Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced portfolio that rotates across stocks, bonds, and commodities and adds hedges. It buys uptrends, buys some tech dips, hedges or goes short when stocks overheat, and parks in T‑bills when signals are weak.
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.
27 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 27 shown.
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%)
14 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 1.0% (DBO 1% × 1.00, DBC 1% × 0.37, 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. : 90% · 2026-10-19 ()
10.4% 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 ()
15 of 68 funds in its are : BOIL, EUM, KOLD, PSQ, QID, QLD, SH, 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 Leveraged ETFs 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 “speed/heat” (RSI) and trend lines (moving averages) on big indexes and assets: SPY (S&P 500), QQQ (Nasdaq‑100), TLT (long US Treasuries), plus oil, gold, and natural‑gas ETFs. If stocks look overheated, it hedges with PSQ/SH (short QQQ/S&P) or VIXY/UVXY. If they look washed‑out, it buys growth (QQQ/XLK). It also rotates in/out of Treasuries (TMF/TMV) and commodities (DBC/DBO/DBA). If nothing’s attractive, it holds T‑bills SHV/BIL. Rebalanced daily.
A rules‑based, daily‑rebalanced portfolio that rotates across stocks, bonds, and commodities and adds hedges. It buys uptrends, buys some tech dips, hedges or goes short when stocks overheat, and parks in T‑bills when signals are weak.
Adaptive multi-asset strategy delivering superior risk-adjusted returns vs SPY: OOS Sharpe ~1.30, Calmar ~2.05, max drawdown ~7.8% vs ~18.8%, beta ~0.40. Diversified, regime-driven, protects capital while seeking upside.
From a set of symphs designed by DereckN and Anansi, a correlation matrix was constructed, from which a covariance matrix was derived. The Markowitz mean-variance optimization method was then utilized in order to arrive at allocations present. V2: Added in Four Corners 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 | $4,602 | 2026-10-19 | |
| Backtest slippage cost | $38k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, inverse etfs, leveraged etfs, mean-reversion, multi-asset, risk-managed, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 909 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BOIL", "BSV", "BTAL", "COKE", "CORP", "COST", "CPER", "DBA", "DBC", "DBO", "EEM", "EUM", "FAN", "FCG", "GE", "GLD", "ICLN", "IEF", "IEI", "IGIB", "IOO", "IWM", "IYY", "KOLD", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SHY", "SLV", "SOXX", "SPHB", "SPY", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VPU", "VTI", "VTV", "WOOD", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLU", "XME", "XOP" ] | 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) | 0.40 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 |
| Remixes (copies) | 53 | 2026-10-19 | |
| Watchers | 27 | 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) | 42.68% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 14k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.99% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.46% | ||
| Return, trailing 1 day (out-of-sample) | 0.30% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.13% | ||
| Return, trailing 1 week (out-of-sample) | -0.54% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.00% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.99% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.74% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.12% | ||
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.29 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.05 | ||
| Maximum drawdown, backtest period (backtest) | -8.07% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.80% | ||
| Sharpe ratio, backtest period (backtest) | 3.38 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 7.30 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 10.71% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.95% |
| Annualized turnover, backtest period (backtest) | 35.46 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.02 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.67% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.60% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
