Composer · investment strategy
by Composer Technologies · via Composer
A 60/40 tactical mix: 60% rotates into the best U.S. sector (sometimes via 2–3x ETFs) or parks in T‑Bills when frothy. 40% runs hedges in Treasuries, volatility ETFs, shorts, or cash using simple “temperature” (RSI) and trend checks. Daily rebalance.
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.
6 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.
0.0% of weight in (IVV: 3.0%)
3 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. : 98% · 2026-10-11 ()
70.6% 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 ()
18 of 40 funds in its are : CURE, DRN, DUSL, ERX, FAS, LTL, PSQ, SH, SVXY, TECL, TMF, TMV, TQQQ, UGE, UTSL, UVXY, UYM, WANT
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.
RSI = a short‑term “temperature” of price: >80 too hot, <30 washed‑out.<br>60%: Rotates into one U.S. sector via SPDR funds (e.g., XLK=Tech, XLF=Financials). If too hot it parks in T‑Bills (BIL). If washed‑out but turning up, it buys that sector—often its 2–3x version (TECL/FAS). Otherwise it picks the strongest‑trending sector.<br>40%: Dynamic hedge that flips among long/short Treasuries (TMF/TMV/TLT/BND), volatility ETFs (VIXY/UVXY; SVXY when fear falls), or short/cash (SHV, SH, PSQ). Rebalanced daily.
A 60/40 tactical mix: 60% rotates into the best U.S. sector (sometimes via 2–3x ETFs) or parks in T‑Bills when frothy. 40% runs hedges in Treasuries, volatility ETFs, shorts, or cash using simple “temperature” (RSI) and trend checks. Daily rebalance.
Out-of-sample: Sharpe 1.76 vs SPY 1.24; annualized return 64.7% vs 20.6%; max drawdown ~19% (similar to SPY). A daily-rebalanced 60/40 tactical strategy with sector rotation and dynamic hedges.
60/40: andrew.thomas.taylor's Sector Rotator / DereckN's Hedge System
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.0M | 2026-10-11 | |
| Backtest regulatory fees | $3,084 | 2026-10-11 | |
| Backtest slippage cost | $25k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum/rsi, sector rotation, tactical hedged allocation, treasuries & vix hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 517 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "CURE", "DRN", "DUSL", "ERX", "FAS", "LTL", "PSQ", "QQQ", "SH", "SHV", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGE", "UTSL", "UVXY", "UYM", "VIXM", "VIXY", "VTI", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XTL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 136 | 2026-10-11 | |
| Watchers | 54 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,744 | 2026-10-11 | |
| Out-of-sample length | 542 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 94.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9975% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 193.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 75.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.03% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.61 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
