Composer · investment strategy
by Composer Technologies · via Composer
Rides the strongest mega‑cap stocks in healthy uptrends; shifts to a defensive mix (Treasuries, gold, commodities, utilities, USD) if trends weaken or after sharp drops; if markets look overheated, temporarily hedges with volatility (UVXY).
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 2026-10-19
: 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%)
No funds
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 ()
2 of 31 funds in its are : TMF, 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 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.
Each day: 1) Is QQQ (Nasdaq‑100 fund) above its 175‑day average? If no, hold the best 3 of: TMF (long US Treasuries), GLD (gold), PDBC (broad commodities), XLU (utilities), IEO (oil & gas), USDU (strong US dollar). If yes: a) If QQQ dropped >7% in 2 weeks, use that same safe mix. b) If QQQ is “too hot” (RSI>79; a 0–100 heat gauge), buy UVXY (volatility). c) Else own the top 3 mega‑caps by 3‑month returns.
Rides the strongest mega‑cap stocks in healthy uptrends; shifts to a defensive mix (Treasuries, gold, commodities, utilities, USD) if trends weaken or after sharp drops; if markets look overheated, temporarily hedges with volatility (UVXY).
Out-of-sample: ~20.0% annualized return vs ~19.3% S&P, with beta ~0.77 and built-in hedges (defensive assets + volatility hedge). Strong upside and lower market sensitivity, but higher drawdown (~25.4% vs 18.8%).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.2M | 2026-10-19 | |
| Backtest regulatory fees | $13k | 2026-10-19 | |
| Backtest slippage cost | $113k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, defensive assets, mega-cap equities, momentum, risk management, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 52 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "BAC", "BRK/B", "COST", "DIS", "GLD", "GOOGL", "HD", "IEO", "JNJ", "JPM", "KO", "MA", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PFE", "PG", "QQQ", "TMF", "TSLA", "TSM", "UNH", "USDU", "UVXY", "V", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,982 | 2026-10-19 | |
| Out-of-sample length | 533 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 69.49% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 51k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.03% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.60% | ||
| Return, trailing 1 day (out-of-sample) | -1.83% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.59% | ||
| Return, trailing 1 week (out-of-sample) | -0.38% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.33% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.93% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.62% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -9.93% | ||
| SPY annualized return over the backtest window (backtest) | 13.61% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.74 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Maximum drawdown, backtest period (backtest) | -25.38% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.38% | ||
| Sharpe ratio, backtest period (backtest) | 1.83 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Sortino ratio, backtest period (backtest) | 3.15 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.54% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.37% |
| Annualized turnover, backtest period (backtest) | 31.44 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.25 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.50% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.78% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
