Composer · investment strategy
by Composer Technologies · via Composer
A quarterly, income‑tilted rotation. From dividend, covered‑call, real estate/infrastructure & BDC, preferred‑stock, and commodity funds, it equally owns three picks: a recent laggard (rebound), a strong trender (ride winner), and a high‑mover.
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.
9 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.
5.3% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 26.9% (PDBC 22% × 0.48, BCI 22% × 0.37, BCD 22% × 0.35), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 88% · 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 27 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 3 months it scans ~27 income‑tilted funds across 5 buckets: dividend stocks (e.g., SCHD), covered‑call funds that trade some upside for cash flow (e.g., XYLD), real estate/infrastructure & BDCs (e.g., VNQ, MLPX), preferred‑stock funds (e.g., PFF), and broad commodities (e.g., PDBC), plus T‑Bills (BIL). It then picks three: a recent laggard (potential rebound), a strong trender, and the biggest mover. Money is split evenly.
A quarterly, income‑tilted rotation. From dividend, covered‑call, real estate/infrastructure & BDC, preferred‑stock, and commodity funds, it equally owns three picks: a recent laggard (rebound), a strong trender (ride winner), and a high‑mover.
Out-of-sample edge: stronger risk-adjusted returns with far lower drawdowns. A quarterly, income-tilted, multi-asset rotation that beat SPY on risk: Sharpe ~1.57 vs ~1.45 and max drawdown ~10% vs ~19%, with ~19.6% annualized return.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38k | 2026-10-11 | |
| Backtest regulatory fees | $10 | 2026-10-11 | |
| Backtest slippage cost | $62 | 2026-10-11 |
| AI categories (Composer) | commodities, covered call, dividend, income, multi-asset, preferreds, quarterly rebalance, reits, tactical rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 118 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ACIO", "BCD", "BCI", "BIL", "BIZD", "DIVO", "FPE", "FPEI", "LVHI", "MLPX", "NOBL", "PDBC", "PFF", "PFFA", "PFFD", "PFLD", "PGX", "QYLD", "REET", "RYLD", "SCHD", "SCHH", "VIG", "VIGI", "VNQ", "VNQI", "XYLD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,639 | 2026-10-11 | |
| Out-of-sample length | 753 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 281.51% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.79% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.27% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.82% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.89% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.33% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 13.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.71% | 2026-10-11 |
Collective2
Composer Technologies · Composer
