Composer · investment strategy
by Composer Technologies · via Composer
High‑risk, tactical, daily‑rebalanced portfolio rotating among leveraged stock, bond, gold, and real‑estate ETFs. It follows trends, uses RSI to sidestep extremes, and adds a volatility hedge when markets look overheated.
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.
6 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. : 71% · 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.
Split into sleeves: US tech/stocks, emerging markets, gold, interest rates, and real estate. It checks the long‑term trend (is price above its 200‑day average?) and a short‑term “hot/cold” meter called RSI (0–100). Based on those, it holds bullish funds, bearish inverse funds, or Treasuries/cash. When stocks look overheated, it sometimes adds UVXY (a volatility spike hedge). Main funds: TQQQ/SQQQ (tech ±3x), TMF/TMV (Treasuries ±3x), UGL/GLL (gold ±2x), EDC/EDZ (EM ±3x), DRN/DRV (REITs ±3x). Rebalanced daily.
High‑risk, tactical, daily‑rebalanced portfolio rotating among leveraged stock, bond, gold, and real‑estate ETFs. It follows trends, uses RSI to sidestep extremes, and adds a volatility hedge when markets look overheated.
Out-of-sample, this trend-driven, multi-asset strategy shows higher risk-adjusted returns than the S&P 500: Calmar ~1.86 vs ~1.78 and ~45% annualized return vs ~24%, with hedges and diversification—though drawdowns can be larger in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7B | 2026-10-11 | |
| Backtest regulatory fees | $2.4M | 2026-10-11 | |
| Backtest slippage cost | $22.5M | 2026-10-11 |
| AI categories (Composer) | emerging markets, gold, leveraged etfs, reits, risk-on/off, tactical allocation, treasuries, trend/momentum, volatility hedge | 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) | 0.26 | 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) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 17 | 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) | 123.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16950k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.62% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 47.69% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 47.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.66% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.52% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
