Composer · investment strategy
by Composer Technologies · via Composer
A weekly, rules-based, multi-asset strategy that sidesteps volatility spikes into T‑Bills, goes risk‑on when TIP trends up, and otherwise owns the strongest mix of big‑cap stocks, gold/dollar, commodities, and bonds via momentum-based selection.
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.
6 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%)
4 funds (SEC N-PORT, as of 2026-05-31)
: 9.6% (DBC 26% × 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. : 99% · 2026-10-11 ()
32.5% 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 ()
4 of 59 funds in its are : TBT, TMF, TMV, TYD
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 follows 3 steps:<br>1) Panic check: If a volatility fund (VIXY) has been extremely “hot” over 10 days (RSI—a simple 0–100 hot/cold score—above 75), it parks in cash‑like T‑Bills (BIL).<br>2) If no panic: If inflation‑protected Treasuries (TIP) rose over ~3 months, it’s risk‑on. It buys the 3 strongest names from S&P/Nasdaq/Dow lists; in each list, cash (BIL), gold (GLD) or the U.S. dollar fund (USDU) can win a spot if they’re stronger than stocks.<br>3) If TIP hasn’t risen: it’s risk‑off and it buys the strongest commodity funds (broad baskets, metals, ag) and bond funds (Treasuries, aggregate, short‑term, some hedged). Rebalanced weekly.
A weekly, rules-based, multi-asset strategy that sidesteps volatility spikes into T‑Bills, goes risk‑on when TIP trends up, and otherwise owns the strongest mix of big‑cap stocks, gold/dollar, commodities, and bonds via momentum-based selection.
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P: Sharpe ~1.63 vs ~1.47, annualized return ~33% vs ~24%, and beta ~0.54, with built-in risk controls and weekly momentum to ride trends and sidestep spikes.
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) | $320k | 2026-10-11 | |
| Backtest regulatory fees | $524 | 2026-10-11 | |
| Backtest slippage cost | $4,323 | 2026-10-11 |
| AI categories (Composer) | momentum, multi-asset, risk management, tactical asset allocation, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 102 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BIL", "BND", "BNDX", "BRK/B", "BWX", "CAT", "COM", "COST", "CRM", "CSCO", "DBA", "DBB", "DBC", "EMB", "FAAR", "FTGC", "GBIL", "GLD", "GLTR", "GOOG", "GOOGL", "GS", "HD", "HON", "HYG", "IEF", "JNJ", "JPM", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "SHV", "TBT", "TIP", "TMF", "TMV", "TRV", "TSLA", "TYD", "UNH", "USDU", "V", "VGSH", "VIXY", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,375 | 2026-10-11 | |
| Out-of-sample length | 761 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3103% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 139.01% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.28% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.19% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.91 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.41 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.30 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.80% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
