Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based US equity strategy: use a trend filter on the S&P 500, rotate to Berkshire in very strong markets, hold SPY in normal uptrends, and in weak markets only buy tech on deep dips; otherwise sit in Berkshire.
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 2026-10-19
: 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.
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% · 2026-10-19 ()
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 ()
0 of 4 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 Fundamental research 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.
1) Check trend: if the S&P 500’s recent price (8-day EMA) is above its long-term average (200-day), it’s an uptrend; otherwise, it’s weak.<br>2) Uptrend: if markets are very hot (RSI tests), buy Berkshire; else buy SPY.<br>3) Weak trend: if Nasdaq is washed out, buy XLK (tech); else buy Berkshire.
A daily, rules-based US equity strategy: use a trend filter on the S&P 500, rotate to Berkshire in very strong markets, hold SPY in normal uptrends, and in weak markets only buy tech on deep dips; otherwise sit in Berkshire.
Out-of-sample edge: ~21.13% annualized return vs SPY ~20.69%, higher Sharpe (~1.34 vs 1.26), and lower drawdown (~15.2% vs 18.8%), delivering stronger, more durable risk-adjusted growth over 900+ trading days.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $630k | 2026-10-19 | |
| Backtest regulatory fees | $847 | 2026-10-19 | |
| Backtest slippage cost | $7,188 | 2026-10-19 |
| AI categories (Composer) | dip buying, momentum (rsi), rules-based, sector rotation, tactical asset allocation, trend-following, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 22 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.77 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BRK/A", "QQQ", "SPY", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 |
| Remixes (copies) | 20 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 6,935 | 2026-10-19 | |
| Out-of-sample length | 623 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 16.25% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6201% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.02% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 week (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.27% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.17% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | ||
| SPY annualized return over the backtest window (backtest) | 8.62% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.91 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Maximum drawdown, backtest period (backtest) | -17.79% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.20% | ||
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | ||
| Sortino ratio, backtest period (backtest) | 1.77 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.89% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.18% |
| Annualized turnover, backtest period (backtest) | 9.70 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.71 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 36.35% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 43.02% | 2026-10-19 |
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