Composer · investment strategy
by Composer Technologies · via Composer
A weekly, rules‑based portfolio that flips among three modes: sudden fear → strong U.S. dollar; stable rates → momentum leaders among big U.S. stocks; rate‑cut/unstable rates → momentum in bonds plus gold/energy/commodity names.
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.
5 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.
26.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
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 ()
32.3% 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 56 funds in its are : TBT, TMF, TMV, TYD, UBT
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 Macro signals 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.
Each week it asks: 1) Did the market’s fear gauge (VIX, via VIXY) just jump sharply? If yes, park in a fund that rises with a stronger U.S. dollar (USDU). 2) If not, have inflation‑protected Treasuries (TIP) been gaining over ~3 months? If yes, go risk‑on: own recent winners among big U.S. stocks (S&P 500, Nasdaq‑100, Dow). If no, go risk‑off: own recent winners in bonds plus gold/energy/commodity plays.
A weekly, rules‑based portfolio that flips among three modes: sudden fear → strong U.S. dollar; stable rates → momentum leaders among big U.S. stocks; rate‑cut/unstable rates → momentum in bonds plus gold/energy/commodity names.
Out-of-sample edge: ~60.8% annual return with a 16.0% max drawdown, Sharpe ~2.18 and Calmar ~3.80—better risk-adjusted performance than SPY. A weekly, regime-switching strategy diversified across stocks, bonds, gold/commodities, and USD.
Changed canary switch from BND to TIP. Added cross mkt dual momentum search to sorting functions (+BIL, USDU, GLD)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,986 | 2026-10-11 | |
| Backtest slippage cost | $16k | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, equities, momentum, multi-asset, regime switching, tactical asset allocation, usd hedge, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 98 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "ADM", "AEM", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "B", "BA", "BP", "BRK/B", "BWX", "CAT", "COP", "COST", "CRM", "CSCO", "EMB", "EOG", "FNV", "GOOG", "GOOGL", "GS", "HD", "HNRG", "HON", "IEF", "JNJ", "JPM", "LLY", "MCD", "META", "MSFT", "NEM", "NFLX", "NVDA", "PEP", "QCOM", "RGLD", "RIG", "TBT", "TIP", "TMF", "TMV", "TRV", "TSLA", "TYD", "UBT", "UNH", "USDU", "V", "VIXY", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,133 | 2026-10-11 | |
| Out-of-sample length | 356 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.36% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.50% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 39.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 39.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.64% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
