Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based ETF strategy that switches between growth and defense. It uses market trends, a short-term tech “oversold” trigger, and bond/dollar signals to rotate among stocks (incl. semis/tech), the US dollar, hedges, and commodities.
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.
3 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
: 23.9% (PDBC 50% × 0.48), shown separately from fossil-fuel companies.
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 49% · 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 ()
2 of 20 funds in its are : QLD, SSO
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 Macro signals 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 day it asks: Is the S&P 500 above its 200‑day average? If yes, buy what’s strongest (broad US stocks, chipmakers, or a small sub‑model). If no, tilt to staples/value/energy and let the sub‑model steer defense. A QQQ oversold signal can briefly switch to tech. The sub‑model uses bond and dollar trends and TIP vs STIP to flip between growth (QQQ/leveraged beta) and defense (US dollar, anti‑beta hedge, or low‑drawdown picks among commodities).
A daily, rules-based ETF strategy that switches between growth and defense. It uses market trends, a short-term tech “oversold” trigger, and bond/dollar signals to rotate among stocks (incl. semis/tech), the US dollar, hedges, and commodities.
Out-of-sample, this strategy shows ~41.6% annualized return vs 22.2% for the S&P, higher Sharpe (~1.45 vs ~1.39), and lower max drawdown (~16.98% vs ~18.76%), delivering stronger upside with controlled risk through daily regime-switching.
https://bit.ly/GenesisLaunch - https://bit.ly/investorcollabdiscord
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $279k | 2026-10-11 | |
| Backtest regulatory fees | $640 | 2026-10-11 | |
| Backtest slippage cost | $5,058 | 2026-10-11 |
| AI categories (Composer) | defensive hedging, macro signals, momentum, risk-on/off, sector rotation, tactical etf rotation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 120 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "GDXJ", "OILK", "PDBC", "QLD", "QQQ", "SMH", "SPY", "SPYV", "SSO", "STIP", "TIP", "TLT", "USDU", "UUP", "XLB", "XLE", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,407 | 2026-10-11 | |
| Out-of-sample length | 723 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2694% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 171.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.06% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.98% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.98% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.92% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
