Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, multi-asset strategy that chases strong or deeply washed‑out tech, but shifts to Treasuries, staples, or cash-like bills when trends weaken. Separate sleeves trend-follow oil, commodities, gold, and the US dollar for diversification.
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.
11 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.
8.4% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 8.3% (DBC 13% × 0.37, DBO 3% × 1.00), 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. : 99% · 2026-10-19 ()
33.3% 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 ()
6 of 22 funds in its are : QID, QLD, SH, TMF, TYD, TYO
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 Leveraged ETFs 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’s a rules-based, multi-asset switcher. Think of RSI as a speedometer of how stretched prices are (low = washed out, high = overheated). Moving averages compare short vs long trends. Each sleeve picks one fund: often 2x tech when strong or washed out; otherwise Treasuries, staples, or cash-like T‑bills. Separate sleeves trend-follow oil, commodities, gold, and the US dollar. The portfolio equal-weights these sleeves and updates when signals change.
A rules-based, multi-asset strategy that chases strong or deeply washed‑out tech, but shifts to Treasuries, staples, or cash-like bills when trends weaken. Separate sleeves trend-follow oil, commodities, gold, and the US dollar for diversification.
Out-of-sample edge: higher risk-adjusted return (oos Sharpe 1.45 vs SPY 1.25), lower beta (0.56), smaller drawdowns (12.5% vs 18.8%), and Calmar ~1.41 across 986 days. A steadier growth path that captures tech momentum while hedging risk.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $254k | 2026-10-19 | |
| Backtest regulatory fees | $541 | 2026-10-19 | |
| Backtest slippage cost | $3,327 | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, currencies, leveraged etfs, momentum, multi-asset, relative strength, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 165 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "DBC", "DBO", "GLD", "IEF", "QID", "QLD", "QQQ", "SH", "SHV", "SHY", "SOXX", "SPY", "TLT", "TMF", "TYD", "TYO", "UUP", "XLE", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 35 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,394 | 2026-10-19 | |
| Out-of-sample length | 683 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.38% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2439% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.82% | ||
| Return, trailing 1 day (out-of-sample) | -1.13% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.43% | ||
| Return, trailing 1 week (out-of-sample) | -2.02% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 18.59% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.52% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.57% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.43% | ||
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.63 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.41 | ||
| Maximum drawdown, backtest period (backtest) | -12.50% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.50% | ||
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | ||
| Sortino ratio, backtest period (backtest) | 2.62 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 11.07% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.69% |
| Annualized turnover, backtest period (backtest) | 12.09 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.14 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.49% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
