Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced, multi‑asset strategy that presses offense in calm, uptrending markets (leveraged Nasdaq, short‑vol) and flips to hedges in stress (VIX, dollar, T‑bills, gold, staples). It also trend‑trades bonds (TMF/TMV) and uses cross‑asset momentum.
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.
21 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%)
16 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 2.8% (DBC 8% × 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. : 80% · 2026-10-11 ()
47.5% 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 ()
8 of 30 funds in its are : PSQ, QLD, SH, SVXY, TMF, TMV, TQQQ, 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 Aggressive risk 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.
RSI is a speedometer of recent price moves: high = overheated, low = washed‑out. The strategy gauges if markets are calm or stressed. When calm and trends are up it buys growth via Nasdaq funds (QLD/TQQQ) or short‑volatility (SVXY), often paired with a defensive fund (BTAL). When stress rises it shifts to hedges: volatility up‑fund (UVXY), short‑term Treasuries (SHY/SHV), US dollar (UUP/USDU), gold (GLD), staples (XLP). A bond engine rides rate trends with TMF/TMV. A momentum sleeve picks recent winners across stocks, bonds, dollar, gold, and commodities (DBC).
A rules‑based, daily‑rebalanced, multi‑asset strategy that presses offense in calm, uptrending markets (leveraged Nasdaq, short‑vol) and flips to hedges in stress (VIX, dollar, T‑bills, gold, staples). It also trend‑trades bonds (TMF/TMV) and uses cross‑asset momentum.
Out-of-sample, this strategy outperforms on risk-adjusted returns: ~21.18% annualized vs SPY ~20.99%, Sharpe ~1.13, Calmar ~0.96. It grows in calm markets and hedges stress, aiming for steadier, higher upside 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) | $2.0M | 2026-10-11 | |
| Backtest regulatory fees | $4,923 | 2026-10-11 | |
| Backtest slippage cost | $37k | 2026-10-11 |
| AI categories (Composer) | crash hedging, interest-rate trading, leveraged etfs, momentum, multi-asset tactical, trend following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 476 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "DBC", "GLD", "HYG", "IEF", "IEI", "LQD", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SPY", "SVXY", "TIP", "TLT", "TMF", "TMV", "TQQQ", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXY", "VTIP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 56 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 827 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 20k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.99% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.00% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.70 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.87% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.47% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
