Composer · investment strategy
by Composer Technologies · via Composer
A rules-based ETF mix that uses bond strength as a traffic light. It usually holds major stock ETFs, flips to their inverse when those look overheated, and parks in bonds when bonds are deeply weak. One sleeve uses a 3x inverse semiconductor fund.
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 the bond is very weak, it parks in that bond fund.”
“unless that stock is overheated (>70), then it flips to the inverse (SH, PSQ, RWM, SOXS)”
“Note: SOXS is a very volatile 3x inverse fund.”
“If that bond looks firm (>50), it holds a matching stock fund (SPY, QQQ, IWM, SOXX)”
“The portfolio is split into 4 parts.”
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.
1.2% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 97% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
4 of 12 funds in its are : PSQ, RWM, SH, SOXS
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.
The portfolio is split into 4 parts. Each part watches a bond fund’s short‑term strength gauge (RSI: 0–100; >50 = rising, <40–45 = falling). If that bond looks firm (>50), it holds a matching stock fund (SPY, QQQ, IWM, SOXX) unless that stock is overheated (>70), then it flips to the inverse (SH, PSQ, RWM, SOXS). If the bond is very weak, it parks in that bond fund. Note: SOXS is a very volatile 3x inverse fund.
A rules-based ETF mix that uses bond strength as a traffic light. It usually holds major stock ETFs, flips to their inverse when those look overheated, and parks in bonds when bonds are deeply weak. One sleeve uses a 3x inverse semiconductor fund.
Out-of-sample edge: ~25.7% annual return vs 19.8% for the S&P, Sharpe ~1.21, Calmar ~0.97. Bond-driven regimes diversify risk and boost upside, but expect higher drawdowns (~26.5% vs 18.8%).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $237k | 2026-10-11 | |
| Backtest regulatory fees | $687 | 2026-10-11 | |
| Backtest slippage cost | $5,874 | 2026-10-11 |
| AI categories (Composer) | bonds as risk trigger, inverse etfs, momentum + mean reversion, rules-based etf rotation, tactical asset allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 42 | 2026-10-11 | |
| Rebalance corridor width | 1.62% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "IEF", "IWM", "PSQ", "QQQ", "RWM", "SH", "SOXS", "SOXX", "SPY", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 807 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 21.07% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2271% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 108.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.14% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
