Composer · investment strategy
by Composer Technologies · via Composer
When the market trend is up, own the two strongest recent performers (mainly big tech/growth) if they pass simple health checks; otherwise park that slice in defensive ETFs. If the market trend is down, hold short-term Treasuries/cash-like funds.
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.
3 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 ()
1 of 20 funds in its are : TQQQ
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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) Check the broad market: if the S&P 500 trend is up (its recent average price is above its longer average), we take risk; if not, we sit in cash-like Treasuries (SHY, JPST, BIL).<br>2) In “risk-on,” rank a list of familiar big names (Apple, Microsoft, NVIDIA, etc.) and a few ETFs by their last 20 trading days. Buy the top 2, split 50/50.<br>3) Each pick must look healthy: a short-term strength gauge (RSI) should be in a normal range (not too cold or too hot), and its short-term average price should be above its medium-term average. If a pick fails, that half goes to a defensive mix: SCHD 30%, JPST 40%, BIL 30%.<br>Rebalanced daily.
When the market trend is up, own the two strongest recent performers (mainly big tech/growth) if they pass simple health checks; otherwise park that slice in defensive ETFs. If the market trend is down, hold short-term Treasuries/cash-like funds.
Out-of-sample annualized return ~55% vs SPY ~19%; Sharpe ~1.27, Calmar ~1.61—strong risk-adjusted gains. Regime-switching captures upside in up markets and protects capital in downturns with Treasuries (note larger downturn drawdowns ~34%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $155k | 2026-10-11 | |
| Backtest regulatory fees | $300 | 2026-10-11 | |
| Backtest slippage cost | $2,385 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, momentum, risk-on/risk-off, tactical allocation, trend-following, us large-cap/tech | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 377 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.45 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "AVGO", "BIL", "COIN", "COST", "GOOGL", "JPST", "META", "MSFT", "MSTR", "NVDA", "PEP", "PLTR", "SCHD", "SHY", "SPY", "TQQQ", "TSLA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,311 | 2026-10-11 | |
| Out-of-sample length | 292 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 69.36% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1453% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 67.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.79% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.37% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.66% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.54% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.27% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.11% | 2026-10-11 |
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