Composer · investment strategy
by Composer Technologies · via Composer
A 70/30 trend-and-momentum mix: rotate into top tech/AI names when the S&P 500 is trending up; otherwise move to Treasuries or Gold. The crypto sleeve follows Bitcoin’s trend, spreading into top crypto ETFs/miners in uptrends or Gold in downtrends.
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.
10 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%)
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% · 2026-10-11 ()
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 29 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
70% Stocks: If SPY (S&P 500) is above its 50‑day average (~10‑week avg price), equally buy the 5 best recent performers from a tech/AI list (e.g., AAPL, NVDA, MSFT, PLTR; ETFs like SOXX, BOTZ/ROBO, ARKK). If SPY is below, hold IEF (7–10Y Treasuries) if trending up; otherwise IAU (Gold).<br>30% Crypto: If IBIT (iShares Bitcoin) has a positive 50‑day trend: if its 20‑day is also positive, split across the 4 strongest crypto ETFs/miners; else hold IBIT only. If 50‑day is negative, hold IAU. Rebalance daily.
A 70/30 trend-and-momentum mix: rotate into top tech/AI names when the S&P 500 is trending up; otherwise move to Treasuries or Gold. The crypto sleeve follows Bitcoin’s trend, spreading into top crypto ETFs/miners in uptrends or Gold in downtrends.
Out-of-sample edge: Sharpe 1.79 vs SPY 1.59; Calmar 3.08; annualized return 72.22% vs 20.51%. A 70/30 tech/AI and crypto mix with risk-on/off hedges delivers stronger risk-adjusted upside and resilience 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) | $44k | 2026-10-11 | |
| Backtest regulatory fees | $64 | 2026-10-11 | |
| Backtest slippage cost | $458 | 2026-10-11 |
| AI categories (Composer) | crypto etfs, daily rebalancing, gold, momentum, risk-on/risk-off, tech/ai equities, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 50 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AIQ", "AMD", "AMZN", "ARKB", "ARKK", "BKCH", "BLOK", "BOTZ", "ETH", "GBTC", "GOOG", "HOOD", "IAU", "IBIT", "IEF", "META", "MSFT", "MSTR", "MU", "NVDA", "PLTR", "ROBO", "SOFI", "SOXX", "SPY", "TSLA", "TSM", "WGMI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 536 | 2026-10-11 | |
| Out-of-sample length | 316 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 100.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 339.63% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 72.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.14% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.61% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.44% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.94% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.28% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.08 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.41% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.91% | 2026-10-11 |
Collective2
Composer Technologies · Composer
