Composer · investment strategy
by Composer Technologies · via Composer
Daily, it holds MSFO (an option‑income fund tied to Microsoft) unless short‑term market gauges look overheated. Overheated signals switch it to cash‑like T‑Bills or a defensive anti‑beta fund (BTAL). A crash plus sharp bounce also triggers defense.
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.
0.4% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : -1% · 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 ()
3 of 14 funds in its are : FAS, TECL, TQQQ
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.
Each day it checks a short‑term “heat” score (10‑day RSI) on many market and sector funds. If any look too hot, it moves defensive: cash‑like T‑Bills (BIL) or BTAL (long steadier stocks, short riskier ones). Otherwise it holds MSFO. After a sharp drop and big snapback, it also goes defensive.
Daily, it holds MSFO (an option‑income fund tied to Microsoft) unless short‑term market gauges look overheated. Overheated signals switch it to cash‑like T‑Bills or a defensive anti‑beta fund (BTAL). A crash plus sharp bounce also triggers defense.
Income-first, rule-based MSFO strategy with daily heat checks shifting to BIL/BTAL. Out-of-sample: ~18.6% annual return, Calmar ~0.63, Sharpe ~0.88. Crash defenses provide disciplined, income-focused exposure as a viable alternative to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20k | 2026-10-19 | |
| Backtest regulatory fees | $48 | 2026-10-19 | |
| Backtest slippage cost | $267 | 2026-10-19 |
| AI categories (Composer) | defensive hedging, momentum filter, option income, risk management, tactical allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 60 | 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", "BTAL", "FAS", "MSFO", "QQQE", "SPY", "TECL", "TQQQ", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 789 | 2026-10-19 | |
| Out-of-sample length | 705 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.47% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 98.62% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.53% | ||
| Return, trailing 1 day (out-of-sample) | 2.12% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.17% | ||
| Return, trailing 1 week (out-of-sample) | 1.70% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.93% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.40% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.77% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 32.61% | ||
| SPY annualized return over the backtest window (backtest) | 20.90% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.82 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Maximum drawdown, backtest period (backtest) | -29.70% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.70% | ||
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.50% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.12% |
| Annualized turnover, backtest period (backtest) | 28.43 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.60 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.74% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.20% | 2026-10-19 |
Collective2
Composer Technologies · Composer
