Composer · investment strategy
by Composer Technologies · via Composer
A daily on/off switch that rotates among short Treasuries, leveraged long Nasdaq (2x/3x), or a hedge (short QQQ) using simple overbought/oversold signals from stocks and bonds.
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 2026-10-19
: 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.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
100.0% 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% · 2026-10-19 ()
4 of 9 funds in its are : HIBL, PSQ, QLD, TQQQ
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.
RSI is a 0–100 “heat” score of recent price moves (high=hot/overbought, low=cold/oversold).<br>1) Compare T‑bills (BIL) vs a term Treasury fund (IBTK). If longer bonds look stronger, it’s risk‑on; else risk‑off.<br>2a) Risk‑on: if the S&P 500 (SPY) looks too hot, park in short‑term Treasuries (SHY); otherwise buy 3x Nasdaq (TQQQ).<br>2b) Risk‑off: cross‑check bonds vs a high‑beta stock fund (HIBL) to either hedge with PSQ (short QQQ) or go lighter long with 2x Nasdaq (QLD).<br>Rebalance daily.
A daily on/off switch that rotates among short Treasuries, leveraged long Nasdaq (2x/3x), or a hedge (short QQQ) using simple overbought/oversold signals from stocks and bonds.
Out-of-sample annualized return: 19.38% vs SPY's 18.75%. A disciplined RSI-driven risk-on/off engine rotates into leveraged Nasdaq or Treasuries, offering higher upside with a modest beta; note bear markets can bring larger drawdowns than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $426k | 2026-10-19 | |
| Backtest regulatory fees | $1,020 | 2026-10-19 | |
| Backtest slippage cost | $7,894 | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum (rsi), nasdaq-100, risk-on/risk-off, tactical allocation, us treasuries | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 20 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "HIBL", "IBTK", "PSQ", "QLD", "SBND", "SHY", "SPY", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,264 | 2026-10-19 | |
| Out-of-sample length | 450 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 111.18% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4163% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.73% | ||
| Return, trailing 1 day (out-of-sample) | -5.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 week (out-of-sample) | -7.51% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 60.19% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 91.38% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.16% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.78% | ||
| SPY annualized return over the backtest window (backtest) | 13.55% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.98 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.35 | ||
| Maximum drawdown, backtest period (backtest) | -56.08% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.08% | ||
| Sharpe ratio, backtest period (backtest) | 2.17 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 37.86% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.55% |
| Annualized turnover, backtest period (backtest) | 46.05 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.20 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.67% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.67% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
