Composer · investment strategy
by Composer Technologies · via Composer
A simple monthly “go with the winner” plan: pick the top performer among US stocks (SPY), big US tech (QQQ), or international stocks (ACWX) only if they’ve risen over the last year; otherwise hold US bonds (AGG). 100% in one fund at a time.
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.
0.5% 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. : 96% · 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 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 Multi-asset label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
Each month it looks back 12 months at three stock funds: SPDR S&P 500 (US stocks), Invesco QQQ (big US tech/growth), and iShares ACWI ex‑US (stocks outside the US).<br>If at least one made money over that period, it buys the single best performer.<br>If all three lost money, it moves to iShares Core US Aggregate Bond (broad US bonds).<br>100% goes into that one pick until next month.
A simple monthly “go with the winner” plan: pick the top performer among US stocks (SPY), big US tech (QQQ), or international stocks (ACWX) only if they’ve risen over the last year; otherwise hold US bonds (AGG). 100% in one fund at a time.
Dual-momentum rotation among SPY/QQQ/ACWX with AGG hedge. OOS: ~20.6% annualized, ~19% max drawdown, Calmar ~1.08, Sharpe ~1.09 (~3.5 yrs). Slightly below SPY on return, but adds diversification and clear risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $132k | 2026-10-11 | |
| Backtest regulatory fees | $51 | 2026-10-11 | |
| Backtest slippage cost | $456 | 2026-10-11 |
| AI categories (Composer) | absolute momentum, bonds, global stocks, momentum, monthly rebalance, relative momentum, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 51 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ACWX", "AGG", "QQQ", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.16 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 |
| Remixes (copies) | 43 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,410 | 2026-10-11 | |
| Out-of-sample length | 874 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 15.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1222% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.96% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.56 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.18% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
