Composer · investment strategy
by Composer Technologies · via Composer
A simple trend-following momentum plan: when the market is healthy, equally own the 4 recent winners from a tech/AI/semis/crypto-heavy list. When it’s weak, rotate to bonds; if bonds aren’t strong, hold gold and silver. Rebalanced daily.
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.
1.2% 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. : 90% · 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 28 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.
Daily check:<br>• If the broad U.S. market (VTI) is above its 30-day average, go "risk-on": equally buy the 4 strongest performers over ~1 month from a list tilted to big-tech/chips (AAPL, MSFT, NVDA, AMD, TSLA), AI (PLTR), crypto ETPs (BTC, ETH), and related ETFs (SMH, ROBO, URNM, SIL, etc.).<br>• If VTI is below its average, go "risk-off": hold bonds (BND) if rising; otherwise split gold (IAU) and silver (SLV). Rebalance daily.
A simple trend-following momentum plan: when the market is healthy, equally own the 4 recent winners from a tech/AI/semis/crypto-heavy list. When it’s weak, rotate to bonds; if bonds aren’t strong, hold gold and silver. Rebalanced daily.
Out-of-sample momentum strategy targets 4 top tech/AI/crypto winners, delivering ~40.8% annualized returns vs SPY’s ~17.3%, with Calmar ~1.21 and risk-off shields (bonds/gold) when markets weaken. Greater upside potential, but higher drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $52k | 2026-10-19 | |
| Backtest regulatory fees | $113 | 2026-10-19 | |
| Backtest slippage cost | $871 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, momentum, risk-on/risk-off, tactical allocation, tech/crypto tilt, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 38 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "BND", "BTC", "EETH", "ETH", "GDLC", "GOOG", "HODL", "HOOD", "IAU", "ILIT", "META", "MSFT", "MSTR", "MU", "NVDA", "PLTR", "ROBO", "SGDM", "SIL", "SLV", "SMH", "TSLA", "TSM", "URNM", "VTI" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.99 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 536 | 2026-10-19 | |
| Out-of-sample length | 257 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 116.33% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 417.76% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.78% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.78% | ||
| Return, trailing 1 day (out-of-sample) | -5.63% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.87% | ||
| Return, trailing 1 week (out-of-sample) | -7.06% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 37.40% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 40.78% | ||
| Return, trailing 2 weeks (out-of-sample) | -8.25% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.71% | ||
| SPY annualized return over the backtest window (backtest) | 17.45% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.45 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Maximum drawdown, backtest period (backtest) | -33.75% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.75% | ||
| Sharpe ratio, backtest period (backtest) | 2.05 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Sortino ratio, backtest period (backtest) | 3.20 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 42.12% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.07% |
| Annualized turnover, backtest period (backtest) | 56.30 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 67.90 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.53% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.92% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
