Composer · investment strategy
by Composer Technologies · via Composer
Switches among US stocks, commodities, global stocks and Treasuries using long‑term strength and trends. In stock uptrends it favors 3x S&P/Nasdaq, with brief volatility bets (UVXY) when markets look overheated or whipsawing.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
No funds
: 37.4% (DBC 100% × 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. : 100% · 2026-10-11 ()
0.0% 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 ()
3 of 10 funds in its are : TQQQ, 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.
First, compare long‑term strength of US stocks (SPY) vs commodities (DBC). If stocks lead and trend up, buy UPRO or TQQQ (3x), except switch briefly to UVXY (volatility) when stocks look overheated/whipsaw. If stocks lag, own DBC if rising; else the strongest of EFA/EEM/TLT/EWZ/SHY. Rebalance on >5% drift.<br>Legend: SPY=US stocks; DBC=commodities; UPRO=3x S&P; TQQQ=3x Nasdaq; UVXY=VIX vol; EFA=dev ex‑US; EEM=emerging; TLT=long US Treas; SHY=short US Treas; EWZ=Brazil.
Switches among US stocks, commodities, global stocks and Treasuries using long‑term strength and trends. In stock uptrends it favors 3x S&P/Nasdaq, with brief volatility bets (UVXY) when markets look overheated or whipsawing.
Out-of-sample edge: Sharpe 1.26 vs SPY 1.15; annualized return ~60% vs ~19%; Calmar ~1.10. Cross-asset trend rotations with brief volatility tilts offer stronger upside, but expect larger drawdowns in downturns.
Overall Structure: The symphony uses a threshold-based rebalance strategy with a 5% drift allowance. Primary Decision Point: It compares the 400-day moving average return of SPY with the 385-day moving average return of DBC. If SPY's return is greater, it follows one investment path; otherwise, it follows another. SPY Dominant Path: Exponential Moving Average Check: If the 100-day EMA of SPY is greater than its 400-day EMA, it further evaluates the RSI of SPY. RSI Check: If SPY's 10-day RSI is greater than 71, it invests in the "UVXY" ETF, which is a volatility ETF. Otherwise, it evaluates the cumulative return of SPY over 5 days. Cumulative Return Check: If the 5-day cumulative return of SPY is less than -2.5%, it checks the 1-day cumulative return. If the 1-day return is greater than 4%, it invests in "UVXY"; otherwise, it invests in "UPRO", a leveraged S&P 500 ETF. If the 5-day return condition is not met, it selects the asset with the lowest 8-day moving average return between "UPRO" and "TQQQ" (a leveraged NASDAQ ETF). DBC Dominant Path: Exponential Moving Average Check: If the 100-day EMA of DBC is greater than its 400-day EMA, it invests in "DBC". Otherwise, it selects the asset with the highest 60-day cumulative return among a list of ETFs including "EFA", "EEM", "TLT", "EWZ", and "SHY". Investment Choices: The symphony uses a mix of equity ETFs, volatility ETFs, and bond ETFs to capture different market conditions. It dynamically shifts between these assets based on technical indicators and relative performance metrics. In summary, this symphony aims to capitalize on the relative strength of the S&P 500 versus commodities, using technical indicators to guide asset allocation decisions. It incorporates volatility and leveraged ETFs to potentially enhance returns during specific market conditions.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $276.0M | 2026-10-11 | |
| Backtest regulatory fees | $411k | 2026-10-11 | |
| Backtest slippage cost | $3.9M | 2026-10-11 |
| AI categories (Composer) | etf rotation, leveraged etfs, relative-strength rotation, risk-on/risk-off, trend-following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 41 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "EEM", "EFA", "EWZ", "SHY", "SPY", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 42 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 1,023 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 97.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2760k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 570.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.04% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.42% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.40% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.55% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
