Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based rotation that compares Utilities vs Technology. If defense is favored, it builds a cautious basket (utilities, bonds, cash, hedges); if offense is favored, it buys QQQ—unless Tech looks overheated, then it pivots into diversified utilities stocks.
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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
3 of 37 funds in its are : FAS, SH, UDOW
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 Fixed income label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
Each day it checks which is stronger: Technology (XLK) or Utilities (XLU) using RSI (a 0–100 recent‑strength score). If Utilities lead, it builds a small, equal‑weighted “safety” mix picked by short‑term trends from utilities, cash‑like T‑bills (BIL), Treasuries (IEF/SHY/TLT/TFLO), munis (MUB), and hedges (BTAL/SH)—or, if signals improve, selective risk‑on funds (SPHB/IWF/XAR/UDOW). If Tech leads and isn’t overheated, buy QQQ; if Tech is overheated (RSI>65), shift into a diversified basket of individual utilities stocks, weighted toward steadier names.
A daily, rules‑based rotation that compares Utilities vs Technology. If defense is favored, it builds a cautious basket (utilities, bonds, cash, hedges); if offense is favored, it buys QQQ—unless Tech looks overheated, then it pivots into diversified utilities stocks.
Dynamic regime-rotation between defensive utilities/bonds and selective tech exposure aims to grow while controlling risk. With a Calmar ~1.22 and diversified drawdown resilience, it offers steadier risk-adjusted upside versus a pure S&P bet.
Works up to about 20% threshold.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $160k | 2026-10-11 | |
| Backtest regulatory fees | $553 | 2026-10-11 | |
| Backtest slippage cost | $4,307 | 2026-10-11 |
| AI categories (Composer) | bonds and hedges, daily rebalance, momentum (rsi), risk-on/risk-off, sector rotation, utilities stock basket, utilities vs technology | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 85 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.66 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ATO", "AWK", "BIL", "BIP", "BTAL", "CMS", "CNP", "ED", "ETR", "FAS", "GDX", "HYG", "IDA", "IEF", "IWF", "LNT", "MUB", "NGG", "ORA", "OTTR", "PCG", "QQQ", "SH", "SHY", "SPHB", "SRE", "TFLO", "TLT", "UDOW", "WEC", "WM", "WTRG", "XAR", "XEL", "XLE", "XLK", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,159 | 2026-10-11 | |
| Out-of-sample length | 738 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 24.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1498% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.32% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.98% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.22% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.28 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.47% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
