Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight timing of 10 mega-cap U.S. stocks. Own them in uptrends or on deep dips; otherwise sit in short-term Treasuries (SHY). Signals checked daily; TSLA’s “dip” uses QQQ instead of TSLA.
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.
10 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
0.0% 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 12 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 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.
It splits money evenly across 10 giant U.S. stocks (AAPL, MSFT, AMZN, GOOGL/GOOG, NVDA, META, TSLA, BRK.A, UNH). Each slice checks daily: 1) Own the stock if its ~1‑month average price > ~10‑month average (uptrend). 2) If not, buy after a sharp sell‑off (RSI, a 0–100 “heat gauge,” < 30). 3) Or if price is back above its ~1‑month average. Otherwise park in SHY (1–3yr U.S. Treasury ETF). Exception: on TSLA dips it uses QQQ (Nasdaq‑100 ETF).
Equal-weight timing of 10 mega-cap U.S. stocks. Own them in uptrends or on deep dips; otherwise sit in short-term Treasuries (SHY). Signals checked daily; TSLA’s “dip” uses QQQ instead of TSLA.
Out-of-sample edge: higher risk-adjusted return and upside vs the S&P 500. Sharpe up to 1.66, annualized return ~33.6% vs 21.6%, Calmar ~1.83, lower drawdown, beta ~0.95. Momentum in mega-caps with Treasuries hedge offers strong diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $180k | 2026-10-11 | |
| Backtest regulatory fees | $228 | 2026-10-11 | |
| Backtest slippage cost | $1,366 | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, mega-cap us stocks, momentum, risk-on/risk-off, tactical allocation, treasuries hedge, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 122 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BRK/A", "GOOG", "GOOGL", "META", "MSFT", "NVDA", "QQQ", "SHY", "TSLA", "UNH" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 31 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,944 | 2026-10-11 | |
| Out-of-sample length | 990 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1697% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 212.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.35% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.16% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.61% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
