Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, daily strategy that splits across tech, emerging markets, bonds, gold, and real estate, using trend and overbought/oversold signals to rotate among leveraged bull funds, inverse funds, Treasuries, and a volatility hedge.
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.
5 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.
0.1% of weight in (IVV: 3.0%)
4 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. : 80% · 2026-10-11 ()
100.0% 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 ()
15 of 24 funds in its are : DRN, DRV, EDC, EDZ, GLL, QLD, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, UGL, UPRO, UVXY
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 Aggressive risk 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.
Your money is split into 5 sleeves: tech/Nasdaq (12.7%), emerging markets (20.2%), bonds vs stocks timing (23.8%), gold (40.8%), and real estate (2.5%).<br>It checks trend (price vs 200‑day average) and short‑term “heat” (RSI = 0–100; >70 hot, <30 cold). In uptrends it holds bull ETFs (e.g., TQQQ=3x Nasdaq, UPRO/IVV=S&P). When too hot it may hedge with UVXY (volatility) or flip to inverse funds (SQQQ, TMV, GLL, DRV). In downtrends it prefers Treasuries (TLT/TMF) or the inverse funds. Rules run daily.
A rules-based, daily strategy that splits across tech, emerging markets, bonds, gold, and real estate, using trend and overbought/oversold signals to rotate among leveraged bull funds, inverse funds, Treasuries, and a volatility hedge.
Out-of-sample: 38.3% annualized vs 24.4% S&P, 1.21 Sharpe, 1.66 Calmar. Diversified across tech, EM, bonds, gold and real estate with dynamic risk controls—aiming higher upside with disciplined risk management than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $173.7M | 2026-10-11 | |
| Backtest regulatory fees | $250k | 2026-10-11 | |
| Backtest slippage cost | $2.3M | 2026-10-11 |
| AI categories (Composer) | inverse & volatility hedges, leveraged etfs, tactical allocation, tech/gold/em/reits, treasuries, trend/mean‑reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 200 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DRN", "DRV", "EDC", "EDZ", "EEM", "GLL", "IEI", "IGIB", "IVV", "IWM", "QLD", "SHV", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 67 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 390 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 91.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1737k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.46% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.62% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.98 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.55 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
