Composer · investment strategy
by Composer Technologies · via Composer
A monthly rotation that holds the two best performers among US stocks, long Treasuries, gold, commodities, and the US dollar—50/50. It aims to ride trends across major markets and adapt to risk-on/risk-off and inflation/deflation shifts.
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.
2 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.
1.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
: 18.7% (DBC 50% × 0.37), 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. : 100% · 2026-10-11 ()
0.0% 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 ()
0 of 5 funds in its are
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.
Each month, it looks at the last ~6 months of returns for 5 funds: US stocks (SPY), long US Treasuries (TLT), gold (GLD), broad commodities (DBC), and the US dollar (UUP).<br>It buys the top two and holds them 50/50 for the next month.<br>These cover major market forces (growth, rates, inflation, currency). Rotating to recent winners aims to ride trends and sidestep losers.
A monthly rotation that holds the two best performers among US stocks, long Treasuries, gold, commodities, and the US dollar—50/50. It aims to ride trends across major markets and adapt to risk-on/risk-off and inflation/deflation shifts.
A monthly cross-asset momentum strategy rotating into the top two macro assets (SPY, TLT, GLD, DBC, UUP). It delivers higher out‑of‑sample Sharpe (≈1.53) and lower drawdowns (≈12.3% vs 18.8%), with stronger risk‑adjusted returns than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $99k | 2026-10-11 | |
| Backtest regulatory fees | $44 | 2026-10-11 | |
| Backtest slippage cost | $317 | 2026-10-11 |
| AI categories (Composer) | cross-asset rotation, global macro, momentum/relative strength, monthly rebalance, tactical asset allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "SPY", "TLT", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,815 | 2026-10-11 | |
| Out-of-sample length | 988 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 12.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 889.50% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.06% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.06% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.33% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 3.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
