Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based rotation: own stocks (SPY/tech) when trends are healthy; when they’re not, rotate into staples, energy, the U.S. dollar, market‑neutral and commodities. Uses bond and dollar trends and a TIP vs STIP signal to dial risk up or down.
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 2026-10-11
: 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%)
1 fund (SEC N-PORT, as of 2026-05-31)
: 23.9% (PDBC 50% × 0.48), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 95% · 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 ()
2 of 17 funds in its are : QLD, SSO
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 Macro signals 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.
1) Check trend: If S&P 500 (SPY) is above its 200‑day average, stay risk‑on; if below, get defensive.<br>2) In risk‑on, pick SPY or a tech sleeve by short‑term strength (RSI = 0–100 heat gauge; >30 = not washed‑out).<br>3) In defense, split across staples (XLP), energy (XLE) and a macro sleeve.<br>4) The macro sleeve uses tech, bond and dollar trends, plus TIP vs STIP, to choose QQQ/levered stock or USD (USDU), market‑neutral (BTAL) and commodities (PDBC/OILK, XLB/GDXJ).
A daily, rules-based rotation: own stocks (SPY/tech) when trends are healthy; when they’re not, rotate into staples, energy, the U.S. dollar, market‑neutral and commodities. Uses bond and dollar trends and a TIP vs STIP signal to dial risk up or down.
Out-of-sample, this regime-switching strategy targets ~22.24% annualized return with ~15.19% max drawdown and Calmar ~1.46—nearly matching SPY’s upside while delivering substantially lower downside risk and stronger risk-adjusted performance.
https://bit.ly/GenesisLaunch - https://bit.ly/investorcollabdiscord
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $90k | 2026-10-11 | |
| Backtest regulatory fees | $262 | 2026-10-11 | |
| Backtest slippage cost | $1,973 | 2026-10-11 |
| AI categories (Composer) | defensive overlay, dollar/commodities tilt, multi-asset, regime-switching, sector rotation, tactical asset allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 119 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.93 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "GDXJ", "OILK", "PDBC", "QLD", "QQQ", "SPY", "SSO", "STIP", "TIP", "TLT", "USDU", "UUP", "XLB", "XLE", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,407 | 2026-10-11 | |
| Out-of-sample length | 753 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 804.26% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 82.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.04% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.19% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
