Composer · investment strategy
by Composer Technologies · via Composer
Rules-based portfolio: mostly US stocks with a tech tilt, plus some international and managed futures. Rides uptrends, moves to T‑bills or staples when risk rises, and may buy tech dips with 2× QQQ or hedge in rare overheated markets.
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.
6 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.
1.5% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
: 0.8% (KMLM 5% × 0.16), 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. : 88% · 2026-10-11 ()
0.0% 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 ()
2 of 14 funds in its are : QLD, SH
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 Capital preservation 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.
Allocation: 40% broad US stocks (Vanguard Total Stock Market), 40% US tech (Vanguard Information Technology), 10% international (Vanguard Total International), 10% managed futures (CTA, KMLM). It holds these while trends are up. When volatility spikes, it parks in T‑Bills (1–3mo Treasuries). If bonds look weak, it shifts to Consumer Staples. On big tech selloffs (RSI, a 0–100 “speedometer,” <30) it may buy 2× QQQ; if markets get very hot (>80) it may hedge with an inverse S&P fund.
Rules-based portfolio: mostly US stocks with a tech tilt, plus some international and managed futures. Rides uptrends, moves to T‑bills or staples when risk rises, and may buy tech dips with 2× QQQ or hedge in rare overheated markets.
Out-of-sample beats the S&P 500: annualized return 27.6% vs 23.2%, Sharpe 1.54 vs 1.45, max drawdown 17% vs 18.8%. Diversified trend-following with risk-off hedging aims for higher growth with lower risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27k | 2026-10-11 | |
| Backtest regulatory fees | $16 | 2026-10-11 | |
| Backtest slippage cost | $113 | 2026-10-11 |
| AI categories (Composer) | international stocks, managed futures, risk managed, tactical asset allocation, technology tilt, trend following, us stocks, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 161 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.32 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CTA", "KMLM", "QLD", "QQQ", "SH", "SPY", "TLT", "VDC", "VEA", "VGT", "VIXM", "VTI", "VXUS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,152 | 2026-10-11 | |
| Out-of-sample length | 729 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.78% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 165.43% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.55% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 102.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.93% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.27% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.04% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.40 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
