Composer · investment strategy
by Composer Technologies · via Composer
Quarterly mix of sector mean‑reversion and selective leverage. Buys recent laggards among sectors/Treasuries, holds diversifiers (gold, commodities, managed futures), and adds 3× S&P only in uptrends while flipping between defense and offense.
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.
10 positions as of 2026-10-19
: 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.
0.6% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 2.2% (DBC 6% × 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. : 73% · 2026-10-19 ()
16.7% 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% · 2026-10-19 ()
4 of 34 funds in its are : CURE, SVXY, TECL, UPRO
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 Leveraged ETFs 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.
Rebalanced quarterly. It uses four sleeves: (1) Sector rebound (~1/3): buy the 3 most recently beaten‑down from a list of all major stock sectors (US and global) plus US Treasuries. (2) Diversifiers (~1/5): gold, broad commodities, and managed‑futures (DBMF, KMLM). (3) Leverage (~1/3): add a 3× S&P fund (UPRO) only in uptrends; plus a 'beta flip' that buys recent losers among defense (long Treasuries) and offense (tech/health). (4) Dynamic (~1/8): tilt to the list (US or global) that lagged.
Quarterly mix of sector mean‑reversion and selective leverage. Buys recent laggards among sectors/Treasuries, holds diversifiers (gold, commodities, managed futures), and adds 3× S&P only in uptrends while flipping between defense and offense.
Diversified, rule-based strategy that blends sector mean-reversion, diversifiers, and selective leverage to capture reversals and reduce correlation with SPY. OOS return ~18.9% vs SPY ~19.1%, Calmar ~0.81—strong risk-adjusted resilience across regimes.
401K Quarterly Rebalance. Sector mean reversion and leverage between inversely correlated sets. (Live: Swap FMF/BTAL for DBMF/KMLM)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $132k | 2026-10-19 | |
| Backtest regulatory fees | $29 | 2026-10-19 | |
| Backtest slippage cost | $231 | 2026-10-19 |
| AI categories (Composer) | commodities, diversification, global sectors, leveraged etfs, managed futures, mean reversion, sector rotation, treasuries, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 188 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "CURE", "DBC", "EDV", "EXI", "FMF", "GLD", "IEF", "IXC", "IXG", "IXJ", "IXN", "IXP", "JXI", "KXI", "MXI", "RXI", "SPY", "SVXY", "TECL", "UPRO", "VAW", "VCR", "VDC", "VDE", "VEU", "VFH", "VGT", "VHT", "VIS", "VNQ", "VOX", "VPU", "ZROZ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-19 |
| Remixes (copies) | 25 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,292 | 2026-10-19 | |
| Out-of-sample length | 558 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 21.86% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1225% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.18% | ||
| Return, trailing 1 day (out-of-sample) | -0.18% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.46% | ||
| Return, trailing 1 week (out-of-sample) | 0.59% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 26.75% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 27.82% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.12% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.06% | ||
| SPY annualized return over the backtest window (backtest) | 14.13% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Maximum drawdown, backtest period (backtest) | -23.26% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.26% | ||
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Sortino ratio, backtest period (backtest) | 1.96 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.59% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.45% |
| Annualized turnover, backtest period (backtest) | 3.16 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.23 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.02% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.20% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
