Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced “New Age 60/40” that times bonds and stocks using trend, momentum, and volatility. It adds leveraged Treasuries or tech beta in calm uptrends and pivots to dollar, gold, staples, anti‑beta, or volatility hedges when stress appears.
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.
19 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.
0.5% of weight in (IVV: 3.0%)
15 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 82% · 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 ()
11 of 32 funds in its are : PSQ, QLD, SH, SPXL, SQQQ, SVXY, TECL, 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 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.
A dynamic “60/40” that times bonds and stocks. It tracks long‑term Treasury trends (TLT): if rates fall, it buys Treasuries (sometimes 3x via TMF); if rates rise, it shifts to cash‑like Treasuries (SHY/SHV), US dollar (UUP/USDU), gold (GLD), staples (XLP), or anti‑beta (BTAL). Stocks are added when the market is calm/up (TQQQ/QLD/SPXL/TECL); during selloffs it hedges or flips to volatility (UVXY) or inverse QQQ (SQQQ). Rules use trend (moving averages), “hot/cold” gauges (RSI), and volatility.
A rules‑based, daily‑rebalanced “New Age 60/40” that times bonds and stocks using trend, momentum, and volatility. It adds leveraged Treasuries or tech beta in calm uptrends and pivots to dollar, gold, staples, anti‑beta, or volatility hedges when stress appears.
Out-of-sample, the strategy delivers tighter risk control with lower max drawdown and a strong Calmar ratio, while posting near-S&P upside. It uses dynamic hedges and regime shifts to protect capital in downturns and chase gains in uptrends.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $704k | 2026-10-11 | |
| Backtest regulatory fees | $1,520 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | bonds timing, dynamic asset allocation, leveraged etfs, momentum, risk hedging, tactical 60/40, trend-following, volatility regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 365 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.13 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "GLD", "HYG", "IEF", "IEI", "LQD", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 79 | 2026-10-11 | |
| Watchers | 54 | 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) | 39.78% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6940% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 7.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
