Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven, multi‑asset portfolio that shifts among tech‑heavy stocks, Treasuries, cash‑like bills, hedges, and commodities using simple trend/overheated/oversold checks to pursue growth with fast drawdown control.
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.
29 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 29 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.
1.0% of weight in (IVV: 3.0%)
16 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 0.9% (DBO 1% × 1.00, DBC 1% × 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. : 90% · 2026-10-19 ()
13.7% 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 ()
19 of 72 funds in its are : BOIL, EUM, KOLD, PSQ, QID, QLD, SH, SOXL, SOXS, SPXL, SQQQ, 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 Multi-asset 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 asks: 1) Trend: is price above its recent average? 2) Heat: a quick “speedometer” (RSI)—is it overheated or washed‑out? 3) Recent damage. Based on that it rotates among: growth stocks (esp. tech), cash‑like T‑bills, long Treasuries, hedges that rise when stocks fall, and diversifiers (gold, oil, broad commodities, U.S. dollar). Small sleeves trade volatility and energy to hedge.
A daily, rules‑driven, multi‑asset portfolio that shifts among tech‑heavy stocks, Treasuries, cash‑like bills, hedges, and commodities using simple trend/overheated/oversold checks to pursue growth with fast drawdown control.
Out-of-sample, this strategy shows stronger risk-adjusted returns and far tighter drawdowns vs the S&P 500: Sharpe 1.33 vs 1.17, max DD 8.7% vs 18.8%, Calmar 2.11, beta ~0.5, annualized ~18.4% vs 19.5%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.2M | 2026-10-19 | |
| Backtest regulatory fees | $6,963 | 2026-10-19 | |
| Backtest slippage cost | $57k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, hedged, mean reversion, multi-asset, risk-managed, tactical asset allocation, tech-tilt, trend following, volatility-aware | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,075 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.10 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BOIL", "BSV", "BTAL", "COKE", "CORP", "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", "SOXL", "SOXS", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VPU", "VTI", "VTV", "WOOD", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLU", "XME", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-19 |
| Remixes (copies) | 43 | 2026-10-19 | |
| Watchers | 23 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,499 | 2026-10-19 | |
| Out-of-sample length | 532 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 47.56% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 22k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.34% | ||
| Return, trailing 1 day (out-of-sample) | -0.15% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.30% | ||
| Return, trailing 1 week (out-of-sample) | -1.19% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.38% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.87% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.21% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.83% | ||
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.45 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | ||
| Maximum drawdown, backtest period (backtest) | -8.73% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.73% | ||
| Sharpe ratio, backtest period (backtest) | 3.34 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Sortino ratio, backtest period (backtest) | 7.28 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.55 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 11.89% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.40% |
| Annualized turnover, backtest period (backtest) | 35.84 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.86 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.22% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.32% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
