Composer · investment strategy
by Composer Technologies · via Composer
Rules-based plan that mostly owns U.S. stocks (VTI) in uptrends, shifts to staples (XLP), gold/TIPS, or cash-like T‑bills (BIL) when risk rises, and occasionally takes a small, aggressive tech rebound via TQQQ when conditions are extremely oversold.
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.
3 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.
2.5% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
0.0% 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 ()
1 of 10 funds in its are : TQQQ
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 Multi-asset 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.
Assets: VTI=US stocks; SPY=S&P 500; QQQ/TQQQ=big tech (TQQQ 3x); XLP=staples; TLT=long Treasuries; BIL=T‑bills (cash‑like); IAU=gold; TIP=inflation‑bonds; VIXM=volatility gauge.<br>Rules: Own VTI when trends are up; if fear spikes (VIXM hot), sit in BIL. In downtrends prefer XLP; if tech is deeply oversold, take a brief TQQQ swing. When cash yields are high, favor IAU+TIP; otherwise VTI. Lanes mix equally.
Rules-based plan that mostly owns U.S. stocks (VTI) in uptrends, shifts to staples (XLP), gold/TIPS, or cash-like T‑bills (BIL) when risk rises, and occasionally takes a small, aggressive tech rebound via TQQQ when conditions are extremely oversold.
Out-of-sample edge: Sharpe 1.60 vs SPY 1.42; max drawdown 11.5% vs 18.8%; Calmar 1.85; annual return ~21.3%. Diversified, rules-based strategy that lowers downside while preserving upside 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) | $120k | 2026-10-11 | |
| Backtest regulatory fees | $102 | 2026-10-11 | |
| Backtest slippage cost | $725 | 2026-10-11 |
| AI categories (Composer) | defensive tilt, risk-on/risk-off, tactical multi-asset, trend-following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 55 | 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) | 0.58 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IAU", "QQQ", "SPY", "TIP", "TLT", "TQQQ", "VIXM", "VTI", "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) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,954 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1101% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 93.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.98% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.27% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.12 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.29% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
