Composer · investment strategy
by Composer Technologies · via Composer
Tech‑infrastructure momentum with safety rails: invest only when QQQ’s long‑term trend is up; then, if LITE/TSEM/CAMT show short‑term strength, concentrate roughly 61/28/11% in the top 3 one‑year winners from a 7‑stock basket; else sit in BIL (cash‑like).
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 2026-10-19
: 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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 9 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.
1) Market filter: risk‑on only if QQQ (Nasdaq‑100 ETF) is above its 200‑day average price. Else hold BIL (T‑bill ETF).<br>2) If risk‑on, three checks ask whether LITE, TSEM, and CAMT are above their ~50‑day averages. Each passing check buys the top 1, then top 2, then top 3 one‑year performers from a 7‑stock tech‑infrastructure basket (Intel, Ciena, Lumentum, Tower, Camtek, SiTime, Bloom Energy). Any failed check parks that slice in BIL. Rebalanced daily.
Tech‑infrastructure momentum with safety rails: invest only when QQQ’s long‑term trend is up; then, if LITE/TSEM/CAMT show short‑term strength, concentrate roughly 61/28/11% in the top 3 one‑year winners from a 7‑stock basket; else sit in BIL (cash‑like).
Out-of-sample edge: OOS return ~79% vs S&P ~22%, with Calmar ~3.0 and Sharpe ~1.26. A trend-filtered, cash-protected tech-infrastructure momentum strategy designed for strong upside with built-in risk controls.
Thanks to IrrantionalAnalysis for the germ of the idea from the 2026 Irrational Ideas. Claude MCP was not very helpful, but Gemini ran with it and that pseudocode allowed Composer AI to cross the finish line. https://irrationalanalysis.substack.com/p/2026-irrational-ideas
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44k | 2026-10-19 | |
| Backtest regulatory fees | $80 | 2026-10-19 | |
| Backtest slippage cost | $464 | 2026-10-19 |
| AI categories (Composer) | concentrated, daily rebalancing, momentum, risk-on/off, semiconductors, tactical, tech infrastructure, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 39 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.56 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BE", "BIL", "CAMT", "CIEN", "INTC", "LITE", "QQQ", "SITM", "TSEM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 |
| Remixes (copies) | 76 | 2026-10-19 | |
| Watchers | 24 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,482 | 2026-10-19 | |
| Out-of-sample length | 188 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 28.72% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 341.87% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 79.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.70% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.75% | ||
| Return, trailing 1 week (out-of-sample) | -3.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 86.34% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 111.50% | ||
| Return, trailing 2 weeks (out-of-sample) | -11.29% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -10.37% | ||
| SPY annualized return over the backtest window (backtest) | 15.53% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.51 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.00 | ||
| Maximum drawdown, backtest period (backtest) | -56.06% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.36% | ||
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | ||
| Sortino ratio, backtest period (backtest) | 1.17 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 43.18% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.93% |
| Annualized turnover, backtest period (backtest) | 21.84 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.11 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.52% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.38% | 2026-10-19 |
Collective2
Composer Technologies · Composer
