Composer · investment strategy
by Composer Technologies · via Composer
Half in T‑bills for stability. The rest toggles between leveraged tech (QLD), Treasuries (IEF/TLT), and defensive stocks (XLP/VIG) using short‑term “buy the dip” and volatility signals.
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.
5 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.
0.4% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
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 ()
2 of 10 funds in its are : PSQ, QLD
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
About half always sits in T‑bills (BIL) for safety.<br>The other half shifts based on market mood:<br>- If tech just fell hard or looks very oversold, it buys a levered Nasdaq fund (QLD).<br>- If markets turn jumpy, it parks in Treasuries (IEF/TLT).<br>- In calm times, it holds defensive stocks (XLP, VIG).
Half in T‑bills for stability. The rest toggles between leveraged tech (QLD), Treasuries (IEF/TLT), and defensive stocks (XLP/VIG) using short‑term “buy the dip” and volatility signals.
Out-of-sample, this strategy shows higher risk-adjusted returns (Sharpe ~1.71 vs 1.46), much smaller drawdowns (~9% vs ~19%), and a strong Calmar ~2.18, with about 50% in short-term Treasuries (T-bills ballast) and ~20% annualized growth—more resilient than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $256k | 2026-10-11 | |
| Backtest regulatory fees | $522 | 2026-10-11 | |
| Backtest slippage cost | $2,901 | 2026-10-11 |
| AI categories (Composer) | bonds vs equities, defensive equities, etfs, leveraged etf, mean reversion, risk-on/risk-off, tactical asset allocation, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 112 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "PSQ", "QLD", "QQQ", "SPY", "TLT", "VIG", "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) | 0.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 731 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2461% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.80% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.10% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.25% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.75% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.27% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.17% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.44 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.95% | 2026-10-11 |
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