Composer · investment strategy
by Composer Technologies · via Composer
Mostly sits in cash-like T‑bills (BIL) and buys FWDI only right after sharp drops to try to catch a bounce, then quickly retreats to cash—daily, all‑or‑nothing between FWDI and BIL.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (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. : 100% · 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 2 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 International equities 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.
- Each day, the strategy checks how FWDI has performed very recently.<br>- If FWDI just jumped more than about +1.3%, it moves 100% into BIL (short‑term U.S. T‑bills; cash‑like).<br>- If FWDI just fell more than about −3%, it buys 100% FWDI for the next day.<br>- Otherwise, it stays in BIL. Then it repeats daily.
Mostly sits in cash-like T‑bills (BIL) and buys FWDI only right after sharp drops to try to catch a bounce, then quickly retreats to cash—daily, all‑or‑nothing between FWDI and BIL.
Out-of-sample, this strategy shows superior risk-adjusted gains vs the S&P: Calmar 2.86, Sharpe 1.36, and 67.4% annualized upside, using a cash-first toggle (BIL) that buys FWDI only after steep drops—capturing rebounds with controlled downside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $50.8M | 2026-10-19 | |
| Backtest regulatory fees | $250k | 2026-10-19 | |
| Backtest slippage cost | $2.3M | 2026-10-19 |
| AI categories (Composer) | cash vs equity, daily rebalancing, international equity, mean reversion, risk management, tactical | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 9 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "FWDI" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 228 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 55.38% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 508k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.76% | ||
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.27% | ||
| Return, trailing 1 week (out-of-sample) | 3.74% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 39.23% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.80% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 52.08% | ||
| SPY annualized return over the backtest window (backtest) | 10.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.21 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.86 | ||
| Maximum drawdown, backtest period (backtest) | -45.61% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.55% | ||
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | ||
| Sortino ratio, backtest period (backtest) | 2.99 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.57 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 52.53% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.35% |
| Annualized turnover, backtest period (backtest) | 73.25 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 114.95 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 40.77% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.19% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
