Composer · investment strategy
by Composer Technologies · via Composer
A trend‑following mix of leveraged “risk” ETFs and diversifying “ballast.” It picks recent winners across 4 lookbacks, favors steadier positions, and intentionally overweights risk assets to chase upside while trying to soften drawdowns.
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.
15 positions as of 2026-10-19
: 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.
4.3% of weight in (IVV: 3.0%)
11 funds (SEC N-PORT, as of 2026-05-31)
: 10.8% (DBC 29% × 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. : 98% · 2026-10-19 ()
69.3% 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 ()
20 of 22 funds in its are : BIB, CURE, DRN, EDC, ERX, EURL, FAS, NAIL, RETL, SOXL, TMF, TQQQ, TYD, TYO, UDOW, UGE, UMDD, UPW, URTY, YCS
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.
It runs two buckets: “risk” funds that move a lot (e.g., TQQQ 3x Nasdaq, SOXL 3x chips, GBTC) and “ballast” that can offset drops (e.g., TMF 3x Treasuries, DBC commodities, YCS short yen; possibly KMLM managed futures). It ranks them over 4 past periods (1y, ~10m, 4m, 1m), buys the top 7 risk and top 2 ballast from each, averages those lists, then gives more weight to steadier picks to smooth dips. The risk bucket is counted multiple times, so the final mix leans risk‑on in uptrends.
A trend‑following mix of leveraged “risk” ETFs and diversifying “ballast.” It picks recent winners across 4 lookbacks, favors steadier positions, and intentionally overweights risk assets to chase upside while trying to soften drawdowns.
A diversified trend-following mix of leveraged risk assets and ballast designed to diversify your S&P exposure. Out-of-sample, it aims for upside in trends with ballast protection, offering a different risk/return profile (roughly 14% vs 17% annualized, with larger drawdowns) as a complementary sleeve rather than a direct substitute.
Select top risk assets and ballast assets with 4 lookbacks, group into risk and ballast sets, double up on risk set to increase risk budget, use inverse volatility to smooth out drops. Should have UPW=>UTSL, BIB=>LABU, UGE=>WANT, UDOW=>DUSL, DFEN, maybe CWEB in risk, KMLM in ballast
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $82k | 2026-10-19 | |
| Backtest regulatory fees | $42 | 2026-10-19 | |
| Backtest slippage cost | $280 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical allocation, trend-following, volatility weighting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 364 | 2026-10-19 | |
| Rebalance corridor width | 20.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIB", "CURE", "DBC", "DRN", "EDC", "ERX", "EURL", "FAS", "GBTC", "NAIL", "RETL", "SOXL", "TMF", "TQQQ", "TYD", "TYO", "UDOW", "UGE", "UMDD", "UPW", "URTY", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.11 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,550 | 2026-10-19 | |
| Out-of-sample length | 568 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 23.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 722.13% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.15% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.41% | ||
| Return, trailing 1 day (out-of-sample) | -0.34% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.11% | ||
| Return, trailing 1 week (out-of-sample) | -1.24% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 54.42% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 56.44% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.76% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.12% | ||
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.51 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | ||
| Maximum drawdown, backtest period (backtest) | -45.53% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.31% | ||
| Sharpe ratio, backtest period (backtest) | 0.93 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Sortino ratio, backtest period (backtest) | 1.27 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.26% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.07% |
| Annualized turnover, backtest period (backtest) | 5.81 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.70 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.87% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
