Composer · investment strategy
by Composer Technologies · via Composer
Uses a 60‑day bonds‑vs‑cash test (BND vs BIL) to switch between risk‑on and safe‑haven. Risk‑on holds TQQQ unless QQQ is extremely “hot,” then it moves to UVXY. Safe‑haven keeps ~60% cash and rotates ~40% into the 4 strongest defensive assets.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
5 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
25.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
: 9.0% (DBC 24% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
26.9% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
5 of 13 funds in its are : TMF, TMV, TQQQ, UGL, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Macro signals label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
60‑day test: if BND (US bonds) beat BIL (cash‑like T‑bills) → risk‑on; else → safe‑haven.<br>Risk‑on: Check QQQ (big‑tech) 10‑day RSI (0–100 “heat”). If >80, hold UVXY (rises with fear); else TQQQ (3× QQQ).<br>Safe‑haven: Keep ~60% cash. Put ~40% in the top 4 (30‑day) from: UUP (US$), TMF (3× long Treasuries), DBC (commodities), UGL (2× gold), IEO (oil & gas), XLU (utilities), VIXM (volatility), TMV (3× short Treasuries).<br>Rebalance only on ~5% drift.
Uses a 60‑day bonds‑vs‑cash test (BND vs BIL) to switch between risk‑on and safe‑haven. Risk‑on holds TQQQ unless QQQ is extremely “hot,” then it moves to UVXY. Safe‑haven keeps ~60% cash and rotates ~40% into the 4 strongest defensive assets.
Out-of-sample: 32.89% annualized return vs SPY’s 25.10%, with risk-on/off rotation and hedges. Potential for bigger upside in rallies, but expect higher drawdowns (~50%) and a lower risk-adjusted Sharpe (~0.84 vs SPY 1.54).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $98.7M | 2026-10-11 | |
| Backtest regulatory fees | $181k | 2026-10-11 | |
| Backtest slippage cost | $1.7M | 2026-10-11 |
| AI categories (Composer) | bonds vs cash, leveraged etfs, momentum, risk-on/risk-off, safe-haven rotation, tactical allocation, trend, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 23 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DBC", "IEO", "QQQ", "TMF", "TMV", "TQQQ", "UGL", "UUP", "UVXY", "VIXM", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 741 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 84.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 987k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 131.01% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.24% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.86% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
