Composer · investment strategy
by Composer Technologies · via Composer
A weekly, rules‑based portfolio that rides strong, high‑quality stocks (and Eli Lilly) when conditions look healthy, but shifts to hedges—short S&P 500, Treasuries, or volatility—when the market looks overheated or drops sharply.
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.
7 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%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
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 ()
1 of 24 funds in its are : SH
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 Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 check.<br>- About 70%: own the fastest‑rising name from a shortlist of strong stocks/ETFs—unless the S&P 500 looks overheated (then short it) or there’s a sudden drop (then use volatility or Treasuries).<br>- About 30%: own Eli Lilly unless it looks overheated; same safety switches.
A weekly, rules‑based portfolio that rides strong, high‑quality stocks (and Eli Lilly) when conditions look healthy, but shifts to hedges—short S&P 500, Treasuries, or volatility—when the market looks overheated or drops sharply.
Weekly, rules-based momentum with hedges (short SPY, VIXM, Treasuries) targets higher out-of-sample upside: ~25.36% vs SPY ~22.13%, with Calmar ~0.73 for efficient risk-adjusted growth and diversification.
Proteus | HinnomTX
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $2,476 | 2026-10-11 | |
| Backtest slippage cost | $20k | 2026-10-11 |
| AI categories (Composer) | equities + etfs, hedged (inverse, risk-managed, tactical momentum, treasuries), volatility, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 145 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "APD", "BRK/B", "COST", "DBMF", "ENPH", "FLNG", "KLAC", "LLY", "MSFT", "NVDA", "QQQ", "SCHA", "SGML", "SH", "SHY", "SLB", "SM", "SPMD", "SPY", "STLD", "UNH", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,846 | 2026-10-11 | |
| Out-of-sample length | 905 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 100.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 125.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 41.05% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.71% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.43% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.28% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.66 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.50% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.82% | 2026-10-11 |
Collective2
Quantbase · Surmount
