Composer · investment strategy
by Composer Technologies · via Composer
A trend‑driven portfolio that leans hard into growth when the S&P 500 is strong, keeps a steady bonds+gold ballast, rotates to low‑volatility stocks and utilities when momentum fades, and adds small crash hedges if the near‑term trend breaks.
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 2026-10-19
: 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.
1.7% of weight in (IVV: 3.0%)
7 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% · 2026-10-19 ()
27.7% 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 ()
6 of 14 funds in its are : SOXL, SPXU, SQQQ, TMF, TQQQ, UGL
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.
Built from five equal sleeves using the S&P 500 (SPY) vs its 200‑ and 100‑day averages.<br>- Strong uptrend: add high‑growth bets (leveraged Nasdaq/semis and aerospace), keep a core in value/mega‑caps, plus bonds+gold and some low‑vol stocks.<br>- Weaker: rotate to low‑vol stocks, utilities, bonds, gold.<br>- Below 100‑day: add small crash hedges (inverse equity) and levered Treasuries/gold.
A trend‑driven portfolio that leans hard into growth when the S&P 500 is strong, keeps a steady bonds+gold ballast, rotates to low‑volatility stocks and utilities when momentum fades, and adds small crash hedges if the near‑term trend breaks.
Out-of-sample, this strategy aims for higher upside with better risk-adjusted growth than the S&P: about 37% annualized return, Sharpe ~1.29, Calmar ~2.30, diversified ballast; drawdowns can be larger (~16%).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $133k | 2026-10-19 | |
| Backtest regulatory fees | $115 | 2026-10-19 | |
| Backtest slippage cost | $593 | 2026-10-19 |
| AI categories (Composer) | defensive hedging, leveraged etfs, multi-asset, risk-on/risk-off, tactical asset allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 47 | 2026-10-19 | |
| Rebalance corridor width | 3.00% | ||
| 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[ "IAU", "IEF", "ITA", "IVE", "OEF", "SOXL", "SPLV", "SPXU", "SPY", "SQQQ", "TMF", "TQQQ", "UGL", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,886 | 2026-10-19 | |
| Out-of-sample length | 270 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 18.27% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1231% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.21% | ||
| Return, trailing 1 day (out-of-sample) | -2.27% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.58% | ||
| Return, trailing 1 week (out-of-sample) | -4.17% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 24.12% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 32.80% | ||
| Return, trailing 2 weeks (out-of-sample) | -7.37% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -2.93% | ||
| SPY annualized return over the backtest window (backtest) | 13.98% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.64 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.30 | ||
| Maximum drawdown, backtest period (backtest) | -28.55% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.10% | ||
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | ||
| Sortino ratio, backtest period (backtest) | 1.35 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.34% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.34% |
| Annualized turnover, backtest period (backtest) | 6.70 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.24 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.12% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.07% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
