Composer · investment strategy
by Composer Technologies · via Composer
Own SPY when the S&P 500 is in an uptrend. If not, switch to either defensive Consumer Staples (XLP) or Technology (XLK) based on a short‑term “oversold” gauge of Nasdaq stocks (QQQ). Holds one ETF at a time.
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.
1) If SPY (tracks the S&P 500) is above its 200‑day average price, own SPY.<br>2) Otherwise, check a 10‑day RSI on QQQ (tracks big Nasdaq stocks). RSI gauges how stretched prices are; near 30 = oversold. If RSI > 30, own XLP (defensive, groceries/household). If RSI <= 30, own XLK (tech). One ETF at a time; no scheduled rebalancing.
Own SPY when the S&P 500 is in an uptrend. If not, switch to either defensive Consumer Staples (XLP) or Technology (XLK) based on a short‑term “oversold” gauge of Nasdaq stocks (QQQ). Holds one ETF at a time.
Out-of-sample, this strategy beats the S&P 500: higher risk-adjusted return (Sharpe 1.52 vs 1.36), higher annualized return (~24.8% vs 21.5%), and lower drawdown (~11% vs ~18.8%), with a beta near 0.92. Simple regime-based ETF switching.
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) | $481k | 2026-10-11 | |
| Backtest regulatory fees | $615 | 2026-10-11 | |
| Backtest slippage cost | $4,773 | 2026-10-11 |
| AI categories (Composer) | etfs, moving average filter, risk management, rsi signal, sector rotation, tactical asset allocation, trend following, u.s. equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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) | 0.04 | 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) | 15 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,929 | 2026-10-11 | |
| Out-of-sample length | 782 | 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) | 24.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.91% | 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) | 2.25 | 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) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.33% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
