Composer · investment strategy
by Composer Technologies · via Composer
A three-part portfolio: core index + T‑bills, a Big Tech momentum sleeve, and a tactical “airbag” that shifts among leveraged tech, Treasuries, commodities, and hedges using trend and overbought/oversold signals. Seeks big upside with active risk control; can be very volatile.
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 2026-10-11
: 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.
0.9% of weight in (IVV: 3.0%)
5 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. : 96% · 2026-10-11 ()
29.4% 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% · 2026-10-11 ()
20 of 49 funds in its are : CURE, DIG, ERX, HIBL, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TQQQ, UPRO, USD, 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 Capital preservation 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 your money into: (1) a simple core (S&P 500, global stocks, and T‑bills), (2) a Big Tech sleeve that holds the 2 strongest Big Tech names lately, and (3) an “airbag” that flips fast among 3x tech, Treasuries, commodities, and hedges. It uses RSI (a speed/heat gauge: high=hot, low=washed out) and moving averages (trend: price vs its long‑run average) to decide when to attack or defend.
A three-part portfolio: core index + T‑bills, a Big Tech momentum sleeve, and a tactical “airbag” that shifts among leveraged tech, Treasuries, commodities, and hedges using trend and overbought/oversold signals. Seeks big upside with active risk control; can be very volatile.
Out-of-sample, this strategy delivers bigger upside with disciplined risk: ~33.6% annualized return vs the S&P 500’s ~20%, Sharpe ~1.27 vs ~1.25, Calmar ~1.32, plus built-in hedges and rotation to weather drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $57k | 2026-10-11 | |
| Backtest regulatory fees | $127 | 2026-10-11 | |
| Backtest slippage cost | $947 | 2026-10-11 |
| AI categories (Composer) | big tech momentum, core index + t-bills, leveraged etfs, tactical multi-asset rotation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,346 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMZN", "BIL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EWZ", "GLD", "GOOG", "HIBL", "IEF", "IYK", "META", "MSFT", "MVV", "NVDA", "PDBC", "PUI", "PYPL", "QLD", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TBIL", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USD", "UUP", "UVXY", "VOO", "VT", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,046 | 2026-10-11 | |
| Out-of-sample length | 673 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 467.12% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.39% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.57% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.07 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.77 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
