Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “go with what’s working” portfolio. It buys strong trends (often 3x tech/US stocks), buys dips when washed out, and hedges or switches to bonds/gold/cash or volatility when markets overheat. Includes EM, energy, and KMLM for diversification.
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.
36 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 36 shown.
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.
0.5% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31) · not identified: BOND 22%
: 5.7% (DBO 6% × 1.00), shown separately from fossil-fuel companies.
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 56% · 2026-10-11 ()
51.8% 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 ()
33 of 96 funds in its are : CURE, DRN, DUSL, EDC, EDZ, ERX, FAS, GLL, KOLD, LTL, PSQ, QLD, SCO, SH, SOXL, SPXL, SPXU, SQQQ, SVIX, SVXY, TECL, TMF, TMV, TQQQ, UCO, UDN, UGE, UGL, UPRO, UTSL, UVXY, UYM, WANT
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 Aggressive risk 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 asks: 1) Is price hot or cold (RSI = speed-of-move gauge)? 2) Is the trend up or down (moving averages)? 3) Did we just lurch (1–6 day swings)? If risk is on, it rides strong areas with 3x stock/tech funds. If risk is off, it flips to bonds, gold, cash, or volatility hedges. It can go long/short gold, bonds, EM, oil/gas. Adds KMLM (managed‑futures) as a diversifier that often helps in bear markets.
A daily, rules-based “go with what’s working” portfolio. It buys strong trends (often 3x tech/US stocks), buys dips when washed out, and hedges or switches to bonds/gold/cash or volatility when markets overheat. Includes EM, energy, and KMLM for diversification.
Out-of-sample shows this strategy beating the S&P on risk-adjusted returns: about 50% annualized vs 23%, Sharpe 2.19 vs 1.78, Calmar 3.03. Dynamic hedges, trend-following, and diversification aim to capture big gains while protecting on dips.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $188k | 2026-10-11 | |
| Backtest regulatory fees | $366 | 2026-10-11 | |
| Backtest slippage cost | $2,765 | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, em, leveraged etfs, managed futures, multi-strategy, sector rotation, tactical allocation, trend/mean-reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,764 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "AMZN", "AVGO", "BIL", "BND", "BOND", "BRK/B", "BSV", "BTAL", "COST", "CURE", "DBO", "DRN", "DUSL", "EDC", "EDZ", "EEM", "ERX", "FAS", "FCG", "FTLS", "GLD", "GLL", "GOOG", "HD", "IEF", "IEI", "IGIB", "IWM", "JPM", "KMLM", "KOLD", "LLY", "LTL", "MA", "META", "MSFT", "NVDA", "ORCL", "PG", "PSQ", "QLD", "QQQ", "QQQE", "SCO", "SH", "SHV", "SOXL", "SOXX", "SPXL", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TSM", "UCO", "UDN", "UGE", "UGL", "UNG", "UNH", "UPRO", "UTSL", "UUP", "UVXY", "UYM", "V", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "WANT", "WMT", "XLB", "XLC", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XOM", "XTL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 |
| Remixes (copies) | 316 | 2026-10-11 | |
| Watchers | 101 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,126 | 2026-10-11 | |
| Out-of-sample length | 337 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 92.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1776% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 72.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.75% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.40 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
