Composer · investment strategy
by Composer Technologies · via Composer
A daily, equal‑weight, multi‑asset trend strategy: when each market is above its ~4‑month average, it owns a higher‑octane fund (often 2–3×). When below, it shifts that sleeve to IEF bonds. Goal: ride uptrends, cut risk in downturns.
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.
0.5% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
: 5.4% (DBC 14% × 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. : 99% · 2026-10-11 ()
28.2% 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 ()
4 of 12 funds in its are : TNA, TQQQ, UGL, 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 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.
The portfolio is split into 7 equal parts: S&P 500 (UPRO), Nasdaq 100 (TQQQ), small caps (TNA), gold (UGL), commodities (DBC), long‑term Treasuries (TLT), real estate (VNQ). Each day, if today’s price is above its ~4‑month average, hold the aggressive fund (often 2–3×); if not, put that slice in IEF (7–10y Treasuries). Rebalanced daily.
A daily, equal‑weight, multi‑asset trend strategy: when each market is above its ~4‑month average, it owns a higher‑octane fund (often 2–3×). When below, it shifts that sleeve to IEF bonds. Goal: ride uptrends, cut risk in downturns.
Diversified trend strategy with risk-on/risk-off sleeves. Out-of-sample Calmar ~1.46 and max drawdown 13.7% vs SPY’s 18.8%, plus beta ~0.83. About 20% annualized return—similar upside with notably better downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $77k | 2026-10-11 | |
| Backtest regulatory fees | $315 | 2026-10-11 | |
| Backtest slippage cost | $1,410 | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, daily rebalance, diversified (stocks, gold, leveraged etfs, multi-asset, real estate), risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 30 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "IEF", "IWM", "QQQ", "SPY", "TLT", "TNA", "TQQQ", "UGL", "UPRO", "VNQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 959 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 13.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 666.47% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.39 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.08% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
