Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based rotation. Small ballast in Treasuries and dividend-growers, then a market “heat gauge” shifts between defensive stalwarts, momentum megacaps, or a small 3×-ETF sleeve—often keeping some cash to limit drawdowns.
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.
5 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.
0.2% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
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 ()
3 of 25 funds in its are : SOXL, SPXL, TECL
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 Income / dividends 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.
Daily. Keep small slices in VGSH (short-term Treasuries) and VIG (dividend growers). Read SPY’s 14‑day RSI (a 0–100 “heat gauge” of recent ups vs downs). If RSI>70: split the rest between UNH and COST (defensive). If RSI<30: put a small sleeve in the 2 best of SOXL/TECL/SPXL (3× bull ETFs) and hold extra cash. Otherwise: put most into the 2 strongest big caps (mostly tech).
A daily, rules-based rotation. Small ballast in Treasuries and dividend-growers, then a market “heat gauge” shifts between defensive stalwarts, momentum megacaps, or a small 3×-ETF sleeve—often keeping some cash to limit drawdowns.
Out-of-sample, this rules-based rotation delivers stronger risk-adjusted returns than SPY: Sharpe ~1.37 vs ~1.30, annualized return ~52.9% vs 20.1%, Calmar ~1.98. Ballast and regime-switching target bigger upside with controlled drawdowns (~26.7% vs ~18.8%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.1M | 2026-10-11 | |
| Backtest regulatory fees | $15k | 2026-10-11 | |
| Backtest slippage cost | $129k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, defensive rotation, dividend growth, large-cap tech tilt, momentum, regime-switching, tactical 3x etfs, treasuries, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMGN", "AMZN", "AVGO", "COST", "CSCO", "GOOGL", "INTC", "META", "MSFT", "MSTR", "NFLX", "NVDA", "PEP", "SBUX", "SOXL", "SPXL", "SPY", "TECL", "TMUS", "TSLA", "UNH", "VGSH", "VIG" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,573 | 2026-10-11 | |
| Out-of-sample length | 965 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 57.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 61k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 408.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 64.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 64.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.31% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.44% | 2026-10-11 |
Collective2
Composer Technologies · Composer
