Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based mix aiming for S&P‑like returns with smaller drawdowns. It shifts between growth (S&P/Nasdaq) and safety (short Treasuries, gold, US dollar) and adds oil only when it trends up, using strict triggers to cut risk and buy dips carefully.
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.
8 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.
1.2% 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. : 98% · 2026-10-11 ()
30.0% 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 ()
3 of 12 funds in its are : SSO, TMF, TQQQ
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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.
Daily, your money is split into 5 sleeves: <br>• 30% S&P risk switch: if SPY’s worst 10‑day drop <5% → SSO (2x S&P) + TMF (3x long Treasuries); else → SHY/VTIP (short‑term Treasuries) + GLD (gold).<br>• 10% always VOO (S&P 500).<br>• 20% Nasdaq dip: if QQQ −5% in 5d and not +5% in 1d → TQQQ (3x Nasdaq); else → SHY + GLD.<br>• 20% vol hedge: UUP (US dollar) + SHY.<br>• 20% oil/bond: if 21‑day oil (DBO) up → DBO; else → SHY + BSV.
A daily, rules‑based mix aiming for S&P‑like returns with smaller drawdowns. It shifts between growth (S&P/Nasdaq) and safety (short Treasuries, gold, US dollar) and adds oil only when it trends up, using strict triggers to cut risk and buy dips carefully.
Out-of-sample, this strategy yields higher risk-adjusted returns (OOS Sharpe ~1.30 vs SPY ~0.88), much lower drawdowns (15.4% vs 22.1%), and higher annualized return (16.0% vs 14.7%), delivering steadier gains than the S&P 500.
The strategy focus is to generate a similar return to the S&P 500 but with limited drawdown and volatility. Calmar ratio is maximised.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $57k | 2026-10-11 | |
| Backtest regulatory fees | $178 | 2026-10-11 | |
| Backtest slippage cost | $585 | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, daily rebalanced, drawdown control, hedged, leveraged etfs, multi-asset, risk-managed, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 47 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DBO", "GLD", "QQQ", "SHY", "SPY", "SSO", "TMF", "TQQQ", "UUP", "VOO", "VTIP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 |
| Remixes (copies) | 438 | 2026-10-11 | |
| Watchers | 431 | 2026-10-11 |
| Backtest length | 3,514 | 2026-10-11 | |
| Out-of-sample length | 1,167 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 13.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 467.87% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.45% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 10.87% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.01% | 2026-10-11 |
| Risk rating (Composer data field) | Aggressive | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.13% | 2026-10-11 |
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