Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, multi-asset ETF strategy. It buys dips and rides uptrends in gold, Treasuries, tech/EM stocks, and oil/gas, but hedges or shorts when things look overheated. When signals are unclear, it parks in cash-like T‑bills or bonds. High risk.
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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30) · not identified: BOND 20%
: 10.0% (DBO 10% × 1.00), shown separately from fossil-fuel companies.
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 70% · 2026-10-19 ()
40.0% 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% · 2026-10-19 ()
19 of 42 funds in its are : EDC, EDZ, GLL, KOLD, PSQ, QLD, SCO, SH, SOXL, SQQQ, TECL, TMF, TMV, TQQQ, UCO, UDN, UGL, UPRO, 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 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.
It mixes 10 small rule sets across gold, long U.S. Treasuries, tech/QQQ, emerging markets, oil/gas, and volatility. Each day it asks: (1) Trend? Is price above its recent average. (2) Speed gauge (RSI 0–100): high = overheated, low = washed‑out. In uptrends it rides bullish funds; when overheated it hedges/shorts (incl. UVXY, which often jumps when stocks fall); when washed‑out it buys the dip; if unclear it parks in T‑bills/bonds. Uses some 2x/3x funds, so swings can be large.
A daily, rules-based, multi-asset ETF strategy. It buys dips and rides uptrends in gold, Treasuries, tech/EM stocks, and oil/gas, but hedges or shorts when things look overheated. When signals are unclear, it parks in cash-like T‑bills or bonds. High risk.
Out-of-sample, this strategy aims for higher upside (34.25% vs 25.50% S&P) with Calmar 2.25, using a rules-based, diversified mix (gold, bonds, tech, EM, oil) and hedges to pursue stronger growth with downside protection vs the S&P 500.
10 Combinations Oil, Natural Gas, Bonds, Gold, QQQ FTLT, HG, etc. 96% RR 11% DD
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $97.0M | 2026-10-19 | |
| Backtest regulatory fees | $192k | 2026-10-19 | |
| Backtest slippage cost | $1.8M | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, multi-asset tactical etf rotation, trend + mean reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 474 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BOND", "DBO", "EDC", "EDZ", "EEM", "FCG", "GLL", "IEF", "IEI", "IGIB", "IWM", "KOLD", "PSQ", "QLD", "QQQ", "SCO", "SH", "SHV", "SOXL", "SOXX", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UDN", "UGL", "UNG", "UPRO", "UUP", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-19 |
| Remixes (copies) | 20 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,669 | 2026-10-19 | |
| Out-of-sample length | 390 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 87.82% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 969k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 56.83% | ||
| Return, trailing 1 day (out-of-sample) | 1.38% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.31% | ||
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.53% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 35.83% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.27% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.65% | ||
| SPY annualized return over the backtest window (backtest) | 14.33% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.77 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.25 | ||
| Maximum drawdown, backtest period (backtest) | -15.21% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.21% | ||
| Sharpe ratio, backtest period (backtest) | 3.20 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Sortino ratio, backtest period (backtest) | 7.18 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.49 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.33% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.34% |
| Annualized turnover, backtest period (backtest) | 41.28 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.48 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.83% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.64% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
