Composer · investment strategy
by Composer Technologies · via Composer
A daily, regime-switching macro strategy: let miners lead to choose inflation vs disinflation playbooks, then use momentum and overbought/oversold checks to tilt across commodities, bonds, currencies, sectors, and volatility hedges.
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.
28 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 28 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.
2.8% of weight in (IVV: 3.0%)
18 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM · not identified: UNL 11%
: -5.5% (KOLD 2% × -2.00, SCO 1% × -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. : 85% · 2026-10-19 ()
38.8% 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 ()
23 of 80 funds in its are : BIS, BZQ, DUG, DUST, EEV, EFU, EUM, EUO, KOLD, REK, RWM, SCO, SDP, SMN, SRS, SVXY, SZK, TBT, TMF, TMV, TWM, USD, YCS
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 Macro signals 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.
First it asks: are metals/miners trending up? If yes, it assumes an inflation backdrop and uses an “inflation” playbook (energy, oil, broad commodities, stronger USD vs euro/yen), adding hedges when stocks look overheated. If not, it uses a “disinflation” playbook (Treasuries, defensives, quality tech; often shorts oil/nat‑gas/EM). Simple trend and “hot/cold” checks (EMA/RSI) fine‑tune entries, with special rules for bonds and natural gas. Rebalanced daily.
A daily, regime-switching macro strategy: let miners lead to choose inflation vs disinflation playbooks, then use momentum and overbought/oversold checks to tilt across commodities, bonds, currencies, sectors, and volatility hedges.
Out-of-sample edge: Sharpe ~1.25 vs ~1.20; annualized return ~25% vs 21%; max drawdown ~9.4% vs 14.7%; Calmar ~2.67. Regime-switching, macro-diversified strategy delivering higher risk-adjusted returns with lower drawdown than the S&P 500.
Simple Rule that historically has done well to define performance of commodities and bonds (typically inflation / disinflation bias allocations). This is used to then determine whether a disinflationary allocation or inflationary allocation is optimal. Within those, various ratios between asset classes are used to determine risk appetite along with mean reversion provisions.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.9M | 2026-10-19 | |
| Backtest regulatory fees | $16k | 2026-10-19 | |
| Backtest slippage cost | $121k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, currencies, macro, mean reversion, momentum, multi-asset, regime-switching, tactical, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 887 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ACWI", "AMLP", "BIL", "BIS", "BIZD", "BTAL", "BZQ", "CWB", "DBA", "DBC", "DBP", "DUG", "DUST", "EEV", "EFU", "EUFN", "EUM", "EUO", "FXY", "GDX", "GLD", "IAI", "IEI", "IGV", "IHF", "IHI", "ITA", "ITB", "IYT", "JNK", "KBWD", "KCE", "KIE", "KOLD", "KRE", "MOO", "MTUM", "OEF", "PEJ", "PHO", "QQQ", "REK", "RWM", "SCO", "SDP", "SMH", "SMN", "SOXX", "SPLV", "SPY", "SRS", "SVXY", "SZK", "TBT", "TLT", "TMF", "TMV", "TWM", "UNG", "UNL", "USD", "USL", "USO", "VEGI", "VIXM", "VIXY", "VNQ", "VUG", "XBI", "XLB", "XLE", "XLF", "XLI", "XLP", "XLU", "XLV", "XLY", "XME", "YCS", "ZROZ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 |
| Remixes (copies) | 170 | 2026-10-19 | |
| Watchers | 37 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,376 | 2026-10-19 | |
| Out-of-sample length | 410 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 52.77% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 29k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.01% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.16% | ||
| Return, trailing 1 day (out-of-sample) | 0.17% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.22% | ||
| Return, trailing 1 week (out-of-sample) | 1.10% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 23.08% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.01% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.61% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.28% | ||
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.81 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.67 | ||
| Maximum drawdown, backtest period (backtest) | -10.98% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.37% | ||
| Sharpe ratio, backtest period (backtest) | 3.34 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Sortino ratio, backtest period (backtest) | 7.15 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.01 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.93% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.23% |
| Annualized turnover, backtest period (backtest) | 67.20 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 75.03 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.63% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
