Composer · investment strategy
by Composer Technologies · via Composer
A daily, tech‑heavy momentum strategy with a simple market health check: when the S&P 500 trends up, own the strongest big‑tech names and tech ETFs; when it weakens, rotate into the strongest defensive ETFs (bonds, metals, utilities, etc.).
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.
6 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%)
2 funds (SEC N-PORT, as of 2026-05-31)
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 24 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 Technology 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.
Each day it checks if the market is healthy by comparing SPY (an S&P 500 fund) to its 200‑day average price (~10‑month average).<br>If above: go risk‑on—put 75% in the three strongest big‑tech stocks (chosen from NVIDIA, Microsoft, Meta, Google, Tesla, ASML, Snowflake, Palantir, AMD, Intuitive Surgical) and 25% in the two strongest tech/AI ETFs (robotics/AI, broad tech, semiconductors).<br>If below: hold the three strongest “safer” ETFs across low‑volatility stocks, gold/silver, utilities, bonds, broad stocks, and real estate. Rebalanced daily.
A daily, tech‑heavy momentum strategy with a simple market health check: when the S&P 500 trends up, own the strongest big‑tech names and tech ETFs; when it weakens, rotate into the strongest defensive ETFs (bonds, metals, utilities, etc.).
Out-of-sample performance: ~62% annualized return vs SPY ~19.6%, Sharpe ~1.62 vs ~1.14, Calmar ~2.01. Higher growth with risk-managed tech leadership, but expect larger drawdowns (~31% vs ~19%), as it rides regime shifts.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $62k | 2026-10-11 | |
| Backtest regulatory fees | $85 | 2026-10-11 | |
| Backtest slippage cost | $437 | 2026-10-11 |
| AI categories (Composer) | etfs, momentum rotation, risk-on/risk-off, tactical allocation, tech/ai focus, trend filter, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 32 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "ASML", "BND", "BOTZ", "GLD", "GOOG", "IEF", "ISRG", "META", "MSFT", "NVDA", "PLTR", "ROBO", "SLV", "SNOW", "SOXX", "SPY", "TSLA", "USMV", "VGT", "VNQ", "VOO", "VTI", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.00 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 56 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,423 | 2026-10-11 | |
| Out-of-sample length | 437 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.19% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 522.05% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 62.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 131.55% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.63% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.97% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 82.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 82.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.98% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.06% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.01 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.46 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.01 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.96 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.21% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
