Composer · investment strategy
by Composer Technologies · via Composer
A tactical, wheat‑first strategy: own WEAT when it’s winning and trending, trim it when it runs hot, and otherwise trade S&P/Nasdaq long or short (or hold short‑term Treasuries). The “trimmed” piece rotates into recent winners like gold, commodities, and Treasuries.
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.
8 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.
9.8% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 4.1% (PDBC 9% × 0.48), 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. : 98% · 2026-10-11 ()
8.2% 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 17 funds in its are : PSQ, QLD, SH, SSO, TBF
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 Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
First it asks: has wheat (WEAT) beaten the S&P 500 (SPY) over the last 6–36 months? If yes and WEAT is trending up, it buys WEAT. If WEAT looks overheated (RSI—an up/down “speedometer”—above 70), it scales down to 67% or 33% WEAT and puts the rest in the top 4 of gold/commodities/energy/treasuries/defensive sectors.<br>If wheat is weak or not leading, it runs an S&P/Nasdaq swing-trade that can go long, short, or sit in short-term Treasuries.
A tactical, wheat‑first strategy: own WEAT when it’s winning and trending, trim it when it runs hot, and otherwise trade S&P/Nasdaq long or short (or hold short‑term Treasuries). The “trimmed” piece rotates into recent winners like gold, commodities, and Treasuries.
Out-of-sample edge: lower drawdown (15.8% vs 18.8%), much lower beta (~0.71), solid risk-adjusted return (Sharpe ~1.29, Calmar ~1.17) with close-to-SPY upside. Wheat-first diversification provides steadier, better-protected exposure than SPY alone.
https://www.loom.com/share/c09102a366a24724a878e27a190617c7
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $65k | 2026-10-11 | |
| Backtest regulatory fees | $137 | 2026-10-11 | |
| Backtest slippage cost | $998 | 2026-10-11 |
| AI categories (Composer) | defensive rotation, long/short overlay, momentum & mean reversion, risk-managed, tactical multi-asset, trend following, wheat-focused | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,314 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "EXG", "GLD", "IEF", "PDBC", "PSQ", "QLD", "QQQ", "SH", "SHY", "SPY", "SSO", "TBF", "TLT", "WEAT", "XLE", "XLP", "XLV" ] | 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) | 0.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,846 | 2026-10-11 | |
| Out-of-sample length | 972 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.97% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 547.19% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.79% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.88% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 16.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.28 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
