Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, multi-asset strategy that shifts between leveraged tech, long/short Treasuries, volatility hedges, and defensive assets based on trend, momentum, and volatility. Seeks growth in calm trends and protection in shocks; uses leveraged/volatility ETFs (high risk).
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.
0.5% of weight in (IVV: 3.0%)
6 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. : 81% · 2026-10-11 ()
51.6% 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 25 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.
It watches three things: trend, momentum, and volatility.<br>- If markets are calm or trending up, it leans into offense (leveraged Nasdaq or long Treasuries).<br>- If stress rises or prices get extreme, it rotates to hedges (US dollar, gold, staples) or volatility (UVXY).<br>- A bond module flips between long/short long-term Treasuries as rates change.
A rules-based, multi-asset strategy that shifts between leveraged tech, long/short Treasuries, volatility hedges, and defensive assets based on trend, momentum, and volatility. Seeks growth in calm trends and protection in shocks; uses leveraged/volatility ETFs (high risk).
Out-of-sample, this strategy delivers similar annualized returns to the S&P 500 (≈21.63%) but with lower drawdowns (16.8% vs 18.8%), lower beta (≈0.82) and strong risk control (Calmar ≈1.29), offering smoother growth and downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9M | 2026-10-11 | |
| Backtest regulatory fees | $5,007 | 2026-10-11 | |
| Backtest slippage cost | $38k | 2026-10-11 |
| AI categories (Composer) | crash hedging, interest-rate driven, leveraged/inverse etfs, momentum, tactical multi-asset, 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", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 18 | 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) | 50.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 19k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.88% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.95% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.56% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.87% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.18% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
