better protection with solid growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $146k | 2026-10-11 | |
| Backtest regulatory fees | $344 | 2026-10-11 | |
| Backtest slippage cost | $2,083 | 2026-10-11 |
| AI categories (Composer) | bond rotation, defensive hedges, leveraged etfs, momentum, multi-asset, tactical asset allocation, trend following, volatility-aware | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 464 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.13 | 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", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VTIP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 827 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1356% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 11.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.45 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
