Composer · investment strategy
by Composer Technologies · via Composer
A daily rules‑based portfolio that rides trends in 3× S&P/Nasdaq and Treasuries, buys big dips, and shifts to gold, the US dollar, defensive stocks, bonds, or volatility hedges when conditions worsen. Includes oil/nat‑gas/commodities trend sleeves.
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.
37 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 37 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.
3.5% of weight in (IVV: 3.0%)
21 funds (SEC N-PORT, as of 2026-05-31)
: 7.9% (DBO 6% × 1.00, DBC 6% × 0.37, KOLD 0% × -2.00), 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% · 2026-10-19 ()
35.7% 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% · 2026-10-19 ()
30 of 82 funds in its are : BOIL, CURE, DRIP, FAS, GUSH, KOLD, LABU, PSQ, QID, QLD, ROM, SH, SOXL, SOXS, SPXL, SPXS, SQQQ, SSO, SVXY, TBF, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, UCO, UPRO, 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.
Rebalances daily. First picks Risk‑On or Risk‑Off using simple signals: - RSI: 0–100 gauge of recent move speed; low=oversold (buy dips), high=overheated (hedge). - Volatility (std‑dev), recent max drop, and the 200‑day average decide if markets are calm/falling/trending. Risk‑On: ride trends with 3× UPRO/TQQQ and often 3× Treasuries (TMF), sized by recent volatility; also buys big 5‑day QQQ/SPY dips. Risk‑Off: shift to GLD (gold), UUP (US$), XLP (defensive), short‑term Treasuries, or volatility funds (UVXY/VIXY/SVXY). Side sleeves trend‑trade oil/nat‑gas/commodities and flip long/short Treasuries.
A daily rules‑based portfolio that rides trends in 3× S&P/Nasdaq and Treasuries, buys big dips, and shifts to gold, the US dollar, defensive stocks, bonds, or volatility hedges when conditions worsen. Includes oil/nat‑gas/commodities trend sleeves.
Regime-aware, daily-rebalanced strategy: lower risk and drawdown vs S&P (15.8% vs 18.8%), beta ~0.66, OOS Sharpe ~1.02, Calmar ~0.90. Diversified trend/hedge approach aims for steadier, risk-adjusted returns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $272k | 2026-10-19 | |
| Backtest regulatory fees | $651 | 2026-10-19 | |
| Backtest slippage cost | $4,759 | 2026-10-19 |
| AI categories (Composer) | buy-the-dip, commodities, energy, gold, leveraged etfs, risk-on/risk-off, tactical allocation, treasuries, trend/momentum, us dollar, volatility hedges | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,453 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.06 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "BIL", "BND", "BOIL", "BSV", "BTAL", "COP", "CURE", "CVE", "CVX", "DBC", "DBMF", "DBO", "DINO", "DRIP", "ENPH", "FAN", "FAS", "FCG", "GLD", "GUSH", "ICLN", "IEF", "IEI", "KOLD", "LABU", "MPC", "MSFT", "NVDA", "OILK", "PSQ", "QID", "QLD", "QQQ", "ROM", "SCHD", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SPLV", "SPXL", "SPXS", "SPY", "SQQQ", "SSO", "SVXY", "TAN", "TBF", "TECL", "TECS", "TIP", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TSM", "TYD", "TYO", "UCO", "UNG", "UPRO", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "VLO", "XLE", "XLK", "XLP", "XLU", "XLV", "XME", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,847 | 2026-10-19 | |
| Out-of-sample length | 532 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 56.87% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2616% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.28% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.21% | ||
| Return, trailing 1 day (out-of-sample) | -0.80% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.39% | ||
| Return, trailing 1 week (out-of-sample) | -0.06% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.81% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.54% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.97% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.64% | ||
| SPY annualized return over the backtest window (backtest) | 15.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.59 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Maximum drawdown, backtest period (backtest) | -15.84% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.84% | ||
| Sharpe ratio, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Sortino ratio, backtest period (backtest) | 6.12 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.60% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.14% |
| Annualized turnover, backtest period (backtest) | 24.08 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.79 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.96% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.20% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
