Composer · investment strategy
by Composer Technologies · via Composer
Switches between a concentrated big‑tech/growth basket and an inverse S&P 500 ETF (SH) using simple trend checks on the S&P 500 and short-term tech weakness. Aims to ride uptrends and hedge when trends weaken.
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.
11 positions as of 2026-10-19
: 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.
0.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
1 of 13 funds in its are : SH
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.
1) Check SPY (S&P 500 ETF) vs its 200-day average price (average of the last 200 days). If above: Risk-On. If below: Risk-Off.<br>Risk-On: if SPY falls under its 150-day average, hold SH (an ETF that rises when the S&P 500 falls); otherwise hold a concentrated big-tech/growth basket (e.g., NVIDIA, Microsoft, Amazon, Meta, Alphabet, plus QQQ).<br>Risk-Off: if tech (XLK) dropped over 2% in 10 days or SPY is under its 5-day average, hold that same growth basket; otherwise use SH.
Switches between a concentrated big‑tech/growth basket and an inverse S&P 500 ETF (SH) using simple trend checks on the S&P 500 and short-term tech weakness. Aims to ride uptrends and hedge when trends weaken.
Out-of-sample annualized return ~18.99% vs SPY ~19.05%, with similar max drawdown (~18.70%). Calmar ~1.02; Sharpe ~0.85 vs SPY ~1.13. Tech-growth tilt plus built-in hedges aims for comparable upside with better diversification in regime shifts.
Attempt to catch Risk-On: Up and Risk-Off: Up, while avoiding periods of Risk-On: Down and Risk-Off: Down.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $136k | 2026-10-19 | |
| Backtest regulatory fees | $123 | 2026-10-19 | |
| Backtest slippage cost | $1,014 | 2026-10-19 |
| AI categories (Composer) | hedged equity, inverse etf, tactical rotation, tech-heavy growth, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 59 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AMZN", "ASML", "GOOGL", "META", "MSFT", "NFLX", "NVDA", "QQQ", "SH", "SPY", "TSM", "TW", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,896 | 2026-10-19 | |
| Out-of-sample length | 489 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 41.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1257% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.99% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.65% | ||
| Return, trailing 1 day (out-of-sample) | -2.07% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.80% | ||
| Return, trailing 1 week (out-of-sample) | -3.14% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 17.24% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.76% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.62% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.51% | ||
| SPY annualized return over the backtest window (backtest) | 15.64% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.43 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Maximum drawdown, backtest period (backtest) | -28.96% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.70% | ||
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | ||
| Sortino ratio, backtest period (backtest) | 2.10 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 27.10% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.66% |
| Annualized turnover, backtest period (backtest) | 16.70 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.38 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.07% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.62% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
