Composer · investment strategy
by Composer Technologies · via Composer
A concentrated momentum rotation: 100% into the single asset with the strongest recent gains among big-tech plus hedges (commodities, energy, gold, and a 3x inverse long-bond fund). Changes only when you rebalance.
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.
4 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.
25.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
: 9.4% (DBC 25% × 0.37), shown separately from fossil-fuel companies.
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 ()
24.8% 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 ()
1 of 11 funds in its are : TMV
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 owns 1 thing at a time: whichever has the strongest recent climb, using a 13-day “up vs down days” score. Choices are Apple, Amazon, Meta (Facebook), Microsoft, Tesla, Nvidia, MicroStrategy (a Bitcoin proxy), broad commodities (DBC), energy stocks (XLE), gold (GLD), and a fund that rises 3x when long-term US Treasury bonds fall (TMV). No auto-rebalance; it switches only when you rebalance.
A concentrated momentum rotation: 100% into the single asset with the strongest recent gains among big-tech plus hedges (commodities, energy, gold, and a 3x inverse long-bond fund). Changes only when you rebalance.
OS annualized return ~32.8% vs SPX ~21.9%; OS Sharpe ~1.35; Calmar ~1.42; beta ~0.64. Higher upside with lower market sensitivity and strong risk-adjusted metrics, though occasional larger drawdowns can occur.
Up and Right only
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $2,664 | 2026-10-11 | |
| Backtest slippage cost | $22k | 2026-10-11 |
| AI categories (Composer) | commodities, concentrated, energy, equities, gold, inverse bonds, leveraged etf, momentum, rsi-13, single-asset rotation, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "DBC", "GLD", "META", "MSFT", "MSTR", "NVDA", "TMV", "TSLA", "XLE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,605 | 2026-10-11 | |
| Out-of-sample length | 784 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.72% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.00% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.28 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
