Composer · investment strategy
by Composer Technologies · via Composer
A tactical, one‑ETF strategy that rides Nasdaq/Tech in good times and flips into inverse Nasdaq or defensive picks in bad times, using bond strength, moving averages, and RSI momentum to avoid deep, lingering drawdowns.
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.
0.0% 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% · 2026-10-19 ()
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% · 2026-10-19 ()
6 of 15 funds in its are : PSQ, QLD, SH, SQQQ, TECL, 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.
It holds one ETF at a time. It checks simple signals: bonds’ strength (TLT/IEF/AGG), the market’s trend (SPY vs its 200‑day), tech momentum/oversold (QQQ’s RSI), and a short‑term trend (TQQQ vs its 20‑day). When risk looks good it owns QQQ/XLK/TECL/QLD; when risk looks bad it flips to PSQ/SQQQ or a neutral ETF (BTAL). RSI is a 0–100 “speedometer”; under ~30 = washed‑out.<br>
A tactical, one‑ETF strategy that rides Nasdaq/Tech in good times and flips into inverse Nasdaq or defensive picks in bad times, using bond strength, moving averages, and RSI momentum to avoid deep, lingering drawdowns.
Out-of-sample drawdowns are smaller (16.45% vs 18.76%), Calmar ~0.97 signals solid risk control, and Nasdaq/Tech exposure flips to hedges in risk-off. The strategy offers a smoother, more resilient ride with disciplined upside when conditions allow.
NOVA: Bond Baller 2007 + Feaver Bear Strat V1. eliminated long drawdown in Feaver from 2011-2018
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.5M | 2026-10-19 | |
| Backtest regulatory fees | $12k | 2026-10-19 | |
| Backtest slippage cost | $105k | 2026-10-19 |
| AI categories (Composer) | defensive staples, leveraged & inverse etfs, market-neutral, nasdaq/tech tilt, risk-on/risk-off, tactical rotation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 47 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "BTAL", "IEF", "PSQ", "QLD", "QQQ", "SH", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,796 | 2026-10-19 | |
| Out-of-sample length | 532 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 51.92% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 54k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.94% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.26% | ||
| Return, trailing 1 day (out-of-sample) | 1.08% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.41% | ||
| Return, trailing 1 week (out-of-sample) | 3.32% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 5.65% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 1.21% | ||
| Return, trailing 2 weeks (out-of-sample) | 7.61% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.25% | ||
| SPY annualized return over the backtest window (backtest) | 15.26% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.83 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Maximum drawdown, backtest period (backtest) | -18.33% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.45% | ||
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Sortino ratio, backtest period (backtest) | 3.10 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 27.64% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.20% |
| Annualized turnover, backtest period (backtest) | 23.57 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.05 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.22% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.38% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
