Composer · investment strategy
by Composer Technologies · via Composer
Daily, it gauges risk using bonds vs inverse S&P. In risk‑on it buys tech (XLK), otherwise staples (XLP). In risk‑off it either buys oversold tech or rotates into the 4 calmest of gold, T‑bills, Treasury up/down, and volatility up/down funds.
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.
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.
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% · 2026-10-11 ()
25.2% 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 12 funds in its are : SH, SVXY, TMF, TMV
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.
Regime: Compare 20‑day strength of BND (US bonds) with 60‑day strength of SH (inverse S&P; up when stocks fall). If BND>SH → risk‑on.<br>Risk‑on: Buy XLK (tech). If SPY is below its 200‑day average and QQQ isn’t oversold (10‑day RSI≥30), use XLP (consumer‑staples).<br>Risk‑off: If QQQ is oversold (RSI<30), buy XLK; else hold the 4 least‑volatile (equal‑weight) from TMF/TMV (Treasury up/down), SVXY/VIXM (vol down/up), GLD (gold), BIL (T‑bills).<br>Daily rebalance. RSI=0–100 momentum; 200‑day avg=trend.
Daily, it gauges risk using bonds vs inverse S&P. In risk‑on it buys tech (XLK), otherwise staples (XLP). In risk‑off it either buys oversold tech or rotates into the 4 calmest of gold, T‑bills, Treasury up/down, and volatility up/down funds.
Out-of-sample, this strategy delivers ~23.7% annualized return vs SPY's ~20.5%, with lower max drawdown (~17.2% vs 18.8%) and Calmar ~1.38—plus positive alpha and regime-based diversification, aiming for steadier outperformance.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $382k | 2026-10-11 | |
| Backtest regulatory fees | $834 | 2026-10-11 | |
| Backtest slippage cost | $6,622 | 2026-10-11 |
| AI categories (Composer) | defensive rotation, low-volatility filter, regime switching, rsi/momentum, sector rotation, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 30 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.83 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "GLD", "QQQ", "SH", "SPY", "SVXY", "TMF", "TMV", "VIXM", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,770 | 2026-10-11 | |
| Out-of-sample length | 624 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3723% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.62% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
