Composer · investment strategy
by Composer Technologies · via Composer
Each quarter, buy the two S&P 500 sectors that dropped the most over the past month, split the money 50/50, and hold for three months. A simple contrarian bet on a rebound; concentrated and can lag if losers keep losing.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 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 11 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 Mean reversion 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, look back ~1 month (20 trading days) at 11 S&P 500 sector funds and pick the two that fell the most. Examples: tech=XLK, health care=XLV, energy=XLE, utilities=XLU, real estate=XLRE. Split money equally between the two and hold for 3 months, then repeat.
Each quarter, buy the two S&P 500 sectors that dropped the most over the past month, split the money 50/50, and hold for three months. A simple contrarian bet on a rebound; concentrated and can lag if losers keep losing.
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: 21.3% annualized vs 17.7%, Sharpe ~1.17 vs 1.06, Calmar ~1.44, and lower drawdown (~14.8% vs ~18.8%). It bets on laggards for mean-reversion gains.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $51k | 2026-10-19 | |
| Backtest regulatory fees | $18 | 2026-10-19 | |
| Backtest slippage cost | $139 | 2026-10-19 |
| AI categories (Composer) | contrarian/mean reversion, quarterly rebalance, sector rotation, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance frequency | quarterly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "XLB", "XLC", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,074 | 2026-10-19 | |
| Out-of-sample length | 494 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 21.85% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 409.00% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 45.48% | ||
| Return, trailing 1 day (out-of-sample) | 0.58% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.65% | ||
| Return, trailing 1 week (out-of-sample) | 1.53% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 25.61% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 24.80% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.56% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 13.34% | ||
| SPY annualized return over the backtest window (backtest) | 14.67% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | ||
| Maximum drawdown, backtest period (backtest) | -31.83% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.78% | ||
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Sortino ratio, backtest period (backtest) | 1.51 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.79% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.84% |
| Annualized turnover, backtest period (backtest) | 4.08 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.44 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.34% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
