Composer · investment strategy
by Composer Technologies · via Composer
Two-part, rules-based portfolio: a 6‑month momentum core (stocks SSO, bonds TLT, gold GLD, cash SHV, commodities DBC, dollar UUP) plus a tactical sleeve that buys big‑tech dips (QQQ) or balances bonds with leveraged big‑tech (QLD). Sizes favor steadier assets.
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.
5 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.
0.8% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
: 9.5% (DBC 25% × 0.37), 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. : 99% · 2026-10-11 ()
36.5% 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 ()
2 of 8 funds in its are : QLD, SSO
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.
~65% holds the two strongest trends (by ~6‑month return) from: US stocks, long US Treasury bonds, gold, cash‑like T‑bills, broad commodities, and the US dollar.<br>~30% is tactical: if big‑tech (QQQ) just dropped >6% in ~2 weeks and a short‑term weakness meter says it’s washed‑out, it buys the dip; otherwise it either shifts to a defensive mix when bonds are stressed or runs a risk‑on balance of long bonds and leveraged big‑tech (QLD). Position sizes favor steadier assets.
Two-part, rules-based portfolio: a 6‑month momentum core (stocks SSO, bonds TLT, gold GLD, cash SHV, commodities DBC, dollar UUP) plus a tactical sleeve that buys big‑tech dips (QQQ) or balances bonds with leveraged big‑tech (QLD). Sizes favor steadier assets.
Two-layer strategy: cross-asset momentum core + tactical tech-dip buyer. Out-of-sample, smaller drawdowns (~10% vs ~19%), lower beta (~0.66), and solid risk-adjusted returns (OS Sharpe ~1.45) vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $221k | 2026-10-11 | |
| Backtest regulatory fees | $518 | 2026-10-11 | |
| Backtest slippage cost | $3,636 | 2026-10-11 |
| AI categories (Composer) | defensive hedging, etfs, leveraged etfs, momentum, multi-asset, risk parity, tactical allocation, trend-following, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "QLD", "QQQ", "SHV", "SSO", "TLT", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,821 | 2026-10-11 | |
| Out-of-sample length | 887 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2112% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.78% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 88.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.61% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -10.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.27% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 11.74% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 16.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
