Composer · investment strategy
by Composer Technologies · via Composer
Quarterly rotation across 77 big U.S. stocks. In uptrends it buys laggards; in downtrends it buys leaders. If the market looks hot (SPY RSI>60), it moves to BTAL, a defensive fund long low‑risk and short high‑risk stocks. Equal‑weight 25 names.
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.
26 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 26 shown.
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% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 78 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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 quarter it starts with 77 big U.S. stocks (top holdings of SPY, the S&P 500 ETF, and QQQ, the Nasdaq‑100 ETF). It checks SPY’s 60‑day RSI—a 0–100 score of recent price strength (high=hot, low=cold). If RSI>60, it buys BTAL, a defensive fund that bets low‑risk stocks beat high‑risk stocks. Otherwise: if SPY rose in 60 days, it buys 25 laggards (lowest 200‑day RSI); if SPY fell, it buys 25 leaders (highest 200‑day RSI). Equal weight.
Quarterly rotation across 77 big U.S. stocks. In uptrends it buys laggards; in downtrends it buys leaders. If the market looks hot (SPY RSI>60), it moves to BTAL, a defensive fund long low‑risk and short high‑risk stocks. Equal‑weight 25 names.
Quarterly rotation with a defensive overlay lowers market beta (~0.45) and keeps drawdowns near SPY, delivering steadier, risk-adjusted performance out-of-sample (Calmar ~0.81). Ideal for risk-aware investors seeking resilience in volatile markets.
GPT Omni mashed up the top 50 tickers from SPY and QQQ and removed the dupes. Total: 77. | When market is up we hold low RSI stocks. When market is down we hold high RSI stocks. | None of the numbers have been optimized or adjusted. | AI picked the quarterly trading period |
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $131k | 2026-10-19 | |
| Backtest regulatory fees | $40 | 2026-10-19 | |
| Backtest slippage cost | $322 | 2026-10-19 |
| AI categories (Composer) | defensive hedge (btal), mean reversion, quarterly, rsi/relative strength, tactical rotation, us large-cap | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 166 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ABT", "ACN", "ADBE", "ADI", "ADP", "AMD", "AMGN", "AMZN", "ASML", "AVGO", "BKNG", "BRK/B", "BTAL", "CHTR", "COST", "CRM", "CSCO", "CVX", "DHR", "DIS", "GILD", "GOOG", "GOOGL", "HD", "HON", "IBM", "IDXX", "INTC", "INTU", "ISRG", "JNJ", "JPM", "KDP", "KLAC", "KO", "LIN", "LLY", "LRCX", "LULU", "MA", "MAR", "MCD", "MDLZ", "MDT", "META", "MRK", "MRVL", "MS", "MSFT", "MU", "NFLX", "NKE", "NVDA", "NXPI", "ORCL", "PANW", "PEP", "PG", "PM", "PYPL", "QCOM", "REGN", "RTX", "SBUX", "SNPS", "SPY", "TMO", "TSLA", "TXN", "UNH", "UPS", "V", "VRTX", "WDAY", "WMT", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,639 | 2026-10-19 | |
| Out-of-sample length | 593 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 27.85% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1212% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.83% | ||
| Return, trailing 1 day (out-of-sample) | -0.21% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 3.47% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.56% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 24.91% | ||
| Return, trailing 2 weeks (out-of-sample) | 6.11% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.33% | ||
| SPY annualized return over the backtest window (backtest) | 14.98% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.31 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Maximum drawdown, backtest period (backtest) | -21.22% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.65% | ||
| Sharpe ratio, backtest period (backtest) | 1.51 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Sortino ratio, backtest period (backtest) | 2.29 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.28% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.86% |
| Annualized turnover, backtest period (backtest) | 3.89 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.53 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.68% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.26% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
