Composer · investment strategy
by Composer Technologies · via Composer
Uses a quick “hot/cold” read of the S&P 500 to switch: hot → short‑term Treasuries (SHY), cold → a 3× tech ETF (TECL), otherwise an equal mix of big, mostly dividend‑paying stocks.
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.
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% · 2026-10-11 ()
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 ()
1 of 11 funds in its are : TECL
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.
It regularly checks how “hot or cold” the U.S. market is using a 0–100 speed gauge (RSI) on SPY (the S&P 500 ETF).<br>If very hot (>69), it parks in SHY (short‑term Treasuries).<br>If very cold (<27), it goes all‑in TECL (a 3× tech ETF that magnifies rebounds).<br>Otherwise it splits evenly across WMT, MCD, HD, PG, PFE, JNJ, KHC, and TSLA.
Uses a quick “hot/cold” read of the S&P 500 to switch: hot → short‑term Treasuries (SHY), cold → a 3× tech ETF (TECL), otherwise an equal mix of big, mostly dividend‑paying stocks.
Out-of-sample, this strategy targets ~28% annualized returns vs ~21% for the S&P, with ~10.7% max drawdown (vs ~18.8%), and a Calmar ~2.62, offering more upside with less downside and strong risk-adjusted performance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $248k | 2026-10-11 | |
| Backtest regulatory fees | $677 | 2026-10-11 | |
| Backtest slippage cost | $5,517 | 2026-10-11 |
| AI categories (Composer) | dividend stocks, leveraged etf, regime switching, risk-on/risk-off, rsi signal, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance corridor width | 21.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "HD", "JNJ", "KHC", "MCD", "PFE", "PG", "SHY", "SPY", "TECL", "TSLA", "WMT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 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) | 0.58 | 2026-10-11 |
| Remixes (copies) | 42 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,535 | 2026-10-11 | |
| Out-of-sample length | 874 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.71% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2379% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 136.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.48% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.45 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.49% | 2026-10-11 |
Collective2
Composer Technologies · Composer
