Composer · investment strategy
by Composer Technologies · via Composer
Half the money sits in a steady core (SCHD/SCHG plus DBMF/KMLM). The other half rotates daily: it rides strong trends (often tech/semis) and quickly flips to hedges, Treasuries, commodities, or cash when markets look risky—aiming to grow the core while limiting big losses.
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.
21 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.
2.4% of weight in (IVV: 3.0%)
13 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 2.9% (KMLM 13% × 0.16, PDBC 1% × 0.48, DBC 1% × 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. : 96% · 2026-10-11 ()
34.2% 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 ()
36 of 78 funds in its are : BITI, CURE, ERX, EUO, HIBL, MVV, PSQ, QID, QLD, SARK, SDS, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, SVXY, TARK, TBT, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UGL, UPRO, USD, UVIX, UVXY, YCS
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
- About half stays permanently in two buckets: (1) dividend + large-cap growth stocks (SCHD/SCHG) and (2) managed-futures diversifiers (DBMF/KMLM).<br>- The other half rotates daily. It buys fast movers (like 3x tech/semis) in uptrends, and flips to hedges (short QQQ, VIX funds), Treasuries, commodities, or cash when markets look stretched or weak.<br>- Rules use simple ideas: “Is price strong or weak lately?” and “Has it run too far too fast?” to decide what to hold.
Half the money sits in a steady core (SCHD/SCHG plus DBMF/KMLM). The other half rotates daily: it rides strong trends (often tech/semis) and quickly flips to hedges, Treasuries, commodities, or cash when markets look risky—aiming to grow the core while limiting big losses.
Out-of-sample edge: ~21% annualized return, Sharpe ~1.17, beta ~0.82, and ~18.6% max drawdown—delivering stronger risk-adjusted growth vs. the S&P 500 with a stable core and trend hedging.
This is a machine that turns volatile gains from YOLO symphonies into a stable earner that aggressively grows a pool of always held SCHD, DBMF, and KMLM dividend stocks while minimizing draw-down risk. Overall risk is adjustable by decreasing the percentage of BB+TQQQ. | Todo: make a no K-1 version and improve the std. deviation. | 🧪Proteus🧬
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $43k | 2026-10-11 | |
| Backtest regulatory fees | $136 | 2026-10-11 | |
| Backtest slippage cost | $895 | 2026-10-11 |
| AI categories (Composer) | dividend core, leveraged etfs, managed futures, multi-asset, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,195 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ARKF", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BSV", "COIN", "COST", "CURE", "DBA", "DBC", "DBMF", "DIA", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "KMLM", "MSTR", "MVV", "PDBC", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SCHD", "SCHG", "SDS", "SGOV", "SH", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "TARK", "TBT", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UDOW", "UGL", "UNH", "UPRO", "USD", "USDU", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VTI", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 957 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 332.02% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.25% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.54% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.19 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.60 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.25 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.61% | 2026-10-11 |
Collective2
Composer Technologies · Composer
