Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio: cautious levered tech only when the market’s trend is healthy and not overheated; can short Nasdaq in downtrends. Paired with trend‑driven commodities and gold, plus a steady staples slice. Often parks in T‑bills when signals are weak.
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.
0.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
: 4.8% (DBC 13% × 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. : 99% · 2026-10-11 ()
49.6% 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 : PSQ, QLD
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.
Approx weights: ~38% tech (QLD/PSQ/SHV), ~31% commodities (DBC+XME/SHV), ~19% gold (GLD/SHV), ~12% consumer staples (XLP).<br>RSI = 0–100 “heat” gauge; high = overheated, low = washed‑out. Moving averages = average price over X days; above/below shows trend.<br>Daily: If the S&P 500’s trend is up and not overheated across many indexes, hold 2× Nasdaq (QLD). If trend weak, often hold inverse Nasdaq (PSQ) unless too hot, then QLD. Commodities and gold are owned only when their trends are up (or deeply oversold for commodities); else park in T‑bills (SHV).
A daily, rules‑based portfolio: cautious levered tech only when the market’s trend is healthy and not overheated; can short Nasdaq in downtrends. Paired with trend‑driven commodities and gold, plus a steady staples slice. Often parks in T‑bills when signals are weak.
Out-of-sample edge: ~39% annualized return vs ~19.6% for S&P; Sharpe ~1.59 vs ~1.20; Calmar ~1.85; alpha ~0.15. Diversified trend system with hedges; higher growth and risk-adjusted return, with drawdown around 21% (vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7M | 2026-10-11 | |
| Backtest regulatory fees | $5,970 | 2026-10-11 | |
| Backtest slippage cost | $43k | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalanced, gold, leveraged tech, multi-asset, risk-managed, staples, tactical, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 105 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "IYY", "PSQ", "QLD", "QQQ", "SHV", "SPY", "VOX", "VTV", "XLF", "XLK", "XLP", "XME" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 605 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.02% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.57% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.44 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
