Composer · investment strategy
by Composer Technologies · via Composer
A daily, equal‑weighted, multi‑asset strategy that buys sharp 2‑day dips, steps aside or hedges when markets look overheated, uses trend filters to avoid slumps, and sits in a low‑vol stock‑bond‑gold mix when there’s no clear edge.
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.
1.0% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 6.8% (PDBC 14% × 0.48), 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. : 97% · 2026-10-19 ()
14.4% 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 : GLL, SDS, SVXY, TMF, TMV, UPRO
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 evenly across 7 sleeves: Bitcoin (GBTC), US stocks (UPRO/SDS), long Treasuries (TMF/TMV), gold (GLD/GLL), broad commodities (PDBC), managed futures (DBMF), and short volatility (SVXY). Each day each sleeve: 1) If price is above its trend line, hold it. 2) If not, buy only on a sharp 2‑day dip. 3) If it’s overheated, move to cash (BIL) or the opposite ETF. 4) Otherwise, park in a low‑vol mix of SPY/IEF/TLT/GLD.
A daily, equal‑weighted, multi‑asset strategy that buys sharp 2‑day dips, steps aside or hedges when markets look overheated, uses trend filters to avoid slumps, and sits in a low‑vol stock‑bond‑gold mix when there’s no clear edge.
Compelling diversified, tactical 7-sleeve strategy with trend filters and dip-buying. Out-of-sample Sharpe ~1.13 (higher than S&P), drawdown ~11% (vs ~19%), and Calmar ~1.47, delivering ~16.4% annualized returns—better risk-adjusted performance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $56k | 2026-10-19 | |
| Backtest regulatory fees | $260 | 2026-10-19 | |
| Backtest slippage cost | $1,741 | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, leveraged/inverse etfs, mean reversion, multi-asset, risk-parity defensive mix, tactical allocation, trend filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 140 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DBMF", "GBTC", "GLD", "GLL", "IEF", "PDBC", "SDS", "SPY", "SVXY", "TLT", "TMF", "TMV", "UPRO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 18 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,823 | 2026-10-19 | |
| Out-of-sample length | 514 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 26.98% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 463.49% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.41% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.92% | ||
| Return, trailing 1 day (out-of-sample) | -0.39% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.42% | ||
| Return, trailing 1 week (out-of-sample) | -1.22% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 7.65% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.96% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.54% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.18% | ||
| SPY annualized return over the backtest window (backtest) | 15.56% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.41 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | ||
| Maximum drawdown, backtest period (backtest) | -11.20% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.20% | ||
| Sharpe ratio, backtest period (backtest) | 1.61 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | ||
| Sortino ratio, backtest period (backtest) | 2.43 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.61% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.41% |
| Annualized turnover, backtest period (backtest) | 39.38 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.71 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.39% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
