Composer · investment strategy
by Composer Technologies · via Composer
A defensive, rules‑based portfolio that parks most money in T‑bills and only takes short, tactical shots in growth, commodities, or hedges when clear signals appear. Goal: small drawdowns, steady yield, selective upside.
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.
35 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 35 shown.
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%)
21 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 1.1% (DBC 2% × 0.37, DBO 0% × 1.00, KOLD 0% × -2.00), 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. : 94% · 2026-10-19 ()
26.7% 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 ()
26 of 105 funds in its are : BOIL, EDC, EDZ, EUM, FAS, KOLD, PSQ, PST, QID, QLD, SH, SOXL, SOXS, SPXL, SQQQ, SSO, SVXY, TECL, TMF, TMV, TQQQ, UCO, UGL, 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.
Core idea: stay in T‑bills unless odds look great.<br>RSI = a hot/cold meter (high=very hot, low=washed‑out). Moving average = trend line.<br>If stocks get too hot, buy fear hedges (UVXY/VIXY). If they’re washed‑out but trend is up, take short bursts in growth (TQQQ/TECL/SOXL). Weak/unclear trend → T‑bills (BIL/SHV) or Treasuries (TLT/TMF), sometimes shorts (PSQ/SH). Add gold/oil only when their long‑term trend is up. Sizing favors steadier picks.<br>UVXY/VIXY=VIX fear funds; TQQQ/TECL/SOXL=levered tech; BIL/SHV=T‑bills; TLT/TMF=long Treasuries; PSQ/SH=short stock funds.
A defensive, rules‑based portfolio that parks most money in T‑bills and only takes short, tactical shots in growth, commodities, or hedges when clear signals appear. Goal: small drawdowns, steady yield, selective upside.
Out-of-sample: ~20.3% annual return vs SPY ~17.7%, peak drawdown ~9.6% vs ~18.8%, Sharpe ~1.30 vs ~1.06. A risk‑managed, opportunistic strategy that tends to beat the S&P with far lower max loss.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.8M | 2026-10-19 | |
| Backtest regulatory fees | $22k | 2026-10-19 | |
| Backtest slippage cost | $175k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, crash protection, global equities, leveraged etfs, mean reversion, multi-asset, rules-based, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,733 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.09 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AIA", "BGX", "BIL", "BND", "BOIL", "BSV", "BTAL", "BWZ", "COKE", "CORP", "COST", "DBA", "DBB", "DBC", "DBO", "EDC", "EDV", "EDZ", "EEM", "EEMV", "EMB", "EQWL", "EUM", "FAN", "FAS", "FCG", "GE", "GLD", "IAU", "ICLN", "IDU", "IEF", "IEI", "IGIB", "IGSB", "ILCG", "IOO", "IWM", "IYW", "IYY", "KOLD", "KRE", "LLY", "MGC", "NVO", "OEF", "PGR", "PSQ", "PST", "QID", "QLD", "QQQ", "RSPT", "SCHD", "SCHE", "SCHX", "SH", "SHV", "SHY", "SLV", "SOXL", "SOXS", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TAN", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGL", "UNG", "UPRO", "USD", "USMV", "USO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTI", "VTV", "VUG", "WOOD", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLU", "XME", "XMPT", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 |
| Remixes (copies) | 39 | 2026-10-19 | |
| Watchers | 23 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,721 | 2026-10-19 | |
| Out-of-sample length | 480 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 58.26% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 88k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.57% | ||
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.01% | ||
| Return, trailing 1 week (out-of-sample) | 0.17% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.53% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.34% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.44% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.35% | ||
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.63 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | ||
| Maximum drawdown, backtest period (backtest) | -10.34% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.59% | ||
| Sharpe ratio, backtest period (backtest) | 3.15 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 7.05 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.94% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.02% |
| Annualized turnover, backtest period (backtest) | 31.60 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.30 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.58% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.83% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
