Composer · investment strategy
by Composer Technologies · via Composer
Monthly follow‑the‑leaders sector rotation: buy the three U.S. sectors with the best 200‑day performance using Vanguard ETFs, equal‑weighted and rebalanced monthly. Concentrated momentum, no leverage.
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.
4 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.
33.3% of weight in (IVV: 3.0%)
3 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. : 97% · 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 11 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 Momentum 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.
Once a month, it checks how each of 11 U.S. stock market sectors did over the last ~200 days. It ranks them by total return, buys the top three sector funds (Vanguard ETFs) in equal amounts, and holds for a month, then repeats. This follow‑the‑leaders approach can swing more than an all‑market fund because it holds only three sectors at a time.
Monthly follow‑the‑leaders sector rotation: buy the three U.S. sectors with the best 200‑day performance using Vanguard ETFs, equal‑weighted and rebalanced monthly. Concentrated momentum, no leverage.
Out-of-sample momentum sector rotation delivers stronger risk-adjusted results vs SPY: Sharpe ~0.91 vs ~0.88, beta ~0.78, drawdown ~19% vs ~22%, Calmar ~0.76, ~14.5% annual return (vs 14.7%), plus three-leader diversification.
Health care, real estate, consumer staples, oh my. This strategy is diversified across all eleven stock market sectors. But it doesn’t hold them all at once. Once a month, this strategy invests in the three sectors with the best performance over the past 200 days. This symphony was developed by Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $83k | 2026-10-11 | |
| Backtest regulatory fees | $45 | 2026-10-11 | |
| Backtest slippage cost | $331 | 2026-10-11 |
| AI categories (Composer) | etfs, momentum, monthly rebalance, sector rotation, trend following, u.s. equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "VAW", "VCR", "VDC", "VDE", "VFH", "VGT", "VHT", "VIS", "VNQ", "VOX", "VPU" ] | 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) | 0.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 2,279 | 2026-10-11 | |
| Watchers | 2,142 | 2026-10-11 |
| Backtest length | 5,342 | 2026-10-11 | |
| Out-of-sample length | 1,167 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 10.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 726.02% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.50% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.74% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.99% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.37% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.34% | 2026-10-11 |
| Risk rating (Composer data field) | Aggressive | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 3.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
