Composer · investment strategy
by Composer Technologies · via Composer
Simple two-ETF switch: own Technology (XLK) when its ~6‑month average performance beats Utilities (XLU); otherwise own Utilities. Uses utilities as a “canary” to toggle between growth and defense.
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 2 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 looks back ~6 months and asks: has Technology (XLK) done better on average than Utilities (XLU)? If yes, hold 100% XLK (“risk on”). If not, hold 100% XLU (“risk off”). XLK = big US tech (Apple, Microsoft, etc.). XLU = US power/water/gas utilities. It only switches when that answer flips.
Simple two-ETF switch: own Technology (XLK) when its ~6‑month average performance beats Utilities (XLU); otherwise own Utilities. Uses utilities as a “canary” to toggle between growth and defense.
Regime-aware sector rotation between XLK and XLU uses a simple rules-based signal to ride growth or defend. With a low beta (~0.80) and ~20.3% out-of-sample return, it offers disciplined diversification and a distinct risk profile versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $75k | 2026-10-19 | |
| Backtest regulatory fees | $190 | 2026-10-19 | |
| Backtest slippage cost | $1,198 | 2026-10-19 |
| AI categories (Composer) | etfs, momentum, relative strength, risk-on/risk-off, sector rotation, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "XLK", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 6,871 | 2026-10-19 | |
| Out-of-sample length | 618 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 7.66% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 647.80% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 56.88% | ||
| Return, trailing 1 day (out-of-sample) | -3.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.93% | ||
| Return, trailing 1 week (out-of-sample) | -5.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 22.92% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 30.48% | ||
| Return, trailing 2 weeks (out-of-sample) | -7.45% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.37% | ||
| SPY annualized return over the backtest window (backtest) | 8.54% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.11 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Maximum drawdown, backtest period (backtest) | -70.47% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.17% | ||
| Sharpe ratio, backtest period (backtest) | 0.45 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | ||
| Sortino ratio, backtest period (backtest) | 0.63 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.71% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.35% |
| Annualized turnover, backtest period (backtest) | 10.34 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.68 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.85% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.31% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
