Composer · investment strategy
by Composer Technologies · via Composer
A tactical, daily‑rebalanced portfolio that adds leveraged tech exposure in healthy uptrends, buys sharp dips, and shifts to Treasuries, cash, or simple short ETFs when risk rises. It diversifies with oil, gas, metals, gold, and selective volatility hedges to steady the ride.
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.
20 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.
1.4% of weight in (IVV: 3.0%)
12 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 2.2% (DBO 1% × 1.00, DBC 2% × 0.37, BOIL 0% × 2.00), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 95% · 2026-10-11 ()
37.1% 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 ()
17 of 66 funds in its are : BOIL, EUM, KOLD, PSQ, QID, QLD, SH, SPXL, SSO, SVXY, TBX, TECL, TMF, TMV, TQQQ, UCO, 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.
It’s a rules-based, daily‑checked portfolio. When US stocks trend up and aren’t “too hot,” it leans into growth (QQQ; TQQQ/QLD = leveraged QQQ). If they drop fast or get “cold,” it buys dips. If they weaken or get “too hot,” it shifts to safety: T‑bills (SHV/BIL), Treasuries (TLT/TMF), or simple short ETFs (PSQ/SH). It also runs trend‑filters for oil (DBO/UCO), natural gas (FCG; KOLD/BOIL), metals (XME), broad commodities (DBC), gold (GLD), and uses volatility ETFs (SVXY/UVXY/VIXY) sparingly as hedges.
A tactical, daily‑rebalanced portfolio that adds leveraged tech exposure in healthy uptrends, buys sharp dips, and shifts to Treasuries, cash, or simple short ETFs when risk rises. It diversifies with oil, gas, metals, gold, and selective volatility hedges to steady the ride.
Out-of-sample annualized return ~27.9% vs SPY ~19.3%; Sharpe ~1.24 vs ~1.17; Calmar ~1.31; max drawdown ~21.3% vs ~18.8%. A diversified, daily-rebalanced strategy that presses tech in uptrends and hedges with Treasuries/shorts.
Steadfast Portfolio leveraged up to a long term SD threshold of SPY
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.2M | 2026-10-11 | |
| Backtest regulatory fees | $7,126 | 2026-10-11 | |
| Backtest slippage cost | $55k | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalance, hedged, leveraged, mean-reversion, multi-asset, shorting, treasuries, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 969 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.13 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BOIL", "BSV", "BTAL", "COKE", "COST", "CPER", "DBA", "DBC", "DBO", "EEM", "EUM", "FAN", "FCG", "GE", "GLD", "ICLN", "IEF", "IEI", "IGIB", "IOO", "IWM", "IYY", "KOLD", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SHY", "SLV", "SOXX", "SPHB", "SPXL", "SPY", "SSO", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VTI", "VTV", "WOOD", "XLE", "XLF", "XLK", "XLP", "XME", "XOP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,493 | 2026-10-11 | |
| Out-of-sample length | 527 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 32k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.90% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 67.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.43% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.37% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.35% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.57% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.84% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
