Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based mix of U.S. stocks, sectors, and commodities. It chases recent winners, sizes by recent calmness, and uses a gold/VIX sleeve for stress. Heavy use of leveraged ETFs—expect large ups and downs.
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.
13 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.
17.5% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31)
: 4.7% (UCO 2% × 2.00), 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% · 2026-10-11 ()
69.3% 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% · 2026-10-11 ()
15 of 24 funds in its are : CURE, DIG, FAS, ROM, RXL, TPOR, UCC, UCO, UGL, UJB, UPRO, UPW, URE, UVXY, UYG
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.
Five sleeves with fixed target weights.<br>- Core: a small, leveraged S&P 500 stake.<br>- Volatility hedge: split between gold and a VIX fund; the calmer one over the last month gets more weight.<br>- Sector momentum: hold the 2 strongest sectors over ~200 days (using leveraged ETFs).<br>- Large‑cap value tilt: spread across value/quality U.S. stock funds, giving more to the least volatile over ~1 month.<br>- Commodity momentum: for agri, metals, oil, uranium, timber, gold—own it only if its last 6 weeks beat cash; else sit in cash.
Aggressive, rules-based mix of U.S. stocks, sectors, and commodities. It chases recent winners, sizes by recent calmness, and uses a gold/VIX sleeve for stress. Heavy use of leveraged ETFs—expect large ups and downs.
Out-of-sample edge: ~24.8% annualized return vs 21.3% for SPY, Sharpe ~1.43 vs ~1.37, Calmar ~1.50, max drawdown ~16.5% vs ~18.8%. Lower beta ~0.81 means less market risk, with momentum/volatility hedges helping trends.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $39k | 2026-10-11 | |
| Backtest regulatory fees | $60 | 2026-10-11 | |
| Backtest slippage cost | $303 | 2026-10-11 |
| AI categories (Composer) | commodities, gold/vix hedge, leveraged etfs, momentum, multi-asset, sectors, tactical allocation, value tilt, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "CURE", "DBA", "DBB", "DIG", "FAS", "FNDX", "ROM", "RWL", "RXL", "SHV", "SPHB", "TPOR", "UCC", "UCO", "UGL", "UJB", "UPRO", "UPW", "URA", "URE", "UVXY", "UYG", "VTV", "WOOD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,172 | 2026-10-11 | |
| Out-of-sample length | 840 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 292.26% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.71% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.58% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.99% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.67% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.60 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
