Composer · investment strategy
by Composer Technologies · via Composer
Daily, it reads bonds/credit to judge risk, then makes one short‑term contrarian bet in a high‑octane ETF (volatility, semis, Nasdaq, etc.). If signals are murky, it uses overbought/oversold cues; otherwise parks in T‑Bills.
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 ()
8 of 16 funds in its are : SOXL, SOXS, SPXL, SVXY, TMF, 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.
It watches bond/credit ETFs as warning lights: HYG (junk), TLT/SHY/TMF (Treasuries), LQD/CORP (high‑grade). Big daily moves set “risk‑on/off.” Then it makes a short‑term, contrarian bet in one ETF: volatility up (UVXY) or down (SVXY), semis (SOXL/SOXS), Nasdaq (TQQQ), S&P 500 (SPXL), gold (UGL), or cash (BIL). If no big bond move, it uses a heat meter (RSI: high=hot, low=cold) on bonds and sectors (KIE, PEJ) to pick. Rebalances daily.
Daily, it reads bonds/credit to judge risk, then makes one short‑term contrarian bet in a high‑octane ETF (volatility, semis, Nasdaq, etc.). If signals are murky, it uses overbought/oversold cues; otherwise parks in T‑Bills.
Out-of-sample edge: 36.2% annualized return vs 18.6% for the S&P, Sharpe 1.41 vs 1.09, max drawdown 6.66% vs 18.76%, negative beta. Daily, single-ETF tactical bets aim for higher upside with tighter risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $76.6M | 2026-10-11 | |
| Backtest regulatory fees | $76k | 2026-10-11 | |
| Backtest slippage cost | $713k | 2026-10-11 |
| AI categories (Composer) | credit/rates signals, daily rebalancing, leveraged etfs, macro regime timing, mean‑reversion, tactical etf rotation, volatility etfs | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 144 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CORP", "HYG", "KIE", "LQD", "PEJ", "SHY", "SOXL", "SOXS", "SPXL", "SVXY", "TLT", "TMF", "TQQQ", "UGL", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.16 | 2026-10-11 |
| Remixes (copies) | 65 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,774 | 2026-10-11 | |
| Out-of-sample length | 440 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 765k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 6.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.44 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.16 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 77.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
