Composer · investment strategy
by Composer Technologies · via Composer
Weekly, it rides leaders in big U.S. stocks when conditions look calm; if fear jumps or bonds flash caution, it shifts to the U.S. dollar or top commodity/bond funds. Simple tripwires steer between offense and defense.
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.
4 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%)
4 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. : 95% · 2026-10-11 ()
32.5% 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 ()
5 of 48 funds in its are : TBT, TMF, TMV, TYD, UBT
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.
Each week it asks two questions.<br>1) Is fear spiking? It checks a “fear gauge” ETF (VIXY). If its recent-speed score (RSI) > 75, it moves 100% to a U.S. dollar fund (USDU).<br>2) If not, are inflation‑protected Treasuries (TIP) up over 60 days? If yes, buy the 3 strongest big U.S. stocks from S&P 500, Nasdaq 100, and Dow lists. If no, split into the strongest commodity funds and bond funds. Equal‑weight; rebalance weekly.
Weekly, it rides leaders in big U.S. stocks when conditions look calm; if fear jumps or bonds flash caution, it shifts to the U.S. dollar or top commodity/bond funds. Simple tripwires steer between offense and defense.
Out-of-sample: ~28.6% annualized return vs 23.5% for the S&P, Sharpe ~1.43, beta ~0.59. A weekly, regime-switching strategy shifts among USD/commodities/bonds to chase higher upside with diversified risk; stress periods may yield larger drawdowns.
Changed canary switch from BND to TIP. Added cross mkt dual momentum search to sorting functions (+BIL, USDU, GLD)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $525k | 2026-10-11 | |
| Backtest regulatory fees | $878 | 2026-10-11 | |
| Backtest slippage cost | $7,151 | 2026-10-11 |
| AI categories (Composer) | momentum, multi-asset, regime-switching, risk-managed, tactical, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 89 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BRK/B", "BWX", "CAT", "COST", "CRM", "CSCO", "EMB", "FAAR", "FTGC", "GOOG", "GOOGL", "GS", "HD", "HON", "IEF", "JNJ", "JPM", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "TBT", "TIP", "TMF", "TMV", "TRV", "TSLA", "TYD", "UBT", "UNH", "USDU", "V", "VIXY", "XME", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,590 | 2026-10-11 | |
| Out-of-sample length | 758 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 47.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5153% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.56% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 113.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.77% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.26% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
