Composer · investment strategy
by Composer Technologies · via Composer
Switches between offense and defense using bond trends. In offense, buys the 4 most “oversold” picks from a small list (mainly 2x Nasdaq/S&P/Tech plus commodities/bonds). In defense, holds the US dollar or gold + defensive stocks. Very high risk.
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%)
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 ()
6 of 11 funds in its are : QLD, ROM, SSO, UGE, USD, UYG
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.
1) Check bonds: if BND (US bond market ETF) is up over ~8 weeks → Risk ON. Pick the 4 funds with the lowest 21‑day RSI (RSI = short‑term momentum; low = oversold) from: QLD 2x Nasdaq, SSO 2x S&P 500, ROM 2x Tech, USD 2x Semis (ETF ticker, not the dollar), UYG 2x Financials, DBC commodities, BND bonds; equal weight.<br>2) Else → Risk OFF: if TLT is falling over ~1 month → hold UUP (long US dollar); otherwise hold GLD (gold) and UGE (2x consumer goods) 50/50.
Switches between offense and defense using bond trends. In offense, buys the 4 most “oversold” picks from a small list (mainly 2x Nasdaq/S&P/Tech plus commodities/bonds). In defense, holds the US dollar or gold + defensive stocks. Very high risk.
Out-of-sample edge: 25.6% annualized return vs SPY ~22.3%, solid risk-adjusted metrics (oos Sharpe ~0.92; Calmar ~0.58) with regime hedges (USD/Gold, bonds) to capture upside in rotations. Drawdowns can be sizable (~44%).
1st attempt at a 2x version of "Protected Leveraged 3x" for backtesting to 8/23/2007
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $339k | 2026-10-11 | |
| Backtest regulatory fees | $1,618 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion (rsi), multi-asset rotation, risk-on/risk-off, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 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) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "DBC", "GLD", "QLD", "ROM", "SSO", "TLT", "UGE", "USD", "UUP", "UYG" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,851 | 2026-10-11 | |
| Out-of-sample length | 1,008 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.08% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3292% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 149.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.92% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.58 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -79.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.24% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
