Composer · investment strategy
by Composer Technologies · via Composer
A tactical, K‑1‑free “All‑Weather” mix that tilts into growth in calm uptrends (TQQQ) and turns defensive in stress (SQQQ/SOXS, BTAL). It flips between long and short Treasuries (TMF/TMV) as rates change and adds commodities (PDBC), aiming to beat the S&P 500 over time.
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.
17 positions as of 2026-10-11
: 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%)
15 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 3.6% (PDBC 8% × 0.48), 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. : 97% · 2026-10-11 ()
50.2% 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% · 2026-10-11 ()
12 of 37 funds in its are : PSQ, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, TMF, TMV, TQQQ, UPRO, 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 blends stocks, bonds, and commodities, then adjusts risk using three simple checks: trend (price vs its average), hot/cold readings (RSI: a 0–100 gauge), and market fear (VIX via VIXY). In calm uptrends it leans into growth with TQQQ (triple‑Nasdaq). If fear spikes or prices look stretched, it cuts risk or flips defensive with SQQQ/SOXS (inverse Nasdaq/semis), BTAL (defensive long‑short), and TMV or TMF (short/long Treasuries) based on interest‑rate trends. Uses PDBC for commodities. Daily rebalance. K‑1 free.
A tactical, K‑1‑free “All‑Weather” mix that tilts into growth in calm uptrends (TQQQ) and turns defensive in stress (SQQQ/SOXS, BTAL). It flips between long and short Treasuries (TMF/TMV) as rates change and adds commodities (PDBC), aiming to beat the S&P 500 over time.
Out-of-sample resilience: beta ~0.75, max drawdown 15.8% vs 18.8% for the S&P, and Calmar 1.26 across 1,049 days. Delivers steadier, risk-adjusted growth with less downside than 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) | $1.9M | 2026-10-11 | |
| Backtest regulatory fees | $5,856 | 2026-10-11 | |
| Backtest slippage cost | $47k | 2026-10-11 |
| AI categories (Composer) | crash protection, k-1 free, leveraged etfs, multi-asset, risk-managed, tactical, trend & mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,753 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBC", "FLOT", "GDX", "HYG", "IEF", "IEI", "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" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,876 | 2026-10-11 | |
| Out-of-sample length | 719 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 58.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 19k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.94% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.13% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -8.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -8.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.97% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.96 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.16% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
