Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio that flips between bullish or bearish Treasuries, rotates through safe assets (T‑Bills, bonds, gold, BTAL), and opportunistic QQQ/volatility hedges. Simple signals (trend, ‘hot/cold’ RSI, drawdowns) with cash as a fallback.
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.
10 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.
0.2% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 91% · 2026-10-11 ()
72.3% 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 40 funds in its are : FAS, FAZ, PSQ, SCO, SOXS, SPXU, SQQQ, SVIX, TBF, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, 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 Capital preservation 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.
Daily, it reads a few gauges and shifts between three roles.<br>1) Bonds: If Treasuries trend up (simple trend/RSI ‘hot/cold’), it owns long‑Treasury ETFs (TMF/TYD). If they slump or show stress, it scales into Treasury shorts (TMV/TYO) or holds T‑Bills (BIL/SHV).<br>2) Safety: Rotates T‑Bills, broad bonds (AGG/BND), gold (GLD) and BTAL.<br>3) Opportunity: Buys QQQ/TQQQ when trends look strong; otherwise uses hedges/volatility (PSQ/SQQQ/SPXU/UVXY/SVIX). Built‑in drawdown checks cut risk.
A daily, rules‑based portfolio that flips between bullish or bearish Treasuries, rotates through safe assets (T‑Bills, bonds, gold, BTAL), and opportunistic QQQ/volatility hedges. Simple signals (trend, ‘hot/cold’ RSI, drawdowns) with cash as a fallback.
Out-of-sample: ~37% annualized return vs ~22% for S&P, with Calmar ~1.17. A dynamic, rules-based rotation across bonds, cash, gold and vol/tech hedges seeks higher growth with diversified risk controls across regimes.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $300k | 2026-10-11 | |
| Backtest regulatory fees | $1,480 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | bond rotation, daily rebalance, leveraged etfs, mean reversion, multi-asset, risk management, tactical asset allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7,937 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "FAS", "FAZ", "GLD", "IEF", "PSQ", "QQQ", "QQQE", "SCO", "SHV", "SOXS", "SPXU", "SPY", "SQQQ", "SVIX", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLC", "XLE", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 97 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,121 | 2026-10-11 | |
| Out-of-sample length | 716 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 114.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2899% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 144.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.66% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.16% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.34% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.62 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 72.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
