Composer · investment strategy
by Composer Technologies · via Composer
Rules-based switch: usually an equal-weight basket of 25 U.S. blue chips when trends look healthy; moves to cash (T‑bills) when markets are hot or jumpy; in rare deep selloffs, briefly buys a 3× tech fund for a rebound attempt. Rebalanced daily.
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.
26 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 26 shown.
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.
8.1% of weight in (IVV: 3.0%)
No funds
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 ()
3 of 34 funds in its are : TECL, TMF, TQQQ
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 Capital preservation 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.
Goal: mostly own big, steady U.S. companies or sit in cash; buy aggressive tech only in rare, washed‑out crashes.<br>It reads “thermometers”: TQQQ (fast Nasdaq), QQQ/SPY (broad stocks), and bond ETFs (TMF, BND, IEF, TLT). RSI = 0–100 heat gauge; high=hot, low=washed‑out. Max drawdown (10d)=worst dip; 25‑day average=trend.<br>If overheated or whipsawing, go to cash (BIL). In big drops, if very oversold, buy TECL (3× tech) for a bounce; else cash unless bonds look calm. In normal times, if trends are healthy and bonds aren’t jumpy, buy an equal-weight basket of 25 blue chips. Rebalances daily.
Rules-based switch: usually an equal-weight basket of 25 U.S. blue chips when trends look healthy; moves to cash (T‑bills) when markets are hot or jumpy; in rare deep selloffs, briefly buys a 3× tech fund for a rebound attempt. Rebalanced daily.
Simple, rules-driven strategy that mostly buys blue-chip stocks, sits in cash when risk is high, and only briefly deploys a tech-bounce bet. Out-of-sample return ~43.8% vs S&P ~20%, with strong risk controls (Calmar ~1.86) and disciplined drawdown management.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $3,224 | 2026-10-11 | |
| Backtest slippage cost | $27k | 2026-10-11 |
| AI categories (Composer) | blue-chip equities, cash proxy, leveraged etfs, mean reversion, risk-on/risk-off, tactical asset allocation, trend-following, volatility filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 173 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.54 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AA", "ABBV", "AXP", "BAC", "BIL", "BND", "C", "CAT", "CI", "CVX", "DD", "DIS", "GE", "GM", "HD", "HPQ", "IBM", "IEF", "JNJ", "JPM", "KO", "MMM", "MRK", "PFE", "QQQ", "SPY", "T", "TECL", "TLT", "TMF", "TQQQ", "VZ", "WMT", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,507 | 2026-10-11 | |
| Out-of-sample length | 614 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.66% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 142.50% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.44% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.95% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.69% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.68 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.28% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
