Composer · investment strategy
by Composer Technologies · via Composer
A two-sleeve, rules-based mix. In uptrends it favors stocks (incl. some 2x S&P). In stress it rotates to defensive plays (market‑neutral, short junk bonds, gold, energy), with a “tech oversold” rule that can temporarily shift heavily into tech.
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.
5 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.
1.8% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 73% · 2026-10-11 ()
50.8% 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% · 2026-10-11 ()
3 of 11 funds in its are : SJB, SSO, UGL
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.
Two equal sleeves decide.<br>Half A: If SCHD (dividend stocks) beats SJB (short junk bonds) over ~21 days, split RSP (equal‑weight S&P 500) and SCHD. Else, if QQQ’s RSI (oversold gauge; <30) is low, buy XLK (tech); otherwise split BTAL (defensive) and SJB.<br>Half B: If SPY’s 8‑day > 200‑day avg (uptrend), split SPLV (low‑vol) and SSO (2x S&P). Else, if tech is oversold buy XLK; otherwise split UGL (2x gold) and XLE (energy).
A two-sleeve, rules-based mix. In uptrends it favors stocks (incl. some 2x S&P). In stress it rotates to defensive plays (market‑neutral, short junk bonds, gold, energy), with a “tech oversold” rule that can temporarily shift heavily into tech.
Out-of-sample edge: ~17.9% annual return with Calmar ~1.41 and Sharpe ~1.22, while max drawdown is 12.7% vs SPY’s 18.8% and beta is lower (~0.67). Better risk control and diversification with solid upside, including tech oversold plays.
BT March 2012
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive, gold, leveraged etfs, risk-on/risk-off, sectors, tactical allocation, trend-following, u.s. equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 24 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "QQQ", "RSP", "SCHD", "SJB", "SPLV", "SPY", "SSO", "UGL", "XLE", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 804 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.88% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.95% | 2026-10-11 |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.71% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.03 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.27% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.57 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.73% | 2026-10-11 |
Collective2
Composer Technologies · Composer
