Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based strategy that shorts overheated markets and buys a small-cap/cyclical basket after selloffs, guided by RSI and trend filters, with risk smoothed by a volatility-weighted SH/EUM mix.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (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. : 100% · 2026-10-19 ()
100.0% 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 25 funds in its are : EUM, PSQ, SH
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 Small cap label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Collective2
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.
Daily, it reads a “heat gauge” of recent moves (RSI: 0=cold, 100=hot) and simple trend lines. When markets look very hot, it flips defensive with funds that rise if stocks fall (SH, PSQ) and a steadier SH/EUM mix. When markets look washed‑out, it buys a 10‑ETF basket tilted to small caps, financials, industrials, banks, defense, and innovation. It scales position size up/down and favors the steadier of SH/EUM to smooth risk.
A daily, rules-based strategy that shorts overheated markets and buys a small-cap/cyclical basket after selloffs, guided by RSI and trend filters, with risk smoothed by a volatility-weighted SH/EUM mix.
Out-of-sample, this rules-based strategy delivers ~24.7% annualized return and a 1.34 Sharpe versus SPY’s ~16.2% and 0.99, with Calmar ~1.22 indicating strong drawdown control. A small-cap tilt and risk-on/risk-off rules aim to beat the S&P.
See Perpexlity: https://www.perplexity.ai/search/put-together-a-list-of-10-stoc-YdHli7Y9RhW_zJaszCIxGQ
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $259k | 2026-10-19 | |
| Backtest regulatory fees | $1,014 | 2026-10-19 | |
| Backtest slippage cost | $7,673 | 2026-10-19 |
| AI categories (Composer) | contrarian, daily rebalance, inverse etfs, risk-on/risk-off, rsi-based, sector rotation, small-cap tilt, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 351 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ARKK", "EUM", "IJR", "IOO", "IVV", "IWM", "KBWB", "MGC", "PSQ", "QQQ", "SCHA", "SH", "SHV", "SOXX", "SPSM", "SPY", "VB", "VOX", "VTV", "XAR", "XLF", "XLI", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 |
| Remixes (copies) | 20 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,007 | 2026-10-19 | |
| Out-of-sample length | 484 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 31.35% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2491% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.67% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.06% | ||
| Return, trailing 1 day (out-of-sample) | -1.06% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 week (out-of-sample) | 1.19% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 37.21% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 35.15% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.69% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.51% | ||
| SPY annualized return over the backtest window (backtest) | 13.72% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.55 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.22 | ||
| Maximum drawdown, backtest period (backtest) | -20.17% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.17% | ||
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | ||
| Sortino ratio, backtest period (backtest) | 2.65 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.21 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.55% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.60% |
| Annualized turnover, backtest period (backtest) | 41.62 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.91 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.58% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
