Composer · investment strategy
by Composer Technologies · via Composer
Rotates into 5 of the strongest large U.S. stocks or an inverse S&P 500 ETF (SH) based on the S&P 500’s long‑term trend and short‑term overbought/oversold signals (RSI). Uses 90/20/10/5/2‑day momentum windows. Equal‑weighted picks.
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.
6 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 104 funds in its are : SH
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.
Universe: SPY and ~100 of the biggest S&P 500 stocks (tech, finance, healthcare, energy, consumer, industrials). SH moves opposite the S&P 500.<br>If SPY is above its 200‑day average (long‑term uptrend), buy the 5 strongest by 90‑day momentum—unless SPY’s RSI (a 0–100 heat gauge of recent up vs down days) >80, then hold SH.<br>If below, use short‑term signals (MA5>MA20 or RSI<30/20) to buy 5 short‑term leaders (20/10/2/5‑day); else hold SH. Equal‑weight.
Rotates into 5 of the strongest large U.S. stocks or an inverse S&P 500 ETF (SH) based on the S&P 500’s long‑term trend and short‑term overbought/oversold signals (RSI). Uses 90/20/10/5/2‑day momentum windows. Equal‑weighted picks.
Out-of-sample edge: Sharpe ~2.0 vs SPY ~1.5, annualized return ~145% vs ~20%, Calmar ~5.4. A five-stock rotation (or inverse hedge) with regime filters offers higher upside and disciplined risk vs the S&P 500.
Last Edit, 06/24/2024
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $128k | 2026-10-11 | |
| Backtest regulatory fees | $85 | 2026-10-11 | |
| Backtest slippage cost | $715 | 2026-10-11 |
| AI categories (Composer) | inverse etf hedge, large-cap u.s., market timing, mean reversion, momentum and trend, tactical equity rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 551 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ABT", "ABVX", "ACN", "ADBE", "ADI", "ADNT", "AMAT", "AMD", "AMGN", "AMZN", "ANET", "APH", "APP", "AVGO", "AXP", "BA", "BAC", "BKNG", "BLK", "BRK/B", "BSX", "BX", "C", "CAT", "CB", "COF", "COP", "COST", "CRM", "CRWD", "CSCO", "CVX", "DE", "DHR", "DIS", "ETN", "GE", "GEV", "GILD", "GOOGL", "GS", "HD", "HON", "IBM", "INTC", "INTU", "ISRG", "JNJ", "JPM", "KKR", "KLAC", "KO", "LIN", "LLY", "LMT", "LOW", "LRCX", "MA", "MCD", "MDT", "META", "MRK", "MS", "MSFT", "MU", "NEE", "NFLX", "NOW", "NVDA", "ORCL", "PANW", "PEP", "PFE", "PG", "PGR", "PH", "PLD", "PLTR", "PM", "QCOM", "RTX", "SCHW", "SH", "SPGI", "SPY", "SYK", "T", "TJX", "TMO", "TMUS", "TSLA", "TXN", "UBER", "UNH", "UNP", "V", "VRTX", "VZ", "WELL", "WFC", "WMT", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 317 | 2026-10-11 | |
| Watchers | 127 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 546 | 2026-10-11 | |
| Out-of-sample length | 194 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 223.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1178% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 145.07% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.74% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 140.27% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.97% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.65% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 92.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.76 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
