Composer · investment strategy
by Composer Technologies · via Composer
Defaults to QQQ. If a rising‑rates gauge (TBT) jumps ≥10% over ~60 days, it rotates into a 50% fixed inflation basket and 50% in the single most volatile pick from that list (plus QQQ). Rebalanced daily.
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.
5 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.
10.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
: 3.8% (DBC 10% × 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. : 100% · 2026-10-11 ()
10.0% 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 7 funds in its are : TBF, TBT
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.
It watches TBT (a fund that goes up when long‑term US Treasury bonds fall). If TBT rose ≥10% in the last ~60 days, it assumes inflation/rising rates. Then: 50% goes to an inflation mix—DBC (broad commodities), GLD (gold), TBF (short long‑term Treasuries), XLE (oil/gas stocks), XLV (healthcare). The other 50% goes to whichever of those (plus QQQ, big tech/growth) had the biggest price swings over the last 14 days. Otherwise it holds QQQ. Rebalanced daily.
Defaults to QQQ. If a rising‑rates gauge (TBT) jumps ≥10% over ~60 days, it rotates into a 50% fixed inflation basket and 50% in the single most volatile pick from that list (plus QQQ). Rebalanced daily.
Inflation-hedge, regime-switch strategy that diversifies beyond the S&P. When rates rise, it allocates to inflation assets plus a volatility sleeve for potential protection and upside. OOS: 18.4% annualized, Calmar 0.81.
This symphony is a basket of assets designed to hedge against an inflation spiral scenario and includes consumer staples, gold, energy and agricultural commodities, and treasury shorts. This symphony was developed by Stoic Finance and Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $273k | 2026-10-11 | |
| Backtest regulatory fees | $467 | 2026-10-11 | |
| Backtest slippage cost | $3,714 | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalance, energy, gold, healthcare, inflation hedge, macro, regime switching, short treasuries, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.83 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "QQQ", "TBF", "TBT", "XLE", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,296 | 2026-10-11 | |
| Out-of-sample length | 797 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 21.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2634% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.09% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.99% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.04% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.51% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.23 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.47% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
