Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, risk-on/risk-off portfolio that rides equity uptrends (often with tech and some leverage), then hedges or moves to bonds/cash when markets get hot or break trend. Adds selective oil, commodities and dollar exposure only when their trends are favorable.
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.
18 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.
3.2% of weight in (IVV: 3.0%)
12 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 1.4% (DBC 3% × 0.37, DBO 1% × 1.00, KOLD 0% × -2.00), 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. : 83% · 2026-10-19 ()
39.1% 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 ()
17 of 48 funds in its are : BOIL, KOLD, PSQ, QLD, SH, SPXL, SQQQ, SSO, SVXY, TBX, 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.
It watches two simple gauges: trend lines (moving averages) and speed/heat (RSI = how fast price has risen or fallen). When the S&P 500 is trending up, it owns stock funds (esp. tech) and sometimes their 3x versions. If prices get too hot, it hedges with volatility funds or moves to cash-like T‑bills. If trends weaken, it shifts to bonds or inverse funds. Small sleeves trade oil, gas and broad commodities only in uptrends.
A rules-based, risk-on/risk-off portfolio that rides equity uptrends (often with tech and some leverage), then hedges or moves to bonds/cash when markets get hot or break trend. Adds selective oil, commodities and dollar exposure only when their trends are favorable.
Out-of-sample: 21.13% annualized return vs 18.73% for the S&P, lower drawdown (14.75% vs 18.76%), and Calmar ~1.43—delivering stronger risk-adjusted upside with trend hedges and selective diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7M | 2026-10-19 | |
| Backtest regulatory fees | $8,629 | 2026-10-19 | |
| Backtest slippage cost | $68k | 2026-10-19 |
| AI categories (Composer) | bond momentum, commodities momentum, leveraged/inverse etfs, multi-asset, tactical allocation, tech tilt, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 502 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "BSV", "BTAL", "CPER", "DBA", "DBC", "DBO", "FAN", "FCG", "GLD", "ICLN", "IEF", "KOLD", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SLV", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VTI", "WOOD", "XLE", "XLK", "XLP", "XME", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-19 |
| Remixes (copies) | 11 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,499 | 2026-10-19 | |
| Out-of-sample length | 545 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 53.09% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.80% | ||
| Return, trailing 1 day (out-of-sample) | -1.53% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.25% | ||
| Return, trailing 1 week (out-of-sample) | -1.74% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 17.97% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.15% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.51% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.57% | ||
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.40 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | ||
| Maximum drawdown, backtest period (backtest) | -15.63% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.75% | ||
| Sharpe ratio, backtest period (backtest) | 2.47 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Sortino ratio, backtest period (backtest) | 4.92 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.87% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.37% |
| Annualized turnover, backtest period (backtest) | 27.35 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.48 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.39% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
