Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio that blends trend and “speed/heat” signals. It leans into US tech in good times, shifts to T‑bills and hedges when hot/weak, adds gold/silver at extremes, times Treasuries, and flips emerging markets long/short.
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.
3 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.
0.1% of weight in (IVV: 3.0%)
3 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. : 87% · 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 ()
5 of 21 funds in its are : EUM, PSQ, QID, QLD, SH
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.
Rebalanced daily. 80% tactically trades stocks; 20% times long‑term Treasuries. It uses two gauges: trend (above/below average) and “speed/heat” (RSI 0–100; high=hot, low=cold). In healthy trends it leans into US tech (QQQ/XLK; sometimes 2× QLD). When overheated or weak, it moves to T‑bills (SHV) and hedges (PSQ/SH/QID = inverse NASDAQ/S&P). It may hold gold/silver (GLD/SLV) when stocks run hot. 25% of the stock sleeve times emerging markets (EEM/EUM) using bond‑vs‑stock strength.
A daily, rules‑based portfolio that blends trend and “speed/heat” signals. It leans into US tech in good times, shifts to T‑bills and hedges when hot/weak, adds gold/silver at extremes, times Treasuries, and flips emerging markets long/short.
Out-of-sample edge: 29.5% annualized vs SPY ~18.2%, max drawdown ~9% vs ~18.8%, Sharpe 1.63 vs 1.11, Calmar ~3.29. Lower risk, higher upside, disciplined risk-off in heat, daily rebalancing.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $12.0M | 2026-10-11 | |
| Backtest regulatory fees | $41k | 2026-10-11 | |
| Backtest slippage cost | $345k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, emerging markets, gold/silver, leveraged etfs, long/short, multi-asset, tactical allocation, treasuries, trend + mean reversion, us tech tilt | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 156 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "EEM", "EUM", "GLD", "IEI", "IGIB", "IOO", "IWM", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SLV", "SPY", "TLT", "VOX", "VTV", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 138 | 2026-10-11 | |
| Watchers | 41 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,763 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 45.48% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 120k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.20% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -12.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.69 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.94% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
