Composer · investment strategy
by Composer Technologies · via Composer
A rules-based swing strategy: buy short, sharp bounces in high‑beta tech/semis when the S&P 500 looks washed out and bonds are calm; hide in T‑bills or use Treasury ETFs when markets run too hot or macro stress (USD, commodities, rates) pops up.
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.
0.0% 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. : 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 ()
15 of 32 funds in its are : BRZU, CURE, QLD, SH, SOXL, SPXL, TECL, TMF, TMV, TNA, TQQQ, TYO, UMDD, UPRO, USD
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 Aggressive risk 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.
Goal: catch quick rebounds in tech/semis when markets get stretched, otherwise sit in T‑bills (BIL) or hedge with Treasuries.<br>It reads two simple gauges: RSI (heat meter—hot=overbought, cold=oversold) and moving averages (trend).<br>If SPY (S&P 500 fund) is very hot, it parks in BIL. If it’s very cold and bonds aren’t flashing danger, it buys the most beaten‑down leveraged tech/semis ETF for a bounce. Strong USD or jumpy commodities push it to cash. TMF/TMV ride falling/rising rates.
A rules-based swing strategy: buy short, sharp bounces in high‑beta tech/semis when the S&P 500 looks washed out and bonds are calm; hide in T‑bills or use Treasury ETFs when markets run too hot or macro stress (USD, commodities, rates) pops up.
Out-of-sample: ~30.5% annualized return with Calmar ~0.48, targeting big upside from tech/semis rebounds. Hedge risk with T-bills/Treasuries for smoother drawdowns, aiming for stronger compounding than the S&P—yet stress can cause large drawdowns.
Revised Nov 16, 2023 by Michael B. Replaced most shorting ETFs, K-1 ETFs, and commodities ETFs with BIL
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7B | 2026-10-11 | |
| Backtest regulatory fees | $15.2M | 2026-10-11 | |
| Backtest slippage cost | $146.2M | 2026-10-11 |
| AI categories (Composer) | bonds/usd/commodities signals, leveraged etfs, mean reversion, risk-on/risk-off, tactical etf, tech/semis focus, trend + risk filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 359 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.79 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BRZU", "BSV", "CURE", "DBC", "EPI", "EWZ", "IEF", "PUI", "QLD", "SH", "SHY", "SOXL", "SOXX", "SPHB", "SPTL", "SPXL", "SPY", "STIP", "TECL", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYO", "UMDD", "UPRO", "USD", "USDU", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,215 | 2026-10-11 | |
| Out-of-sample length | 725 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 172.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 36519k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.54% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 115.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 24.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.86% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.27% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 97.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 83.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.66% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
