Composer · investment strategy
by Composer Technologies · via Composer
80% core in income‑focused US stocks (JEPI) and diversifying managed‑futures (DBMF). A 20% sleeve buys leveraged tech (TQQQ) only when QQQ’s trend is up; otherwise that 20% stays in the core. Rebalanced monthly.
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.
3 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.
1.0% 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. : 88% · 2026-10-11 ()
19.9% 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 ()
1 of 4 funds in its are : TQQQ
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Each month it holds a core: 40% JEPI (large US stocks using options to pay income, steadier than the market) and 40% DBMF (trend‑following futures across rates, currencies, and commodities that diversify stocks). The last 20% is tactical: it buys TQQQ (a 3× version of the tech‑heavy QQQ index) only when QQQ’s average price over the last 20 days is above its 150‑day average—a simple sign of an uptrend. Otherwise that 20% is added back to JEPI and DBMF.
80% core in income‑focused US stocks (JEPI) and diversifying managed‑futures (DBMF). A 20% sleeve buys leveraged tech (TQQQ) only when QQQ’s trend is up; otherwise that 20% stays in the core. Rebalanced monthly.
A diversified income+trend strategy offering smoother risk and diversification vs the S&P. Out‑of‑sample strengths: drawdown ~16.7%, annualized return ~20.2%, Sharpe ~1.32, Calmar ~1.21, beta ~0.87—plus crisis-diversifying managed futures.
BT: 5/21/20 - Backtest includes dividends, keep in mind Composer does not auto-invest dividends
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $32k | 2026-10-11 | |
| Backtest regulatory fees | $3 | 2026-10-11 | |
| Backtest slippage cost | $12 | 2026-10-11 |
| AI categories (Composer) | diversification, equity income, managed futures, monthly rebalance, rules-based, tactical tech tilt, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBMF", "JEPI", "QQQ", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,604 | 2026-10-11 | |
| Out-of-sample length | 898 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 222.25% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.62% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.72% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.81% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.79% | 2026-10-11 |
Collective2
Composer Technologies · Composer
