Composer · investment strategy
by Composer Technologies · via Composer
A quarterly, rules-based portfolio that mixes trend-following, short‑term sector “bounce” trades, and diversifiers. It adds leveraged S&P 500 in uptrends, de‑risks in downtrends, and balances with gold, commodities, managed futures, and anti‑beta.
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.
32 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 32 shown.
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.
2.0% 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. : 100% · 2026-10-19 ()
31.4% 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 ()
10 of 145 funds in its are : CURE, QID, SVXY, TBF, TECL, TMF, TMV, TQQQ, UGL, 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.
Every quarter it shifts money among 4 sleeves: 1) Trend sleeve adds risk when the market is rising (even using leveraged S&P 500), cuts risk when falling. 2) Sector “bounce” sleeve buys the worst recent sectors expecting a rebound. 3) Diversifiers (gold, commodities, managed futures, anti-beta). 4) A small fast-reacting sleeve. It gives less weight to jumpier picks.
A quarterly, rules-based portfolio that mixes trend-following, short‑term sector “bounce” trades, and diversifiers. It adds leveraged S&P 500 in uptrends, de‑risks in downtrends, and balances with gold, commodities, managed futures, and anti‑beta.
Out-of-sample: 22.07% annualized return vs S&P 20.65%; max drawdown 16.55% vs 18.76%; Calmar ~1.33. A quarterly, rules-based multi-asset strategy blending trend, mean-reversion, diversifiers, and leverage with built-in risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $362k | 2026-10-19 | |
| Backtest regulatory fees | $106 | 2026-10-19 | |
| Backtest slippage cost | $855 | 2026-10-19 |
| AI categories (Composer) | diversifiers, leveraged etfs, mean reversion, multi-asset, risk management, sector rotation, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 565 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.10 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ABT", "ACN", "ADBE", "ADI", "ADP", "AMD", "AMGN", "AMZN", "ASML", "AVGO", "BIL", "BKNG", "BND", "BRK/B", "BTAL", "CHTR", "COST", "CRM", "CSCO", "CURE", "CVX", "DBC", "DHR", "DIS", "EDV", "EXI", "FMF", "GBTC", "GILD", "GLD", "GOOG", "GOOGL", "HD", "HON", "IBM", "IDXX", "IEF", "INTC", "INTU", "ISRG", "IXC", "IXG", "IXJ", "IXN", "IXP", "JNJ", "JPM", "JXI", "KDP", "KLAC", "KO", "KXI", "LIN", "LLY", "LMT", "LRCX", "LULU", "MA", "MAR", "MCD", "MDLZ", "MDT", "MDY", "META", "MGV", "MRK", "MRVL", "MS", "MSFT", "MTUM", "MU", "MXI", "NFLX", "NKE", "NVDA", "NXPI", "ORCL", "PANW", "PEP", "PG", "PM", "PSA", "PYPL", "QCOM", "QID", "QQQ", "REGN", "RTX", "RXI", "SBUX", "SCHD", "SHY", "SLV", "SMH", "SNPS", "SOXX", "SPY", "SVXY", "TBF", "TECL", "TLT", "TMF", "TMO", "TMV", "TQQQ", "TSLA", "TXN", "UGL", "UMH", "UNH", "UNP", "UPRO", "UPS", "USDU", "UUP", "V", "VAW", "VCR", "VDC", "VDE", "VEU", "VFH", "VGT", "VHT", "VIS", "VNQ", "VOX", "VPU", "VRTX", "WDAY", "WMT", "XLB", "XLE", "XLF", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XOM", "XTL", "ZROZ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-19 |
| Remixes (copies) | 24 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,519 | 2026-10-19 | |
| Out-of-sample length | 530 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 43.19% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3524% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 51.50% | ||
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.48% | ||
| Return, trailing 1 week (out-of-sample) | -0.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -5.09% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -4.59% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.36% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -1.21% | ||
| SPY annualized return over the backtest window (backtest) | 15.30% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.40 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Maximum drawdown, backtest period (backtest) | -18.02% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.55% | ||
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Sortino ratio, backtest period (backtest) | 2.77 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.05% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.77% |
| Annualized turnover, backtest period (backtest) | 4.55 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.60 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.52% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.47% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
