Composer · investment strategy
by Composer Technologies · via Composer
Once a month, it puts 100% into whichever of SPY, QQQ, EFA, EEM, or TLT had the best ~3‑month return—aiming to ride uptrends in stocks or move to long Treasuries when they lead, to capture strength and try to limit big drawdowns.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 5 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 Multi-asset 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 month, it looks back about 3 months and picks the single best performer among five ETFs: SPY (big US stocks), QQQ (big US tech), EFA (developed markets outside the US), EEM (emerging‑market stocks), and TLT (long‑term US Treasury bonds).<br>It puts 100% there, holds a month, then repeats to ride trends and shift to bonds when stocks weaken.
Once a month, it puts 100% into whichever of SPY, QQQ, EFA, EEM, or TLT had the best ~3‑month return—aiming to ride uptrends in stocks or move to long Treasuries when they lead, to capture strength and try to limit big drawdowns.
Disciplined monthly relative-strength across five ETFs. Out-of-sample: Sharpe 0.56, annualized return 9.6% vs SPY’s 14.7%, beta ~0.9. Provides diversification and a risk-adjusted complement to a S&P 500 core.
From the Nasdaq-100 to bonds to emerging markets, this strategy has it all. Every month, it selects the asset with the best performance over the past three months. The goal? Capturing returns while minimizing drawdowns. This nimble strategy was developed by Lewis Glenn and adapted into a symphony by Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $190k | 2026-10-19 | |
| Backtest regulatory fees | $240 | 2026-10-19 | |
| Backtest slippage cost | $2,044 | 2026-10-19 |
| AI categories (Composer) | etf rotation, momentum, monthly, multi-asset, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 8 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "EEM", "EFA", "QQQ", "SPY", "TLT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-19 |
| Remixes (copies) | 756 | 2026-10-19 | |
| Watchers | 1,008 | 2026-10-19 |
| Backtest length | 5,857 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 13.50% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1799% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 9.55% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.65% | ||
| Return, trailing 1 day (out-of-sample) | -2.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.33% | ||
| Return, trailing 1 week (out-of-sample) | -3.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.48% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.86% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.00% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -4.93% | ||
| SPY annualized return over the backtest window (backtest) | 11.14% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.31 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.30 | ||
| Maximum drawdown, backtest period (backtest) | -43.22% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.19% | ||
| Sharpe ratio, backtest period (backtest) | 0.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.56 | ||
| Sortino ratio, backtest period (backtest) | 1.07 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.57% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.76% |
| Risk rating (Composer data field) | Aggressive | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 5.55 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.16 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.33% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.92% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
