Composer · investment strategy
by Composer Technologies · via Composer
Own six AI/tech names only while their short‑term price trend is stronger than their long‑term trend; otherwise shift those slices into a Treasury bond fund (IEF). Monthly rebalances dial stock exposure up or down.
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%)
1 fund (SEC N-PORT, as of 2026-05-31)
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 7 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 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.
Split the portfolio into 6 equal slices: NVDA, GOOGL (Alphabet), MSFT, AMD, INTC, and ISRG (surgical robots). For each slice: if the stock’s 50‑day average price is above its 200‑day average (a simple “uptrend”), hold the stock; otherwise put that slice in IEF, a 7–10 year U.S. Treasury bond fund. Rebalanced monthly.
Own six AI/tech names only while their short‑term price trend is stronger than their long‑term trend; otherwise shift those slices into a Treasury bond fund (IEF). Monthly rebalances dial stock exposure up or down.
AI/tech trend strategy with a Treasuries hedge. In out-of-sample tests it beats the S&P: oos Sharpe ~1.58 vs 1.14, annualized return ~43.6% vs 19.6%, max drawdown ~15.9% vs 18.8%, positive alpha, Calmar ~2.75.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $707k | 2026-10-11 | |
| Backtest regulatory fees | $100 | 2026-10-11 | |
| Backtest slippage cost | $663 | 2026-10-11 |
| AI categories (Composer) | ai/tech focus, risk-managed, tactical equity, treasury hedge, trend-following, us large-cap | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "GOOGL", "IEF", "INTC", "ISRG", "MSFT", "NVDA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,371 | 2026-10-11 | |
| Out-of-sample length | 437 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.11% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6971% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.76% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.00% | 2026-10-11 |
Collective2
Composer Technologies · Composer
