Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, multi-asset portfolio. It rides stock uptrends (often with 3x tech/semis), hedges when markets overheat (VIX), and goes defensive in downtrends (cash/Treasuries/shorts). Includes a dedicated energy/natural-gas long/short sleeve. Weights set by an optimizer.
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.
30 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 30 shown.
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.
2.9% of weight in (IVV: 3.0%)
19 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 0.7% (DBO 1% × 1.00, DBC 0% × 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. : 84% · 2026-10-19 ()
42.0% 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% · 2026-10-19 ()
35 of 92 funds in its are : AGQ, BIS, BOIL, CURE, DIG, DUG, EDC, EDZ, ERX, ERY, EUM, KOLD, PSQ, QID, QLD, RETL, SH, SMN, SOXL, SPXL, SPXS, SPXU, SQQQ, SVXY, TBF, TBT, TECL, TMF, TMV, TQQQ, TYO, UCO, 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.
It splits money across several rule-based mini-strategies set by an optimizer. Each day it checks simple gauges: trend (price vs moving average) and momentum heat (RSI, a 0–100 “thermometer”). If healthy, it leans into growth (often 3x tech/semis). If overheated, it adds VIX hedges. If weak, it shifts to T‑bills/Treasuries or inverse funds. A separate energy/nat‑gas sleeve flips long/short.
A daily, rules-based, multi-asset portfolio. It rides stock uptrends (often with 3x tech/semis), hedges when markets overheat (VIX), and goes defensive in downtrends (cash/Treasuries/shorts). Includes a dedicated energy/natural-gas long/short sleeve. Weights set by an optimizer.
Out-of-sample edge: annualized return 21.6% vs S&P 19.6%, max drawdown 15.6% vs 18.8%, Calmar 1.39, Sharpe ~1.17, beta ~0.58. A diversified, rules-based, multi-asset strategy delivering higher upside with lower market risk.
Swapped Feaver Hedge Block for V3. MPT used to determine allocation weights
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.2M | 2026-10-19 | |
| Backtest regulatory fees | $41k | 2026-10-19 | |
| Backtest slippage cost | $346k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, daily rebalance, leveraged etfs, mean-reversion, multi-asset tactical, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,726 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.08 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "BIL", "BIS", "BND", "BOIL", "BSV", "BTAL", "COKE", "CORP", "COST", "CURE", "DBA", "DBB", "DBC", "DBE", "DBO", "DIG", "DJP", "DUG", "EDC", "EDZ", "EEM", "ERX", "ERY", "EUM", "FCG", "GE", "GLD", "HYG", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXN", "IYY", "KOLD", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "RETL", "RINF", "SH", "SHV", "SMH", "SMN", "SOXL", "SOXX", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TBF", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYO", "UCO", "UGL", "UNG", "UPRO", "URA", "USO", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VPU", "VTI", "VTV", "WTMF", "XBI", "XLE", "XLF", "XLK", "XLP", "XLU", "XME", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,663 | 2026-10-19 | |
| Out-of-sample length | 531 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 65.54% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 152k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.40% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.25% | ||
| Return, trailing 1 week (out-of-sample) | -2.31% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.56% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.18% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.31% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.40% | ||
| SPY annualized return over the backtest window (backtest) | 14.38% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.22 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Maximum drawdown, backtest period (backtest) | -15.55% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.55% | ||
| Sharpe ratio, backtest period (backtest) | 3.29 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Sortino ratio, backtest period (backtest) | 6.82 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.73% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.02% |
| Annualized turnover, backtest period (backtest) | 37.26 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.74 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.52% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.05% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
