Composer · investment strategy
by Composer Technologies · via Composer
A barbell: big, trend-following “defensive/alternatives” core, a small tech tilt, a small Costco/UnitedHealth core, and a tactical 2‑asset sleeve that rotates among stocks, long bonds, the US dollar, and commodities using 6‑month trends with risk-based sizing.
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.
“A 22% tactical sleeve that holds two of stocks/long bonds/US dollar/commodities”
“A large 60% sleeve that owns the 4 best performers over ~6 months from bonds, gold, commodities, and defensive sectors”
“Rebalance bands ~9%”
“owns the 4 best performers over ~6 months”
“whichever have the stronger 6‑month trends”
“picks 3 of 5 big tech names based on recent price swings and splits money evenly”
“sized so the calmer one gets more money”
11 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.
6.8% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
: 8.2% (DBC 22% × 0.37), shown separately from fossil-fuel companies.
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
15.8% of weight in (SPY: 0%)
It holds (or may hold) these, but none of its stated rules mention it. Worth checking the source text. : 100% · 2026-10-11 ()
3 of 22 funds in its are : TBF, TMF, UPRO
It holds (or may hold) these, but none of its stated rules mention it. Worth checking the source text. : 100%
Strategies that share its Leveraged ETFs 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.
2 missing
The text the rules are quoted from, with where it came from.
The portfolio has four parts.<br>1) A small core split between Costco and UnitedHealth.<br>2) A small tech slice that picks 3 of 5 big tech names based on recent price swings and splits money evenly.<br>3) A large 60% sleeve that owns the 4 best performers over ~6 months from bonds, gold, commodities, and defensive sectors.<br>4) A 22% tactical sleeve that holds two of stocks/long bonds/US dollar/commodities—whichever have the stronger 6‑month trends—sized so the calmer one gets more money. Rebalance bands ~9%.
A barbell: big, trend-following “defensive/alternatives” core, a small tech tilt, a small Costco/UnitedHealth core, and a tactical 2‑asset sleeve that rotates among stocks, long bonds, the US dollar, and commodities using 6‑month trends with risk-based sizing.
Out-of-sample, this strategy offers a safer ride and strong risk-adjusted performance vs the S&P. Max drawdown: 14.1% vs 18.8%; Calmar ~1.24; annualized return ~17.49% (OOS) vs SPY ~20.70%. Diversified macro/momentum mix aims for resilience across regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $174k | 2026-10-11 | |
| Backtest regulatory fees | $137 | 2026-10-11 | |
| Backtest slippage cost | $994 | 2026-10-11 |
| AI categories (Composer) | defensive core, hedged, leveraged sleeve, momentum rotation, multi-asset, tactical pairs, trend-following, volatility-weighted | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 98 | 2026-10-11 | |
| Rebalance corridor width | 9.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AVGO", "BTAL", "COST", "DBC", "GLD", "GOOGL", "IEF", "MSFT", "SHY", "SPY", "TBF", "TLT", "TMF", "TSLA", "UNH", "UPRO", "UUP", "XLE", "XLP", "XLV", "XME" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,640 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 21.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1638% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.74% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
