Composer · investment strategy
by Composer Technologies · via Composer
Weekly tactical strategy. If commodities trend up, own a basket of the strongest commodity/real‑asset funds plus broad commodities. Otherwise switch between a leveraged risk‑parity mix and defensive assets (gold, dollar, bonds, VIX) based on short‑term drops.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
No funds
: 53.3% (DBC 75% × 0.37, DBO 25% × 1.00), 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. : 100% · 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 ()
5 of 18 funds in its are : FAS, SOXL, TMF, 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.
Weekly. Step 1: if broad commodities (DBC) are up over ~1 month, hold ~2/3 in the two best real‑asset funds (gold GLD, oil DBO, agri DBA, miners GDX/XME/URNM/URA, timber WOOD, or long Treasuries TLT) and ~1/3 in DBC.<br>Else use risk‑on/off: big short‑term drops tilt to gold, the US dollar (UUP), long Treasuries (TMF) and sometimes VIX (UVXY); otherwise run a “risk‑parity” mix of 3x Nasdaq (TQQQ), 3x semis (SOXL), 3x financials (FAS) and 3x long Treasuries (TMF), sized by recent volatility. It uses recent % change, worst 10‑day drops, and inverse‑vol sizing (safer assets get larger weights).
Weekly tactical strategy. If commodities trend up, own a basket of the strongest commodity/real‑asset funds plus broad commodities. Otherwise switch between a leveraged risk‑parity mix and defensive assets (gold, dollar, bonds, VIX) based on short‑term drops.
Out-of-sample edge: Sharpe ~1.59 vs ~1.44; Calmar ~2.17; OOS return ~76.8% vs ~22.4%. Regime-aware commodity tilts and risk-parity sizing aim for higher, durable upside with disciplined risk vs the S&P 500.
oos 6/23/23
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $170k | 2026-10-11 | |
| Backtest regulatory fees | $207 | 2026-10-11 | |
| Backtest slippage cost | $1,518 | 2026-10-11 |
| AI categories (Composer) | commodities tilt, leveraged etfs, risk parity, risk-on/risk-off, tactical asset allocation, trend following, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 86 | 2026-10-11 | |
| Rebalance frequency | weekly | 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[ "BSV", "DBA", "DBC", "DBO", "FAS", "GDX", "GLD", "QQQ", "SOXL", "TLT", "TMF", "TQQQ", "URA", "URNM", "UUP", "UVXY", "WOOD", "XME" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 170 | 2026-10-11 | |
| Watchers | 80 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,699 | 2026-10-11 | |
| Out-of-sample length | 853 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1597% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 589.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.74% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.25% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.51% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -66.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.58% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.16% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
