Composer · investment strategy
by Composer Technologies · via Composer
Daily, it blends 9 simple signals to switch between 3x stock funds when trends are healthy and safe havens (Treasuries, dollar, gold/commodities, utilities, volatility) when they’re not. It keeps the 4 best‑performing signals and splits money.
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.
4 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.
1.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
75.0% 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 76 funds in its are : SPXL, SPXS, TBT, TMF, TMV, TQQQ, TYD, UDOW, UGL, UPRO, 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.
Each day 9 simple signals judge risk: SPY vs its 20/50/200‑day averages, tech vs utilities, lumber vs gold, bonds vs cash, and inflation‑linked bonds. A basic “overheated/volatility” gauge (RSI on QQQ/VIX funds) fine‑tunes. If risk on, it buys 3x stock funds (SPXL, TQQQ, UDOW). If risk off, it shifts to Treasuries, the US dollar, gold/commodities, utilities, or volatility funds. It then keeps the 4 signals with the best recent returns and splits money equally.
Daily, it blends 9 simple signals to switch between 3x stock funds when trends are healthy and safe havens (Treasuries, dollar, gold/commodities, utilities, volatility) when they’re not. It keeps the 4 best‑performing signals and splits money.
Out-of-sample annualized return ~33.7% vs SPY ~25.1%, backed by a diversified risk-on/risk-off framework that shifts to Treasuries, USD, or gold in downturns. Strong upside potential with adaptive risk control—accepts higher drawdowns for bigger long-run gains.
Collection of the "Common Trend Indicators" collected from the communities research of different research papers, blog posts, and general digging in to data. https://bit.ly/welcome-to-algo-investing
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $730k | 2026-10-11 | |
| Backtest regulatory fees | $3,086 | 2026-10-11 | |
| Backtest slippage cost | $24k | 2026-10-11 |
| AI categories (Composer) | cross-asset, leveraged etfs, momentum, multi-signal ensemble, risk-on/risk-off, tactical asset allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 288 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BIL", "BND", "BNDX", "BRK/B", "BTAL", "BWX", "CAT", "COM", "COST", "CRM", "CSCO", "DBA", "DBB", "DBC", "EMB", "FAAR", "FTGC", "GBIL", "GLD", "GLTR", "GOOG", "GOOGL", "GS", "HD", "HON", "HYG", "IEF", "IEO", "JNJ", "JPM", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "QQQ", "SHV", "SPXL", "SPXS", "SPY", "TBT", "TIP", "TMF", "TMV", "TQQQ", "TRV", "TSLA", "TYD", "UDOW", "UGL", "UNH", "UPRO", "USDU", "UUP", "UVXY", "V", "VGSH", "VIXM", "VIXY", "VWO", "WOOD", "XLK", "XLU", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.16 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,355 | 2026-10-11 | |
| Out-of-sample length | 741 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 58.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7196% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 135.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.46% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.13% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.79% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.18 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.65% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
