Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑octane tactic: use bonds to call risk‑on/off, then rotate into 3x tech/semis (TECL or SOXL), flip to 3x inverse tech/semis (SQQQ or SOXS) when conditions sour, or park in short Treasuries (SHY) if the S&P looks too hot.
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%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
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% · 2026-10-11 ()
4 of 9 funds in its are : SOXL, SOXS, SQQQ, TECL
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) Read bonds: compare 5‑day RSI of BIL (cash‑like T‑bills) to VGIT (intermediate Treasuries). RSI is a quick “heat” gauge. If VGIT > BIL, go offensive.<br>2) Offense: buy whichever of TECL or SOXL (3x tech/semis bulls) is more active by recent volatility—unless S&P 500 RSI(10) > 80; then hold SHY (short Treasuries).<br>3) Otherwise, compare 10‑day RSI of SHY to SPHB (high‑beta stocks). If Treasuries look weak, buy the lower‑RSI of SQQQ or SOXS (3x inverse tech/semis); else TECL/SOXL.<br>Daily rebalance.
A daily, high‑octane tactic: use bonds to call risk‑on/off, then rotate into 3x tech/semis (TECL or SOXL), flip to 3x inverse tech/semis (SQQQ or SOXS) when conditions sour, or park in short Treasuries (SHY) if the S&P looks too hot.
Out-of-sample Sharpe 1.13 vs SPY 0.97; ~91% annualized return vs ~16%; Calmar ~1.16. A bond-timed, 3x tech/semis strategy designed to beat the S&P in rallies—albeit with higher drawdown risk in downturns.
Longer backtest beta baller
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $21.6M | 2026-10-11 | |
| Backtest regulatory fees | $27k | 2026-10-11 | |
| Backtest slippage cost | $246k | 2026-10-11 |
| AI categories (Composer) | bond regime filter, daily rebalance, inverse hedging, leveraged etfs, rsi, tactical momentum, tech/semis | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SHY", "SOXL", "SOXS", "SPHB", "SPY", "SQQQ", "TECL", "VGIT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 89 | 2026-10-11 | |
| Watchers | 51 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,870 | 2026-10-11 | |
| Out-of-sample length | 454 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 216k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 91.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 222.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -24.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 561.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 561.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -37.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -79.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -78.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 88.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 125.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.76% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
