Composer · investment strategy
by Composer Technologies · via Composer
Holds the S&P 500 when it’s rising. If the S&P 500 has been flat/down recently, it rotates into the two strongest “anti‑ESG” sectors: energy, defense, gaming, and leisure/entertainment—aiming for relative strength in weak markets.
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.
1 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 5 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.
It watches the S&P 500 (ticker: SPY). If SPY has not gone up over the last ~2 months, it moves out of SPY and splits the money equally between the two strongest of four sector funds: energy (IYE), aerospace/defense (ITA), gaming (ESPO), and leisure/entertainment (PEJ). If SPY has been up, it holds SPY.
Holds the S&P 500 when it’s rising. If the S&P 500 has been flat/down recently, it rotates into the two strongest “anti‑ESG” sectors: energy, defense, gaming, and leisure/entertainment—aiming for relative strength in weak markets.
Out-of-sample: 21.43% annualized return vs 14.72% for SPY, Sharpe 1.19 vs 0.88, Calmar 0.93. When SPY stalls, it rotates to top energy/defense/gaming/leisure bets for higher risk-adjusted returns with comparable drawdowns.
While virtue-signaling funds are off chasing feel-good narratives, this portfolio is busy chasing market signals.<br><br> This AI-powered automated portfolio monitors the market and switches positions at just the right time based on real-time data. The portfolio moves into “sin stocks” like defense, energy, gaming, and entertainment when the overall market is down. Otherwise it holds the good ol’ S&P 500.<br><br> It’s built for investors who put profits over politics.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44k | 2026-10-11 | |
| Backtest regulatory fees | $48 | 2026-10-11 | |
| Backtest slippage cost | $397 | 2026-10-11 |
| AI categories (Composer) | anti-esg, equities, momentum, rules-based, s&p 500 switcher, tactical sector rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 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) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ESPO", "ITA", "IYE", "PEJ", "SPY" ] | 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) | 0.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 901 | 2026-10-11 | |
| Watchers | 1,203 | 2026-10-11 |
| Backtest length | 1,944 | 2026-10-11 | |
| Out-of-sample length | 1,167 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 21.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 344.60% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 145.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.35% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.64% | 2026-10-11 |
| Risk rating (Composer data field) | Aggressive | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.02% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.01% | 2026-10-11 |
Collective2
Composer Technologies · Composer
