Composer · investment strategy
by Composer Technologies · via Composer
A tactical “sleep at night” plan: push hard into tech-led growth in calm uptrends, and quickly shift to Treasuries, cash, defensives, gold, managed futures, or hedges when markets overheat or crack. Goal: strong upside with smaller drawdowns.
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.
0.7% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 2026-10-19 ()
11.2% 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 ()
12 of 41 funds in its are : EEV, FAS, PSQ, SOXL, SPXL, SVIX, SVXY, TECL, TMF, TMV, TQQQ, 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 Macro signals 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.
Three sleeves switch using simple dials: heat (RSI, 0–100), trend (moving averages), and bumpiness (volatility). 1) Core: if tech is calm/trending, lean into growth (Nasdaq/tech/semis incl. 3x funds like TQQQ/TECL/SOXL/SPXL). If hot or falling, pivot to Treasuries (TLT/IEI), cash (BIL), defensives (VPU/XLP), gold (GLD/GDX), or hedges (VIXY/UVXY, PSQ). 2) KMLM sleeve: swaps between managed futures (KMLM), long/short (FTLS), bond/dollar tilts (TMF/TMV/UUP), or quick dip-buys. 3) Small EM sleeve: EEM on/off using inflation trend (RINF). Note: includes leveraged/inverse funds—swings can be large.
A tactical “sleep at night” plan: push hard into tech-led growth in calm uptrends, and quickly shift to Treasuries, cash, defensives, gold, managed futures, or hedges when markets overheat or crack. Goal: strong upside with smaller drawdowns.
Sleep-at-night strategy offers higher out-of-sample upside (~30.7% vs 24.4% SPY) with lower drawdowns (~12.4% vs 13.7%) and strong Calmar (~2.47). Tactical shifts to Treasuries, hedges, and managed futures balance growth and risk.
Sleep at night.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $170k | 2026-10-19 | |
| Backtest regulatory fees | $446 | 2026-10-19 | |
| Backtest slippage cost | $3,349 | 2026-10-19 |
| AI categories (Composer) | emerging markets, hedging, leveraged/inverse etfs, managed futures, momentum, risk-on/off, tactical allocation, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 234 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "CORP", "EEM", "EEV", "FAS", "FTLS", "GDX", "GLD", "IEF", "IEI", "IGIB", "IWM", "KMLM", "PSQ", "QQQ", "QQQE", "RINF", "SOXL", "SPXL", "SPY", "SVIX", "SVXY", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 397 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 87.90% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1605% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.72% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 51.70% | ||
| Return, trailing 1 day (out-of-sample) | -0.13% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.40% | ||
| Return, trailing 1 week (out-of-sample) | -2.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 18.20% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.52% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.40% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 17.82% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 7.06 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.47 | ||
| Maximum drawdown, backtest period (backtest) | -12.44% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.44% | ||
| Sharpe ratio, backtest period (backtest) | 3.32 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | ||
| Sortino ratio, backtest period (backtest) | 7.36 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.52 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.60% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.80% |
| Annualized turnover, backtest period (backtest) | 44.64 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.75 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.72% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.90% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
