Composer · investment strategy
by Composer Technologies · via Composer
Multi‑sleeve, daily‑rebalanced strategy trading gold, long Treasuries, Nasdaq‑tilted stocks, emerging markets, oil and natural gas. It follows trends and extreme moves, flipping between long, inverse or cash, and adds VIX hedges using leveraged ETFs.
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.
0.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30) · not identified: BOND 11%
: 11.1% (DBO 11% × 1.00), 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. : 78% · 2026-10-19 ()
44.5% 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 ()
19 of 43 funds in its are : EDC, EDZ, GLL, KOLD, PSQ, QLD, SCO, SH, SOXL, SQQQ, TECL, TMF, TMV, TQQQ, UCO, UDN, 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.
It splits money into sleeves: gold; long U.S. Treasuries; U.S. stocks (Nasdaq‑100 tilt); emerging markets; oil and natural gas; plus a hedge sleeve.<br>Each sleeve uses two cues: trend (price vs its average) and a quick‑move gauge (very high = overheated, very low = washed‑out). It buys in uptrends; in downtrends it may switch to funds that rise when prices fall or to T‑bills. When stocks look overheated it adds VIX‑linked hedges. It mostly uses 2x/3x ETFs and rebalances daily.
Multi‑sleeve, daily‑rebalanced strategy trading gold, long Treasuries, Nasdaq‑tilted stocks, emerging markets, oil and natural gas. It follows trends and extreme moves, flipping between long, inverse or cash, and adds VIX hedges using leveraged ETFs.
Out-of-sample return: 29.18% vs SPY 25.35%. A diversified, rule-based sleeves strategy with VIX hedges aims for bigger upside and solid risk-adjusted performance (Calmar ~2.11). Drawdowns are higher, but hedges boost resilience.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $103.2M | 2026-10-19 | |
| Backtest regulatory fees | $203k | 2026-10-19 | |
| Backtest slippage cost | $1.9M | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, equities, leveraged etfs, mean‑reversion, tactical allocation, trend/momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 443 | 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[ "AGG", "BIL", "BOND", "DBO", "EDC", "EDZ", "EEM", "FCG", "GLL", "IEF", "IEI", "IGIB", "IVV", "IWM", "KOLD", "PSQ", "QLD", "QQQ", "RINF", "SCO", "SH", "SOXL", "SOXX", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UDN", "UGL", "UNG", "UPRO", "UUP", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 |
| Remixes (copies) | 88 | 2026-10-19 | |
| Watchers | 26 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,663 | 2026-10-19 | |
| Out-of-sample length | 389 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 88.82% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1032k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 47.72% | ||
| Return, trailing 1 day (out-of-sample) | 1.53% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.55% | ||
| Return, trailing 1 week (out-of-sample) | -0.37% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 19.45% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 27.62% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.63% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.98% | ||
| SPY annualized return over the backtest window (backtest) | 14.38% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.42 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | ||
| Maximum drawdown, backtest period (backtest) | -13.85% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.85% | ||
| Sharpe ratio, backtest period (backtest) | 3.36 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | ||
| Sortino ratio, backtest period (backtest) | 7.11 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.50% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.01% |
| Annualized turnover, backtest period (backtest) | 38.35 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.36 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.95% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.01% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
