Composer · investment strategy
by Composer Technologies · via Composer
Monthly sector switch. If QQQ is below its 200‑day trend line, buy the 3 most “oversold” sectors. If it’s above, concentrate in the top 1–3 sectors by ~200‑day performance. A blend of contrarian and momentum sector rotation.
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.
3 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.
51.6% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
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 ()
0 of 21 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 Sector rotation 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 checks QQQ (a big‑tech index fund) against its 200‑day EMA, a long‑term average.<br>- If QQQ is below that line: buy equally the 3 sector funds with the lowest 10‑day RSI (a “heat” gauge; low = recently sold off).<br>- Otherwise: buy the best performers over ~200 days: top 1 gets 20%, top 2 add 30%, top 3 add 50% (overlaps combined).
Monthly sector switch. If QQQ is below its 200‑day trend line, buy the 3 most “oversold” sectors. If it’s above, concentrate in the top 1–3 sectors by ~200‑day performance. A blend of contrarian and momentum sector rotation.
Out-of-sample sector-rotation strategy: strong risk-adjusted returns (Sharpe ~1.05, Calmar ~1.08) with ~18.8% max drawdown over ~4 years. It diversifies beyond the S&P 500 and uses regime-switching to ride uptrends and cushion declines.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $68k | 2026-10-11 | |
| Backtest regulatory fees | $41 | 2026-10-11 | |
| Backtest slippage cost | $327 | 2026-10-11 |
| AI categories (Composer) | momentum, monthly rebalance, rsi contrarian, sector rotation, trend filter (qqq 200‑day ema), u.s. sectors | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 57 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "VAW", "VCR", "VDC", "VDE", "VFH", "VGT", "VHT", "VIS", "VNQ", "VOX", "VPU", "XBI", "XHB", "XLE", "XLF", "XLK", "XLRE", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,756 | 2026-10-11 | |
| Out-of-sample length | 995 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 19.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 578.44% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 107.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.31% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.82% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
