Composer · investment strategy
by Composer Technologies · via Composer
K‑1‑free, rules‑driven “all‑weather” mix that rides tech in healthy uptrends, but pivots fast to hedges (short Nasdaq, dollar, staples, market‑neutral) and rate trades (3x long/short Treasuries) when volatility or yields rise, plus a small commodities tilt.
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.
“If tech looks “too hot” (RSI = simple 0‑100 ‘hot/cold’ score) or fear/rates jump, it shorts with PSQ/SQQQ, shifts to defensives (BTAL, XLP, USDU), and flips bonds between TMF (3x long) and TMV (3x short).”
“In calm uptrends it uses TQQQ (3x Nasdaq) or income‑tilted JEPQ.”
“Daily it reads three dials: Trend (price vs its recent average), Stress (fear via VIX ETFs), and Rates (long‑Treasury trend).”
16 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.
0.4% of weight in (IVV: 3.0%)
14 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 3.6% (PDBC 7% × 0.48), shown separately from fossil-fuel companies.
No stated fossil-fuel rule; the exposure is shown for reference. : 97% · 2026-10-19 ()
49.6% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-19 ()
12 of 38 funds in its are : PSQ, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, TMF, TMV, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Daily it reads three dials: Trend (price vs its recent average), Stress (fear via VIX ETFs), and Rates (long‑Treasury trend). In calm uptrends it uses TQQQ (3x Nasdaq) or income‑tilted JEPQ. If tech looks “too hot” (RSI = simple 0‑100 ‘hot/cold’ score) or fear/rates jump, it shorts with PSQ/SQQQ, shifts to defensives (BTAL, XLP, USDU), and flips bonds between TMF (3x long) and TMV (3x short). A small sleeve rotates into PDBC and GDX.
K‑1‑free, rules‑driven “all‑weather” mix that rides tech in healthy uptrends, but pivots fast to hedges (short Nasdaq, dollar, staples, market‑neutral) and rate trades (3x long/short Treasuries) when volatility or yields rise, plus a small commodities tilt.
Out-of-sample Calmar 1.04, max drawdown 17.8% (SPY 18.8%), Sharpe 0.77 over 1,049 days. A K-1-free, all-weather strategy hedging volatility/rates and rotating across tech, bonds and commodities for steadier risk-adjusted growth vs the S&P 500.
Ray Dalio's All Weather Portfolio is a great design that intends to maintain exposure to various asset classes to profit in any economic environment. A significant flaw, however, is that it is not capable of handling a rising rates environment, due to the heavy bonds exposure. This symphony is an attempt to maintain the "profit in any environment" nature of the AWP and deploys leverage and shorting to beat the S&P 500 over a long enough time horizon. As a bonus, this strategy is entirely K-1 free. This symphony uses components from the Commander BND strategy by HinnomTX, Beta Baller v1 by Deez, and the volatility switch developed by Garen Phillips.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $33k | 2026-10-19 | |
| Backtest regulatory fees | $117 | 2026-10-19 | |
| Backtest slippage cost | $713 | 2026-10-19 |
| AI categories (Composer) | all-weather, bonds, commodities, crash protection, equities, leveraged etfs, tactical multi-asset, trend-following, volatility-managed | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,753 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBC", "FLOT", "GDX", "HYG", "IEF", "IEI", "JEPQ", "LQD", "PDBC", "PSQ", "QQQ", "SH", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXU", "SPY", "SQQQ", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXY", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,100 | 2026-10-19 | |
| Out-of-sample length | 725 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 31.62% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 232.15% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.46% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.25% | ||
| Return, trailing 1 day (out-of-sample) | 2.69% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.18% | ||
| Return, trailing 1 week (out-of-sample) | 4.11% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -7.71% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -10.20% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.84% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.16% | ||
| SPY annualized return over the backtest window (backtest) | 16.81% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.78 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Maximum drawdown, backtest period (backtest) | -17.81% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.81% | ||
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | ||
| Sortino ratio, backtest period (backtest) | 3.19 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.50% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.74% |
| Annualized turnover, backtest period (backtest) | 34.34 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.75 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.18% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.14% | 2026-10-19 |
Collective2
Composer Technologies · Composer
