Composer · investment strategy
by Composer Technologies · via Composer
70% in a high‑growth tech ETF. The other 30% is cash‑like unless tech weakens; then about 23% shifts into a 3× inverse small‑cap ETF to hedge, aiming to reduce drawdowns while keeping a tech core.
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.
2 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%)
1 fund (SEC N-PORT, as of 2026-06-30) · not identified: BOXX 29%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 62% · 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 4 funds in its are : SRTY
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 Thematic 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.
- 70% goes into WUGI, a high-growth tech-focused ETF. - The other 30% sits in BOXX (a cash-like ETF) unless tech weakens. - Tech is “weak” when WUGI’s price falls below its 65‑day average; then 23.4% of the portfolio moves into SRTY, a 3× inverse small‑cap ETF, to offset stock market risk. The remaining 6.6% stays in BOXX.
70% in a high‑growth tech ETF. The other 30% is cash‑like unless tech weakens; then about 23% shifts into a 3× inverse small‑cap ETF to hedge, aiming to reduce drawdowns while keeping a tech core.
Out-of-sample: ~22.9% annualized return vs ~20.7% on the S&P, with smaller drawdown (15.8% vs 18.8%) and Calmar ~1.45. Higher upside with better downside control from a tech-growth core and a capital-efficient hedge.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26k | 2026-10-11 | |
| Backtest regulatory fees | $8 | 2026-10-11 | |
| Backtest slippage cost | $60 | 2026-10-11 |
| AI categories (Composer) | cash alternative, core tech growth, tactical hedge, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.58 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BOXX", "SRTY", "WUGI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 948 | 2026-10-11 | |
| Out-of-sample length | 617 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 159.43% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.18% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.80% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.05% | 2026-10-11 |
Collective2
Composer Technologies · Composer
