Composer · investment strategy
by Composer Technologies · via Composer
Monthly, it holds only NVIDIA (NVDA) and/or Eli Lilly (LLY). 80% switches using bond and market signals; 20% goes to whichever of the two is stronger recently. SPY/BND/TLT guide decisions but aren’t owned.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
0.0% 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 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 Macro signals 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.
- Every month, the portfolio splits into two parts: 80% and 20%. - 80% sleeve: If the US stock market (SPY) just fell hard, go to LLY. Otherwise, if bonds (BND) did well over ~3 months, go to NVDA. If bonds didn’t, but long Treasuries (TLT) are perking up short‑term, go to LLY; else NVDA. - 20% sleeve: Pick whichever of NVDA or LLY shows stronger recent strength (RSI) and put this 20% there.
Monthly, it holds only NVIDIA (NVDA) and/or Eli Lilly (LLY). 80% switches using bond and market signals; 20% goes to whichever of the two is stronger recently. SPY/BND/TLT guide decisions but aren’t owned.
Two-sleeve, signal-driven strategy targeting NVDA/LLY. Out-of-sample annualized return about 31% vs SPY’s about 18%, with Calmar about 1.06 and stronger upside capture, aided by bond signals. Higher growth but with larger drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17.3M | 2026-10-11 | |
| Backtest regulatory fees | $2,962 | 2026-10-11 | |
| Backtest slippage cost | $27k | 2026-10-11 |
| AI categories (Composer) | bond-driven signals, defensive switch, momentum rotation, monthly rebalance, single-stock tilt, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 23 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.79 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "LLY", "NVDA", "SPY", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,844 | 2026-10-11 | |
| Out-of-sample length | 576 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 47.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 173k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.99% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -72.28% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.18 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.26% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
