Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, multi-asset strategy that times tech, Treasuries, the dollar, gold, and volatility. It uses trend, “hot/cold” (RSI), momentum, and volatility signals to add leverage in calm uptrends and rotate to defensive hedges during stress or crashes.
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.
0.4% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 3.8% (DBC 10% × 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 ()
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 ()
8 of 26 funds in its are : PSQ, QLD, SH, SVXY, TMF, TMV, TQQQ, 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 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.
Four sleeves: 1) Vol check: if QQQ is overheated (RSI: 0–100; >80=hot) or jumpy, hedge with VIX funds/defensives; if calm and bonds beat cash, use leveraged QQQ; else hold short‑term Treasuries, staples, gold. 2) Rates: time long Treasuries by trend (price vs avg) and RSI; buy 3× long when up/not overbought; else short or shift to dollar/gold/staples. 3) Momentum: own the 2 strongest of stocks, Treasuries, gold, dollar, commodities, cash. 4) Crash‑catcher: on sharp drops buy volatility; after selloffs may buy leveraged QQQ or stay in safety.
A rules-based, multi-asset strategy that times tech, Treasuries, the dollar, gold, and volatility. It uses trend, “hot/cold” (RSI), momentum, and volatility signals to add leverage in calm uptrends and rotate to defensive hedges during stress or crashes.
Better risk control with similar growth: OOS return ~20.1% vs SPY 21.6%, but max drawdown 15.95% vs 18.76%, Calmar 1.26, beta ~0.81. A volatility-aware, multi-asset approach seeks steadier, downside-protected gains vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7M | 2026-10-11 | |
| Backtest regulatory fees | $4,848 | 2026-10-11 | |
| Backtest slippage cost | $36k | 2026-10-11 |
| AI categories (Composer) | crash hedging, dollar, gold, leveraged etfs, momentum, rates-driven bond timing, tactical multi-asset, treasuries, us stocks, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 276 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "DBC", "GLD", "IEF", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SPY", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 864 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.48% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.25% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.40 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
