Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced, hedged portfolio of many mini‑strategies. It owns growth when trends are strong, shifts to T‑bills or hedges when weak, and adds bond and commodity trends. Mean‑variance sizing aims for a smoother overall ride.
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.
26 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 26 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.
1.3% of weight in (IVV: 3.0%)
13 funds (SEC N-PORT, as of 2026-05-31)
: 2.0% (DBO 1% × 1.00, DBC 2% × 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. : 89% · 2026-10-19 ()
16.7% 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 ()
16 of 65 funds in its are : BOIL, EUM, KOLD, PSQ, QID, QLD, SH, 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 applies simple rules. If stock trends look healthy (price above an average), it owns growth ETFs. If prices drop fast or look overheated, it moves to T‑bills (SHV/BIL) or hedges with inverse funds (PSQ/SH) and sometimes volatility (VIXY/UVXY). It also rides trends in bonds (TLT/TMF/TMV) and commodities (DBC, oil, gold, nat gas). A math step (mean‑variance) sizes each sleeve to steady the ride.<br>Jargon: RSI=0‑100 heat; MA=average‑price trend; Inverse=up when index falls; Leveraged=2‑3x; VIX=fear ETFs.
A rules‑based, daily‑rebalanced, hedged portfolio of many mini‑strategies. It owns growth when trends are strong, shifts to T‑bills or hedges when weak, and adds bond and commodity trends. Mean‑variance sizing aims for a smoother overall ride.
Out-of-sample edge: higher risk-adjusted return (oos Sharpe ~1.37 vs ~1.17), far smaller drawdowns (~8% vs ~19%), and lower beta. Diversified, rules-based growth with hedges and bonds/commodities smooths the ride vs the S&P.
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.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $785k | 2026-10-19 | |
| Backtest regulatory fees | $2,247 | 2026-10-19 | |
| Backtest slippage cost | $18k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, equities, hedged, leveraged/inverse etfs, long/short, mean-reversion, multi-strategy, trend/momentum, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 965 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.09 | 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", "IYY", "KOLD", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SHY", "SLV", "SOXX", "SPHB", "SPY", "SSO", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VTI", "VTV", "WOOD", "XLE", "XLF", "XLK", "XLP", "XME", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 |
| Remixes (copies) | 42 | 2026-10-19 | |
| Watchers | 17 | 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) | 36.91% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 7749% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.08% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.68% | ||
| Return, trailing 1 day (out-of-sample) | 1.23% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.99% | ||
| Return, trailing 1 week (out-of-sample) | 0.40% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.50% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.19% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.53% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.65% | ||
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.49 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.96 | ||
| Maximum drawdown, backtest period (backtest) | -8.21% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.21% | ||
| Sharpe ratio, backtest period (backtest) | 3.27 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | ||
| Sortino ratio, backtest period (backtest) | 6.88 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.65 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 9.75% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.36% |
| Annualized turnover, backtest period (backtest) | 29.31 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.21 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 61.05% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.22% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
