Composer · investment strategy
by Composer Technologies · via Composer
A contrarian sector-rotation strategy that buys recent losers (US/global sectors and Treasuries), adds diversifiers (managed futures, gold), and uses a leveraged sleeve (3x S&P 500 plus a “beta flipping” module). Rebalanced quarterly; can be volatile.
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.
10 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.
0.6% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 1.2% (KMLM 8% × 0.16), 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. : 74% · 2026-10-19 ()
16.8% 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 ()
4 of 32 funds in its are : CURE, SVIX, TECL, UPRO
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 Leveraged ETFs 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.
Your money is split into four sleeves:<br>- Sector bounce trades: Pick the 3 worst recent performers among sector ETFs and Treasuries (US and global lists) and buy them, expecting a short-term rebound.<br>- Diversifiers: Managed futures (CTA, KMLM) and gold (GLD).<br>- Leverage: 3x S&P 500 (UPRO) plus a module that buys 2 recent losers from four choices: anti‑beta (BTAL), long Treasuries (ZROZ), or leveraged Tech/Health pairs (TECL+VGT, CURE+VHT).<br>- A small overlay leans into whichever sector set (US vs global) has lagged. Rebalanced quarterly.
A contrarian sector-rotation strategy that buys recent losers (US/global sectors and Treasuries), adds diversifiers (managed futures, gold), and uses a leveraged sleeve (3x S&P 500 plus a “beta flipping” module). Rebalanced quarterly; can be volatile.
Out-of-sample, this contrarian sector-rotation with beta-flipping delivers ~35% annualized return, ~22% max drawdown, Sharpe ~1.47, Calmar ~1.60—stronger risk-adjusted performance than the S&P with diversification and leverage upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26k | 2026-10-19 | |
| Backtest regulatory fees | $4 | 2026-10-19 | |
| Backtest slippage cost | $27 | 2026-10-19 |
| AI categories (Composer) | dynamic allocation, gold, leveraged etfs, managed futures, mean reversion, quarterly rebalance, sector rotation, treasuries | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 172 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "CTA", "CURE", "EDV", "EXI", "GLD", "IEF", "IXC", "IXG", "IXJ", "IXN", "IXP", "JXI", "KMLM", "KXI", "MXI", "RXI", "SVIX", "TECL", "UPRO", "VAW", "VCR", "VDC", "VDE", "VFH", "VGT", "VHT", "VIS", "VNQ", "VOX", "VPU", "ZROZ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.21 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,112 | 2026-10-19 | |
| Out-of-sample length | 404 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.39% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 162.18% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.44% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.66% | ||
| Return, trailing 1 day (out-of-sample) | -0.14% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.65% | ||
| Return, trailing 1 week (out-of-sample) | 0.35% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 31.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 33.39% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.67% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.29% | ||
| SPY annualized return over the backtest window (backtest) | 17.97% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.03 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.60 | ||
| Maximum drawdown, backtest period (backtest) | -23.61% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.21% | ||
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.47 | ||
| Sortino ratio, backtest period (backtest) | 1.69 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.90% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.41% |
| Annualized turnover, backtest period (backtest) | 3.23 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.25 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.22% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.17% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
