Composer · investment strategy
by Composer Technologies · via Composer
Monthly, it splits into 4 lanes (US stocks, international stocks, bonds, commodities/real estate) and buys the recent winner in each; 25% per lane. A simple global momentum rotation. Includes a leveraged Treasury fund (TMF), so expect bigger swings.
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.
5 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.
0.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM · not identified: GSG 26%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 55% · 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 ()
1 of 18 funds in its are : TMF
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.
Once a month it: 1) splits money into 4 lanes—US stocks, international stocks, bonds, and commodities/real estate; 2) looks at ~8 months of returns in each lane and buys the single strongest ETF (US: SPY/QQQ/USMV/VBR/VBK; Intl: VEA/VWO/EWJ/MCHI; Bonds: IEF/TLT/IEI/TIP/TMF; Real assets: GLD/GNR/VNQ/GSG). Each pick gets ~25%. Note: TMF is leveraged (magnifies moves).
Monthly, it splits into 4 lanes (US stocks, international stocks, bonds, commodities/real estate) and buys the recent winner in each; 25% per lane. A simple global momentum rotation. Includes a leveraged Treasury fund (TMF), so expect bigger swings.
Out-of-sample, this four-sleeve momentum strategy offers tighter risk and lower drawdowns vs the S&P 500, with diversified leadership across stocks, bonds, and real assets—aiming for steadier, more resilient returns, even if peak returns lag.
So you like momentum? This symphony has plenty. Domestic equities, international equities, bonds, commodities and alts. All ruled by momentum. Once a month, this strategy invests in the best-performing asset within each category. This symphony was developed 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) | $36k | 2026-10-19 | |
| Backtest regulatory fees | $28 | 2026-10-19 | |
| Backtest slippage cost | $210 | 2026-10-19 |
| AI categories (Composer) | etf rotation, global, momentum, monthly rebalance, multi-asset, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 32 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "EWJ", "GLD", "GNR", "GSG", "IEF", "IEI", "MCHI", "QQQ", "SPY", "TIP", "TLT", "TMF", "USMV", "VBK", "VBR", "VEA", "VNQ", "VWO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 |
| Remixes (copies) | 152 | 2026-10-19 | |
| Watchers | 314 | 2026-10-19 |
| Backtest length | 3,601 | 2026-10-19 | |
| Out-of-sample length | 1,173 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 9.39% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 260.52% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 7.85% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.93% | ||
| Return, trailing 1 day (out-of-sample) | -0.36% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.76% | ||
| Return, trailing 1 week (out-of-sample) | -0.98% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 4.78% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 8.67% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.09% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.88% | ||
| SPY annualized return over the backtest window (backtest) | 15.03% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.43 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.45 | ||
| Maximum drawdown, backtest period (backtest) | -21.88% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.42% | ||
| Sharpe ratio, backtest period (backtest) | 0.78 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Sortino ratio, backtest period (backtest) | 1.08 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.50% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.71% |
| Risk rating (Composer data field) | Moderate | 2026-10-19 |
| Annualized turnover, backtest period (backtest) | 4.46 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.88 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.26% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.05% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
