Composer · investment strategy
by Composer Technologies · via Composer
A simple canary: rotate 100% between Tech (XLK) and Utilities (XLU). Compare each fund’s 6‑month average return; if Tech leads, hold XLK, else hold XLU. All-in on the leader with a slight defensive bias on ties.
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.
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% · 2026-10-11 ()
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 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 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.
It uses Tech vs Utilities as a “canary.” Every ~6 months of data (126 trading days), it compares the average gains of XLK (big U.S. tech like Apple/Microsoft/Nvidia) and XLU (electric/gas utilities like NextEra/Duke/Southern). If Tech’s trend is stronger, own XLK; otherwise own XLU. Always 100% in the leader; ties go to Utilities.
A simple canary: rotate 100% between Tech (XLK) and Utilities (XLU). Compare each fund’s 6‑month average return; if Tech leads, hold XLK, else hold XLU. All-in on the leader with a slight defensive bias on ties.
Two-sector rotation (Tech vs Utilities) using a 6-month trend with a defensive bias on ties. OOS Sharpe ~1.12, beta ~0.86, Calmar ~0.97 over 1,084 days—clear, risk-conscious exposure that complements the S&P 500.
Uses the MAR of Defensive vs Growth asset classes to gauge market direction. https://bit.ly/welcome-to-algo-investing
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $80k | 2026-10-11 | |
| Backtest regulatory fees | $190 | 2026-10-11 | |
| Backtest slippage cost | $1,198 | 2026-10-11 |
| AI categories (Composer) | momentum, relative strength, risk-on/off, sector rotation, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 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[ "XLK", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,865 | 2026-10-11 | |
| Out-of-sample length | 743 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 7.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 699.36% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.93% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.61% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -70.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
