Composer · investment strategy
by Composer Technologies · via Composer
A simple “risk switch” based on SPY’s 100‑day trend. In weak markets it holds 3 steadier stocks (lowest recent drops). In strong markets it holds 3 faster movers (highest recent swings). Always equally weighted across the chosen three.
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%)
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% · 2026-10-19 ()
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 25 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 Tactical allocation 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.
It first checks the overall market using SPY’s 100‑day average. If SPY is below that average (market looks weak), it buys 3 steadier stocks from a preset list—the ones that have fallen the least recently. If SPY is above the average (market looks strong), it buys 3 fast movers—the ones that have swung the most lately. Money is split evenly. Picks can change as these signals change.<br><br>The list spans big, familiar names across tech, consumer, and healthcare (plus a few others).
A simple “risk switch” based on SPY’s 100‑day trend. In weak markets it holds 3 steadier stocks (lowest recent drops). In strong markets it holds 3 faster movers (highest recent swings). Always equally weighted across the chosen three.
Regime-driven, 3-stock strategy: defensive in weak markets, momentum in strong markets. Out-of-sample: 18.19% annualized return, Sharpe 0.68, Calmar 0.51, 1,046 days tested. Provides diversification and a different risk/return path from SPY.
Best financial companies sorted by Max DD to lower dropdowns and give better overall returns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $164k | 2026-10-19 | |
| Backtest regulatory fees | $433 | 2026-10-19 | |
| Backtest slippage cost | $3,587 | 2026-10-19 |
| AI categories (Composer) | large-cap growth, risk-on/risk-off, stock selection, tactical, trend-following, us equities, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 56 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "ADP", "AMD", "AMZN", "COST", "EXPO", "GOOGL", "IIPR", "JKHY", "KNSL", "MNST", "MSFT", "NFLX", "NVDA", "NVO", "ODFL", "PAYX", "ROL", "SPY", "TROW", "TSCO", "TSLA", "ULTA", "UNH" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,433 | 2026-10-19 | |
| Out-of-sample length | 722 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 33.59% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1539% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.19% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.90% | ||
| Return, trailing 1 day (out-of-sample) | -2.16% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 8.46% | ||
| Return, trailing 1 week (out-of-sample) | -1.43% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 5.52% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 8.54% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.29% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.57% | ||
| SPY annualized return over the backtest window (backtest) | 14.93% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.51 | ||
| Maximum drawdown, backtest period (backtest) | -35.60% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.60% | ||
| Sharpe ratio, backtest period (backtest) | 1.05 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Sortino ratio, backtest period (backtest) | 1.53 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 32.72% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.14% |
| Annualized turnover, backtest period (backtest) | 28.68 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.93 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
