Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical ETF rotation using trend (200‑day), momentum (RSI), bond and dollar trends, plus a TIP vs STIP “weather” check to switch among SPY/QQQ, semiconductors, tech, gold, staples, commodities, or a defensive U.S. dollar/market‑neutral mix.
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 18 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.
Rebalanced daily. First, a trend test: Is SPY (S&P 500) above its 200‑day average? If yes, it holds the hotter choice by RSI (0–100 recent‑move score) between SPY and a macro pick. If no, it goes defensive.<br>Offense: big tech (QQQ), semiconductors (SMH), or, when a TIPS signal is strong, 2× index funds (QLD/SSO).<br>Defense: U.S. dollar (USDU), market‑neutral (BTAL), staples (XLP), gold (GLD), or, if the dollar trend is up, commodities (PDBC/OILK/XLB/GDXJ).
Daily tactical ETF rotation using trend (200‑day), momentum (RSI), bond and dollar trends, plus a TIP vs STIP “weather” check to switch among SPY/QQQ, semiconductors, tech, gold, staples, commodities, or a defensive U.S. dollar/market‑neutral mix.
Value prop: In out-of-sample tests, this strategy delivers ~28.7% annualized return vs SPY's ~23.2%, with a stronger Sharpe (~1.30 vs ~0.89), lower max drawdown (14.6% vs 18.8%), and a near-1.0 beta (~0.89)—combining upside with risk control.
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) | $98k | 2026-10-11 | |
| Backtest regulatory fees | $267 | 2026-10-11 | |
| Backtest slippage cost | $2,102 | 2026-10-11 |
| AI categories (Composer) | etf rotation, macro regime, momentum, multi-asset, risk-on/off, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 115 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "GDXJ", "GLD", "OILK", "PDBC", "QLD", "QQQ", "SMH", "SPY", "SSO", "STIP", "TIP", "TLT", "USDU", "UUP", "XLB", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,407 | 2026-10-11 | |
| Out-of-sample length | 753 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 881.01% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 112.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.46% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.61% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
