Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “symphony” that rides tech uptrends, buys dips when momentum cools, and quickly shifts to T‑Bills, dividend stocks, bonds, or volatility hedges when risk rises. Adds commodities and managed futures for balance. Uses leverage; expect big swings.
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.
48 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 48 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.
1.1% of weight in (IVV: 3.0%)
35 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 1.3% (PDBC 2% × 0.48, UCO 0% × 2.00, BOIL 0% × 2.00, COM 1% × 0.15), 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. : 95% · 2026-10-19 ()
27.9% 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 ()
37 of 111 funds in its are : BOIL, CURE, ERX, EUO, FAS, GLL, KOLD, MVV, PSQ, QLD, SCO, SDS, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UDOW, UGL, ULE, UPRO, USD, UVXY, YCL, YCS
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.
Think of RSI as a speedometer of recent moves: high = overheated, low = washed‑out.<br>1) Ride tech when the trend is up (QQQ/TQQQ/TECL/SOXL).<br>2) If markets overheat or drop fast, shift to cash‑like T‑Bills (BIL/SGOV), dividends (VYM/SCHD), or volatility hedges (UVXY/VIXY).<br>3) Bond trend (TLT → TMF/TMV) tilts stock vs bond.<br>4) Small sleeves add commodities (PDBC, GLD, oil) and DBMF. Uses leverage; swings can be large.
A rules-based “symphony” that rides tech uptrends, buys dips when momentum cools, and quickly shifts to T‑Bills, dividend stocks, bonds, or volatility hedges when risk rises. Adds commodities and managed futures for balance. Uses leverage; expect big swings.
Lower-beta, risk-managed strategy with diversified sleeves (bonds, cash, commodities, hedges). OOS drawdown ~15.2% vs SPY ~18.8%, OOS Sharpe ~1.21, Calmar ~1.26—aims for steadier, risk-adjusted gains 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) | $83k | 2026-10-19 | |
| Backtest regulatory fees | $235 | 2026-10-19 | |
| Backtest slippage cost | $1,690 | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, leveraged etfs, mean-reversion, multi-asset, tactical, tech-heavy, trend-following, volatility-hedged | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,250 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| 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", "BIL", "BND", "BOIL", "BSV", "BTAL", "CCOR", "COM", "COMT", "COST", "CURE", "DBA", "DBB", "DBC", "DBMF", "DGRO", "EEM", "EFA", "EPI", "ERX", "EUO", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "EWZ", "FAAR", "FAS", "FTLS", "GLD", "GLL", "GLTR", "IEF", "IEI", "KOLD", "MORT", "MVV", "NOBL", "OILK", "PDBC", "PPLT", "PSQ", "PUI", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SCHD", "SCO", "SDS", "SGOV", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UDOW", "UGL", "ULE", "UNG", "UNH", "UPRO", "URA", "USD", "USDU", "USO", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "VNQ", "VNQI", "VTI", "VXX", "VYM", "WOOD", "XLE", "XLF", "XLK", "XLP", "XLU", "XLV", "XLY", "YCL", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 19 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,606 | 2026-10-19 | |
| Out-of-sample length | 717 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 39.28% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 727.02% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.15% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.05% | ||
| Return, trailing 1 day (out-of-sample) | -0.99% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.89% | ||
| Return, trailing 1 week (out-of-sample) | -1.70% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.33% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.30% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.58% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.48% | ||
| SPY annualized return over the backtest window (backtest) | 17.30% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.59 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.26 | ||
| Maximum drawdown, backtest period (backtest) | -15.17% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.17% | ||
| Sharpe ratio, backtest period (backtest) | 2.35 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Sortino ratio, backtest period (backtest) | 3.87 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.54% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.46% |
| Annualized turnover, backtest period (backtest) | 28.71 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.88 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.03% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
