Composer · investment strategy
by Composer Technologies · via Composer
A rules-based mix of stocks, cash, bonds, gold, and Nasdaq hedges. It trims risk when markets are hot, buys select dips, rides trends with a stable stock basket, and uses bonds/gold for defense. 30% always sits in long Treasuries (TLT).
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.
7 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%)
1 fund (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. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
3 of 18 funds in its are : PSQ, QID, QLD
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.
30% stays in long‑term Treasuries (TLT). The rest follows rules. If stock indexes look overheated (RSI—a hot/cold score—very high), it shifts to cash‑like T‑bills (BIL) plus a mild Nasdaq hedge (PSQ). In strong trends it may park half in gold (GLD). After sharp Nasdaq drops it buys the dip (QQQ) only if oversold; otherwise holds T‑bills. In healthy uptrends it owns a low‑vol basket (AAPL, COST, LLY, NVO, COKE). In weak markets it rotates to cash, bonds, or short Nasdaq (PSQ/QID), and may use 2x QQQ (QLD) for bounces.
A rules-based mix of stocks, cash, bonds, gold, and Nasdaq hedges. It trims risk when markets are hot, buys select dips, rides trends with a stable stock basket, and uses bonds/gold for defense. 30% always sits in long Treasuries (TLT).
Out-of-sample, this strategy trims risk via diversification and 30% in long Treasuries, delivering smaller drawdowns (9.37% vs 18.76% SPY) and solid risk-adjusted returns (Calmar 1.71; Sharpe ~1.08).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.0M | 2026-10-19 | |
| Backtest regulatory fees | $16k | 2026-10-19 | |
| Backtest slippage cost | $140k | 2026-10-19 |
| AI categories (Composer) | bonds, equities, gold, hedged, mean reversion, multi-asset, risk-managed, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 103 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "BIL", "COKE", "COST", "GLD", "IOO", "LLY", "NVO", "PSQ", "QID", "QLD", "QQQ", "SPY", "TLT", "VOX", "VTV", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 543 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 40.22% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 69k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.06% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.43% | ||
| Return, trailing 1 day (out-of-sample) | 0.58% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.28% | ||
| Return, trailing 1 week (out-of-sample) | 2.63% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.18% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.91% | ||
| Return, trailing 2 weeks (out-of-sample) | 5.13% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.06% | ||
| SPY annualized return over the backtest window (backtest) | 10.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.80 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.71 | ||
| Maximum drawdown, backtest period (backtest) | -14.37% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.37% | ||
| Sharpe ratio, backtest period (backtest) | 2.17 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Sortino ratio, backtest period (backtest) | 3.85 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.17% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.76% |
| Annualized turnover, backtest period (backtest) | 32.83 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.90 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.79% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.22% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
