Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, weekly plan with a panic switch to T‑bills. If TIP is rising, it owns the top‑trending big U.S. stocks; if not, it favors the best‑trending commodities and bonds. Uses gold (GLD), cash (BIL), and the dollar (USDU) as safety valves. 5% drift rebalancing.
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.
0.0% of weight in (IVV: 3.0%)
5 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. : 96% · 2026-10-11 ()
32.7% 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 ()
4 of 58 funds in its are : TBT, TMF, TMV, TYD
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 Macro signals 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.
1) Panic guard: If a fear‑gauge ETF (VIXY) has surged recently (a simple “speed” measure, RSI, >75), the portfolio parks in T‑bills (BIL). 2) Otherwise, check rates via inflation‑protected Treasuries (TIP) over ~3 months. If TIP is up, split across S&P/Nasdaq/Dow and buy the 3 strongest recent winners in each. If TIP is down, buy recent winners in commodities (incl. gold GLD, dollar USDU) and bonds. Reviewed weekly; trade only if >5% off target.
A rules‑based, weekly plan with a panic switch to T‑bills. If TIP is rising, it owns the top‑trending big U.S. stocks; if not, it favors the best‑trending commodities and bonds. Uses gold (GLD), cash (BIL), and the dollar (USDU) as safety valves. 5% drift rebalancing.
Out-of-sample tested strategy that aims to beat the S&P with lower market beta. OOS annualized return 25.35% vs SPY 20.10%, Sharpe ~1.27, beta ~0.60, Calmar ~1.06. Diversified, regime-switched momentum with built-in risk safeguards.
Changed canary switch from BND to TIP. Added cross mkt dual momentum search to sorting functions (+BIL, USDU, GLD). While designed weekly, this version set to threshold 5% because that's how it runs in the switchboard this is intended to monitor. Updated for '24 components (top 15 companies by index weight in SPY, DJIA and NASDAQ)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $256k | 2026-10-11 | |
| Backtest regulatory fees | $1,299 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | bonds, cash management, commodities, momentum, regime switching, tactical asset allocation, trend following, u.s. large caps, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 105 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 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", "BWX", "CAT", "COM", "COST", "CRM", "CSCO", "DBA", "DBB", "DBC", "EMB", "FAAR", "FTGC", "GBIL", "GLD", "GLTR", "GOOG", "GOOGL", "GS", "HD", "HON", "HYG", "IEF", "JPM", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "SHV", "TBT", "TIP", "TMF", "TMV", "TRV", "TSLA", "TYD", "UNH", "USDU", "V", "VGSH", "VIXY", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,375 | 2026-10-11 | |
| Out-of-sample length | 677 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2458% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.35% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.55% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.27% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 61.16 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.47% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
