Composer · investment strategy
by Composer Technologies · via Composer
Monthly mix: 30% JEPI income stocks + 30% DBMF managed‑futures diversifier, 25% tactical sleeve that flips between leveraged tech/semis or hedge/cash based on a Nasdaq trend check and short‑term signals, plus 15% in AAPL/COST/VTV sized by calmness.
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.
7 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.
1.4% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 91% · 2026-10-11 ()
24.8% 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% · 2026-10-11 ()
4 of 11 funds in its are : PSQ, SOXL, SQQQ, TQQQ
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Monthly rebalance.<br>- 30% JEPI (US stocks with option income).<br>- 30% DBMF (trend‑following futures diversifier).<br>- 25% tactical: If the Nasdaq is in an uptrend (short‑term avg > long‑term), buy the more “oversold” of TQQQ (3x Nasdaq) or SOXL (3x semis) by a 10‑day RSI (a heat score; lower = more beaten‑down). Otherwise hold one of SQQQ (3x short), PSQ (1x short), or BIL (T‑bills), picking the weakest 14‑day performer.<br>- 15% in AAPL/COST/VTV, tilted toward the calmer names (lower recent volatility).
Monthly mix: 30% JEPI income stocks + 30% DBMF managed‑futures diversifier, 25% tactical sleeve that flips between leveraged tech/semis or hedge/cash based on a Nasdaq trend check and short‑term signals, plus 15% in AAPL/COST/VTV sized by calmness.
Out-of-sample: 27.14% annualized return vs SPY's 23.42%, driven by income, trend-following futures, and a tactical sleeve. Higher upside in bull markets with diversified risk; note larger max drawdowns than SPY, but stronger diversification.
BT: 5/21/20 - Backtest includes dividends, keep in mind Composer does not auto-invest dividends
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $64k | 2026-10-11 | |
| Backtest regulatory fees | $13 | 2026-10-11 | |
| Backtest slippage cost | $88 | 2026-10-11 |
| AI categories (Composer) | covered call income, leveraged etfs, managed futures, multi-asset, risk-managed, tactical allocation, tech tilt, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "BIL", "COST", "DBMF", "JEPI", "PSQ", "QQQ", "SOXL", "SQQQ", "TQQQ", "VTV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 61 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,604 | 2026-10-11 | |
| Out-of-sample length | 898 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 541.13% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 135.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.69% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.87% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 3.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.58 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.68% | 2026-10-11 |
Collective2
Composer Technologies · Composer
