Composer · investment strategy
by Composer Technologies · via Composer
A simple trend-following switch: if a major defense ETF is perking up, own the 3 strongest defense/aerospace or Israel‑tech picks; otherwise hold a balanced energy basket. Equal‑weighted, with potential volatility due to sector focus and a leveraged ETF.
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.
6 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.
79.7% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
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 ()
1 of 24 funds in its are : DFEN
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 a broad defense fund (ITA). If ITA’s very-recent trend (last 3 days) is stronger than its week-long trend (7 days), it treats defense as “rising.” Then it buys, equally, the 3 best performers (last ~3 months) from a list of defense/aerospace and Israel‑focused funds/stocks. If not, it holds energy picks equally: OIH (oil services), XLE (energy sector), UUUU (uranium), VLO (refiner), XOM (Exxon). Note: DFEN is a 3× leveraged defense fund; UNH/COST aren’t used.
A simple trend-following switch: if a major defense ETF is perking up, own the 3 strongest defense/aerospace or Israel‑tech picks; otherwise hold a balanced energy basket. Equal‑weighted, with potential volatility due to sector focus and a leveraged ETF.
Disciplined sector-rotation strategy offering diversification into defense/Israel-tech and energy with a rules-based approach. Out-of-sample performance shows ~19.9% annualized return with near-market beta, designed to complement the S&P 500 across market cycles.
This strategy dynamically switches between top-performing defense sector assets and stable stocks like "UNH" and "COST", based on the short-term performance of the "DFEN" ETF.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $25k | 2026-10-11 | |
| Backtest regulatory fees | $156 | 2026-10-11 | |
| Backtest slippage cost | $1,131 | 2026-10-11 |
| AI categories (Composer) | aerospace & defense, energy, momentum, tactical sector rotation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BA", "CDP", "DFEN", "EIS", "GCAD", "GD", "ISRA", "ITA", "ITEQ", "IZRL", "KSCP", "KTOS", "LMT", "MBLY", "MISL", "NOC", "OIH", "PPA", "RTX", "UUUU", "VLO", "XAR", "XLE", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 854 | 2026-10-11 | |
| Out-of-sample length | 750 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 149.92% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -7.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -4.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -4.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.77 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 84.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 84.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.47% | 2026-10-11 |
Collective2
Composer Technologies · Composer
