Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio that rides strong uptrends (often tech‑led) and quickly cuts risk when markets overheat or weaken—parking in T‑bills, Treasuries, or light shorts. Adds oil/commodity and volatility sleeves for diversification and protection.
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.
19 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.
3.6% of weight in (IVV: 3.0%)
13 funds (SEC N-PORT, as of 2026-05-31)
: 1.3% (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. : 81% · 2026-10-19 ()
34.6% 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% · 2026-10-19 ()
18 of 63 funds in its are : BOIL, EUM, KOLD, PSQ, QID, QLD, SH, SOXL, SPXL, SSO, SVXY, TBX, TECL, TMF, TMV, TQQQ, UCO, 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.
Each day it checks two things: trend (is price above a long‑term average?) and “stretch” (RSI, a 0–100 overbought/oversold gauge). If trend is up and not overheated, it leans into growth leaders like Nasdaq (QQQ; sometimes TQQQ/SPXL/SOXL). If weak or overheated, it shifts to cash‑like T‑bills (SHV/SHY), Treasuries (TLT/TMF), light shorts (PSQ/SH), or brief volatility hedges (UVXY/VIXY). Side sleeves trade oil/energy (DBO/UCO/XLE/XOP) and broad commodities (DBC/DBA) only when their trends are healthy.
A daily, rules‑based portfolio that rides strong uptrends (often tech‑led) and quickly cuts risk when markets overheat or weaken—parking in T‑bills, Treasuries, or light shorts. Adds oil/commodity and volatility sleeves for diversification and protection.
Out-of-sample, this strategy targets ~24.5% annualized returns with ~12.9% max drawdown and Sharpe ~1.26, beating SPY (~19.3%, ~18.8% drawdown, ~1.17). Daily regime-switching, hedges, and commodity sleeves aim for higher upside with less risk.
In an effort to drop the DD, drop the SD, and achieve a slight AR boost, this symphony uses the "2007 @ 2.65 Sharp" symphony in place of "SPY" in DereckN's "SPY FTLT | Hedged".
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4M | 2026-10-19 | |
| Backtest regulatory fees | $5,196 | 2026-10-19 | |
| Backtest slippage cost | $40k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, daily rebalanced, hedged, leveraged etfs, risk-managed, tactical asset allocation, trend-following, volatility carry | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 624 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BOIL", "BSV", "BTAL", "COKE", "COST", "CPER", "DBA", "DBC", "DBO", "EEM", "EUM", "FAN", "FCG", "GE", "GLD", "ICLN", "IEF", "IEI", "IGIB", "IOO", "IWM", "KOLD", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SHY", "SLV", "SOXL", "SPXL", "SPY", "SSO", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VTI", "VTV", "WOOD", "XLE", "XLK", "XLP", "XME", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 |
| Remixes (copies) | 5 | 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 | 533 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 42.97% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 14k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.48% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 58.22% | ||
| Return, trailing 1 day (out-of-sample) | -1.61% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.59% | ||
| Return, trailing 1 week (out-of-sample) | -4.33% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 21.98% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 32.07% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.71% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.18% | ||
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.90 | ||
| Maximum drawdown, backtest period (backtest) | -14.73% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.88% | ||
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | ||
| Sortino ratio, backtest period (backtest) | 4.63 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.12% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.75% |
| Annualized turnover, backtest period (backtest) | 38.58 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.11 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.62% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.91% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
