Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, weekly strategy: sidestep panics via a USD fund, go risk-on into recent winners among big U.S. stocks when the rate backdrop looks friendly, or shift to the strongest bond, dollar, and commodity trades when conditions worsen.
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.
26.0% 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. : 98% · 2026-10-11 ()
32.3% 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 56 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 checks two things. First, if the market’s fear gauge (VIX) has surged unusually fast, it parks the portfolio in a “strong U.S. dollar” fund (USDU). If not, it looks at inflation‑protected Treasuries (TIP) over ~3 months: if they’ve been rising, it buys recent winners among big U.S. stocks (often tech, healthcare, finance, energy) from the S&P 500, Nasdaq 100, and Dow. If not, it rotates into whichever bonds, dollar, and commodity plays are winning. Equal‑weighted; rebalanced weekly.
Rules-based, weekly strategy: sidestep panics via a USD fund, go risk-on into recent winners among big U.S. stocks when the rate backdrop looks friendly, or shift to the strongest bond, dollar, and commodity trades when conditions worsen.
Weekly, rules-based cross-asset momentum that beats the S&P 500 on out-of-sample basis: oos return ~63.7% vs 26.97%, oos Sharpe ~2.20 vs ~1.0, Calmar ~3.63. Includes panic protection (USD), regime-driven bets (bonds/commodities), and is K-1 free.
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) | $1.2M | 2026-10-11 | |
| Backtest regulatory fees | $2,093 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, cross-asset, momentum, risk management, tactical asset allocation, trend-following, us large-cap equities, usd, volatility filter, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 98 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "ADM", "AEM", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "B", "BA", "BP", "BRK/B", "BWX", "CAT", "COP", "COST", "CRM", "CSCO", "EMB", "EOG", "FNV", "GOOG", "GOOGL", "GS", "HD", "HNRG", "HON", "IEF", "JNJ", "JPM", "LLY", "MCD", "META", "MSFT", "NEM", "NFLX", "NVDA", "PEP", "QCOM", "RGLD", "RIG", "TBT", "TIP", "TMF", "TMV", "TRV", "TSLA", "TYD", "UBT", "UNH", "USDU", "V", "VIXY", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 88 | 2026-10-11 | |
| Watchers | 42 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,133 | 2026-10-11 | |
| Out-of-sample length | 356 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 63.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.97% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.50% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.64% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
