Composer · investment strategy
by Composer Technologies · via Composer
A tactical ETF portfolio that rotates among four U.S. sectors and long Treasuries, with a shared core rule: own the S&P 500 in uptrends or switch to a defensive mix when weak. Uses simple trend checks and an oversold/overbought gauge to lean risk‑on or defensive.
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.
2 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.
12.7% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 10 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 Fixed income 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.
The portfolio has 5 sleeves. Four (15% each) own a sector (XLF, XLK, XLE, XLU) only when its short‑term trend is up; otherwise they use a core rule. Core rule: own SPY when above its 200‑day average; if not, hold a defensive mix (T‑Bills BIL plus staples XLP and gold GLD, sized to favor the steadier one) unless tech looks very oversold (QQQ’s RSI ≤30), then buy XLK. The last 40% flips between long Treasuries (TLT) and the same core rule using very long‑term trend and an “overheated” check (RSI = a 0–100 recent‑moves gauge).
A tactical ETF portfolio that rotates among four U.S. sectors and long Treasuries, with a shared core rule: own the S&P 500 in uptrends or switch to a defensive mix when weak. Uses simple trend checks and an oversold/overbought gauge to lean risk‑on or defensive.
Out-of-sample edge: Sharpe 1.35 vs SPY 1.19; drawdown 12.24% vs 18.76%; annualized return 21.27% vs 19.77%; beta ~0.80; Calmar ~1.74 over 789 days. Higher return with lower risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $197k | 2026-10-19 | |
| Backtest regulatory fees | $310 | 2026-10-19 | |
| Backtest slippage cost | $2,444 | 2026-10-19 |
| AI categories (Composer) | etfs, momentum, risk management, sector rotation, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 155 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "QQQ", "SPY", "TLT", "XLE", "XLF", "XLK", "XLP", "XLU" ] | 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) | 0.80 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 |
| Remixes (copies) | 15 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 547 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 16.64% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1867% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.27% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 51.39% | ||
| Return, trailing 1 day (out-of-sample) | -0.94% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.56% | ||
| Return, trailing 1 week (out-of-sample) | -1.48% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.85% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.01% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.89% | ||
| SPY annualized return over the backtest window (backtest) | 10.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.88 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | ||
| Maximum drawdown, backtest period (backtest) | -18.98% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.24% | ||
| Sharpe ratio, backtest period (backtest) | 1.19 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | ||
| Sortino ratio, backtest period (backtest) | 1.87 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 13.66% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.10% |
| Annualized turnover, backtest period (backtest) | 12.93 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.66 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.99% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.59% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
