Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, risk-managed rotation across cash-like T‑bills, inverse stock hedges, growth stocks, Treasuries, gold, and emerging markets. Uses trend, overbought/oversold, and recent-drop signals to add risk in strength, buy dips selectively, and hedge in weakness.
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.
12 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.
0.1% of weight in (IVV: 3.0%)
2 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. : 90% · 2026-10-19 ()
0.0% 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% · 2026-10-19 ()
5 of 29 funds in its are : EUM, PSQ, QID, QLD, SH
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.
This rules-based strategy shifts between cash-like T‑bills (SHV), hedges that rise when stocks fall (PSQ, SH, QID), growth stocks/funds (QQQ, XLK, QLD or a hand‑picked stock basket), Treasuries (TLT), gold (GLD), and emerging markets (EEM/EUM). It reads trend (price vs moving average), “heat/cold” (RSI: 0–100; high=hot, low=cold), and recent drops. Hot → light hedge; cold → rebound plays; strong uptrend → growth; weak trend → bonds/cash/hedges.
Rules-based, risk-managed rotation across cash-like T‑bills, inverse stock hedges, growth stocks, Treasuries, gold, and emerging markets. Uses trend, overbought/oversold, and recent-drop signals to add risk in strength, buy dips selectively, and hedge in weakness.
Out-of-sample edge: ~21.9% annualized return vs 18.2% for the S&P, higher risk-adjusted Sharpe (~1.49 vs ~1.11), and smaller max drawdown (~10.4% vs ~18.8%). A diversified, rules-based strategy aimed at more upside with less risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.9M | 2026-10-19 | |
| Backtest regulatory fees | $38k | 2026-10-19 | |
| Backtest slippage cost | $324k | 2026-10-19 |
| AI categories (Composer) | long/short etfs, momentum and mean reversion, multi-asset, regime switching, risk-managed, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 165 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "AMZN", "COKE", "COST", "EEM", "EUM", "GLD", "IEI", "IGIB", "IOO", "IWM", "LLY", "NFLX", "NVDA", "NVO", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SPY", "TDG", "TLT", "VOX", "VTV", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 |
| Remixes (copies) | 58 | 2026-10-19 | |
| Watchers | 16 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,769 | 2026-10-19 | |
| Out-of-sample length | 543 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 46.00% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 129k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.92% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.67% | ||
| Return, trailing 1 day (out-of-sample) | -0.27% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.00% | ||
| Return, trailing 1 week (out-of-sample) | -0.13% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.95% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.62% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.62% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.42% | ||
| SPY annualized return over the backtest window (backtest) | 10.98% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.44 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | ||
| Maximum drawdown, backtest period (backtest) | -10.36% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.36% | ||
| Sharpe ratio, backtest period (backtest) | 2.68 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | ||
| Sortino ratio, backtest period (backtest) | 4.86 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.53 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.50% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.01% |
| Annualized turnover, backtest period (backtest) | 42.61 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.54 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.46% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.96% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
