Composer · investment strategy
by Composer Technologies · via Composer
Tech-tilted US stock portfolio with two sturdy blue chips (Costco, UnitedHealth), small cash-like and defensive sleeves, plus a tiny leveraged tech bet and a tiny Nasdaq hedge. Rebalanced daily to keep target weights.
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.
9 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.
0.8% of weight in (IVV: 3.0%)
6 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. : 91% · 2026-10-11 ()
4.8% 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 ()
2 of 8 funds in its are : PSQ, TECL
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 Leveraged ETFs 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.
Fixed mix, rebalanced daily:<br>25% broad US stocks (VOO) + 25% extra tech (VGT).<br>15% Costco (everyday retail) and 15% UnitedHealth (health insurance).<br>7.5% cash-like T-bills (BIL) and 7.5% a steady-vs-jumpy long-short fund (BTAL) that can help in selloffs.<br>5% side bet: 4% fund that triples tech’s daily moves (TECL) + 1% small hedge that rises when the Nasdaq falls (PSQ).
Tech-tilted US stock portfolio with two sturdy blue chips (Costco, UnitedHealth), small cash-like and defensive sleeves, plus a tiny leveraged tech bet and a tiny Nasdaq hedge. Rebalanced daily to keep target weights.
Out-of-sample, this strategy outperforms on risk-adjusted terms: Sharpe 1.40 vs SPY 1.36, max drawdown 15.5% vs 18.8%, and Calmar ~1.29. It blends tech upside with defensive sleeves for steadier, risk-conscious growth vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $120k | 2026-10-11 | |
| Backtest regulatory fees | $117 | 2026-10-11 | |
| Backtest slippage cost | $146 | 2026-10-11 |
| AI categories (Composer) | blue-chip picks, daily rebalanced, defensive sleeves, leveraged satellite, long-short hedge, tech tilt, us large-cap core | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "COST", "PSQ", "TECL", "UNH", "VGT", "VOO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 962 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1098% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.32% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
