Composer · investment strategy
by Composer Technologies · via Composer
Actively toggles between 10 S&P mega‑caps and a T‑Bill ETF. Uses RSI (recent‑move gauge) and moving averages (trend) to buy dips and ride uptrends, shifting to cash when momentum is weak or too hot. Tech/AI‑heavy with Alphabet double‑weight.
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.
10 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%)
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 ()
0 of 11 funds in its are
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 Technology 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.
The portfolio is split into 10 sleeves: Apple, Microsoft, Tesla, Meta, Google (GOOG & GOOGL), Nvidia, Berkshire, Amazon, UnitedHealth. Each sleeve either holds its stock or BIL (a T‑Bill ETF). It buys when a stock looks washed‑out (low RSI) or in an up‑trend (price above its recent average). RSI is a recent‑moves gauge (low=just fell, high=ran hot). Moving average is the average price over X days; above it implies up‑trend. Rebalances only if weights drift ~3%.
Actively toggles between 10 S&P mega‑caps and a T‑Bill ETF. Uses RSI (recent‑move gauge) and moving averages (trend) to buy dips and ride uptrends, shifting to cash when momentum is weak or too hot. Tech/AI‑heavy with Alphabet double‑weight.
Out-of-sample edge: Sharpe 1.56 vs SPY 1.35; return ~32% vs 21%; Calmar ~1.74; drawdown ~18.4%; beta ~1.02. Mega-cap+d cash overlay buys dips and rides trends for stronger risk-adjusted growth than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $279k | 2026-10-11 | |
| Backtest regulatory fees | $428 | 2026-10-11 | |
| Backtest slippage cost | $3,049 | 2026-10-11 |
| AI categories (Composer) | cash/t‑bill overlay, tactical trend/mean‑reversion, us large-cap equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 128 | 2026-10-11 | |
| Rebalance corridor width | 3.14% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.10 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BIL", "BRK/A", "GOOG", "GOOGL", "META", "MSFT", "NVDA", "TSLA", "UNH" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 65 | 2026-10-11 | |
| Watchers | 50 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,104 | 2026-10-11 | |
| Out-of-sample length | 990 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2695% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 198.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.10% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.42% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.16 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
