Composer · investment strategy
by Composer Technologies · via Composer
Simple rule set: own SPY in uptrends; in downtrends, hide in Consumer Staples (XLP) unless tech is extremely oversold, then take a rebound shot in Technology (XLK) using QQQ’s RSI as the trigger.
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.
1 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.
3.0% of weight in (IVV: 3.0%)
1 fund (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% · 2026-10-11 ()
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 ()
0 of 4 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.
- If the S&P 500 fund (SPY) is above its average price over ~200 trading days, hold SPY. - If it’s below, switch to defense unless tech is washed out: • If the Nasdaq-100 (QQQ) short-term strength score (RSI-10) is above 30, hold Consumer Staples (XLP). • If that score is 30 or less, buy Technology (XLK) for a rebound.
Simple rule set: own SPY in uptrends; in downtrends, hide in Consumer Staples (XLP) unless tech is extremely oversold, then take a rebound shot in Technology (XLK) using QQQ’s RSI as the trigger.
Out-of-sample edge: Sharpe ~1.62 vs SPY ~1.47; annualized return ~27% vs ~23%; max drawdown ~11% vs ~19%; Calmar ~2.46. Simple trend rule with defensive stance and opportunistic tech rebounds—more upside, less risk than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $481k | 2026-10-11 | |
| Backtest regulatory fees | $615 | 2026-10-11 | |
| Backtest slippage cost | $4,773 | 2026-10-11 |
| AI categories (Composer) | 200-day moving average, risk-on/risk-off, rsi(10), sector rotation, tactical, trend-following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 13 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPY", "XLK", "XLP" ] | 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) | 0.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 |
| Remixes (copies) | 77 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,929 | 2026-10-11 | |
| Out-of-sample length | 733 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 15.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4712% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.69% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.46% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
