Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, multi-asset portfolio. It always owns the 4 strongest models and uses trend, overbought/oversold, and volatility checks to shift among stocks, Treasuries, emerging markets, oil/nat gas, gold/agriculture, sectors, and currencies.
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.
“A daily, rules-based, multi-asset portfolio.”
“the 4 sub-strategies with the best 90-day gains”
“Trend: is price above/below its recent average?”
“Hot/Cold: RSI ≈ 0–100 “heat gauge” (>70 hot, <30 cold).”
“Volatility: are swings expanding or calming?”
“Daily, it splits money equally into the 4 sub-strategies with the best 90-day gains.”
27 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 27 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.
0.7% of weight in (IVV: 3.0%)
21 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM · not identified: UNL 5%
: -0.7% (KOLD 0% × -2.00), shown separately from fossil-fuel companies.
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 67% · 2026-10-11 ()
81.9% of weight in (SPY: 0%)
It holds (or may hold) these, but none of its stated rules mention it. Worth checking the source text. : 100% · 2026-10-11 ()
34 of 91 funds in its are : BIS, CURE, DRN, DUG, DUSL, EDC, EDZ, EEV, ERX, EUM, EUO, FAS, KOLD, LTL, QLD, SCO, SEF, SMN, SQQQ, SRS, SVXY, TBT, TECL, TMF, TMV, TQQQ, UGE, UGL, USD, UTSL, UVXY, UYM, WANT, YCS
It holds (or may hold) these, but none of its stated rules mention it. Worth checking the source text. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Daily, it splits money equally into the 4 sub-strategies with the best 90-day gains.<br>Each sub-strategy uses three simple checks:<br>- Trend: is price above/below its recent average?<br>- Hot/Cold: RSI ≈ 0–100 “heat gauge” (>70 hot, <30 cold).<br>- Volatility: are swings expanding or calming?<br>It then rotates among growth stocks (QQQ/TQQQ), US Treasuries (TLT/TMF/TMV), emerging markets (EDC/EDZ), oil & nat gas (USO/USL, UNG/UNL, KOLD), gold/agriculture (GLD/DBA), sectors, and short Yen/Euro (YCS/EUO).
A daily, rules-based, multi-asset portfolio. It always owns the 4 strongest models and uses trend, overbought/oversold, and volatility checks to shift among stocks, Treasuries, emerging markets, oil/nat gas, gold/agriculture, sectors, and currencies.
Out-of-sample, this adaptive multi-asset strategy outperforms SPY on risk-adjusted return: 32.6% annualized vs 16.3%, Sharpe 1.18 vs 0.98, Calmar 1.14. Drawdowns may be larger (~28.6% vs 18.8%) due to regime shifts.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.6M | 2026-10-11 | |
| Backtest regulatory fees | $23k | 2026-10-11 | |
| Backtest slippage cost | $183k | 2026-10-11 |
| AI categories (Composer) | bonds, commodities (oil/nat gas), currencies, leveraged etfs, multi-asset regime rotation, sectors, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 694 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BIS", "BRK/B", "BTAL", "CURE", "CWB", "DBA", "DBC", "DBP", "DRN", "DUG", "DUSL", "EDC", "EDZ", "EEM", "EEV", "EQNR", "ERX", "EUM", "EUO", "FAS", "FXY", "GDX", "GDXJ", "GLD", "IAI", "IEI", "IGIB", "IGV", "IHF", "IHI", "ITA", "ITB", "IVV", "IWM", "KCE", "KIE", "KOLD", "LNG", "LTL", "OIH", "PEJ", "QLD", "QQQ", "SCO", "SEF", "SHV", "SMH", "SMN", "SOXX", "SPY", "SQQQ", "SRS", "SVXY", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGE", "UGL", "UNG", "UNL", "USD", "USL", "USO", "UTSL", "UVXY", "UYM", "VEGI", "VIXY", "VLO", "VNQ", "VUG", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XME", "XOM", "XTL", "YCS", "ZROZ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 95 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,764 | 2026-10-11 | |
| Out-of-sample length | 465 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 158.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 76k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.80% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.03% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 67.41% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 67.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.61% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.16 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
