Composer · investment strategy
by Composer Technologies · via Composer
Daily trend-and-momentum rotation using leveraged ETFs. Bonds set the master risk regime; tech-heavy when both bonds and stocks trend up, defensive in Treasuries or T‑Bills when risk rises, and otherwise backs recent winners with a cash buffer.
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.
“If stocks are weak, it parks in Treasuries.”
“If long‑term Treasuries and stocks are both rising, it splits across 3x tech, 3x Treasuries, and a hedged S&P fund.”
“Daily trend-and-momentum rotation using leveraged ETFs”
“Each day it checks trends using moving averages (today’s price vs the average over the last 150/200/23 days).”
2 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.
1.1% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
50.2% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
7 of 14 funds in its are : SOXL, TECL, TMF, TMV, TQQQ, UDOW, UPRO
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Each day it checks trends using moving averages (today’s price vs the average over the last 150/200/23 days). If long‑term Treasuries and stocks are both rising, it splits across 3x tech, 3x Treasuries, and a hedged S&P fund. If stocks are weak, it parks in Treasuries. If Treasuries are weak, it either holds recent short‑term winners (inverse Treasuries, 3x Dow, or T‑Bills) or puts 75% in the single best 30‑day performer from a mixed stock/bond list.
Daily trend-and-momentum rotation using leveraged ETFs. Bonds set the master risk regime; tech-heavy when both bonds and stocks trend up, defensive in Treasuries or T‑Bills when risk rises, and otherwise backs recent winners with a cash buffer.
Out-of-sample edge: 24.79% annualized return vs 22.35% for the S&P, via regime-driven rotation into leveraged tech and bonds with hedges and a cash buffer. Aims for stronger, disciplined long-term compounding than the S&P.
Easy to understand symphony that greatly outperforms SPY. Smooth returns and good performance in fall / winter 2022 (just after symphony was published). Added a stock bear market switch to TLT for version 2.1. Highly recommend to use this switch in any variant.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9M | 2026-10-11 | |
| Backtest regulatory fees | $8,136 | 2026-10-11 | |
| Backtest slippage cost | $64k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum, risk-on/risk-off, stocks & treasuries, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BRK/B", "MOAT", "PHDG", "SOXL", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UPRO", "USMV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.00 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,480 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.48% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 19k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 131.50% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.88% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -7.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.48% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
