Composer · investment strategy
by Composer Technologies · via Composer
A 3‑sleeve tactical mix that compares bond strength to “short‑the‑market” funds to flip between offense and defense. Offense: SPY/QQQ/Tech; defense: Staples, cash‑like T‑bills, or a short S&P fund. Uses trend (200‑day) and oversold (RSI) signals.
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.
4 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%)
3 funds (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. : 100% · 2026-10-11 ()
32.9% 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 ()
2 of 10 funds in its are : PSQ, SH
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.
The portfolio is split into 3 equal sleeves. Each asks: are bond funds (BND, IEI, TLT) showing stronger recent gains than inverse stock funds (SH, PSQ, which rise when stocks fall)? If yes, go risk-on: buy SPY, QQQ, or Tech (XLK), favoring uptrends (SPY above its 200‑day average) or oversold bounces (RSI is a 0–100 gauge of recent up vs down; low=oversold). If not, go defensive: Staples (XLP), cash‑like T‑bills (SHV), or short S&P (SH).
A 3‑sleeve tactical mix that compares bond strength to “short‑the‑market” funds to flip between offense and defense. Offense: SPY/QQQ/Tech; defense: Staples, cash‑like T‑bills, or a short S&P fund. Uses trend (200‑day) and oversold (RSI) signals.
Out-of-sample proof: 19.34% annualized return with 17.90% max drawdown and beta ~0.83. A 3-sleeve, rules-based mix offers solid risk-adjusted performance, capturing tech upside in uptrends while trimming losses vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $831k | 2026-10-11 | |
| Backtest regulatory fees | $1,827 | 2026-10-11 | |
| Backtest slippage cost | $16k | 2026-10-11 |
| AI categories (Composer) | defensive hedging, inverse etfs, momentum, risk-on/risk-off, rsi, sector rotation, tactical asset allocation, tech tilt, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 60 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "IEI", "PSQ", "QQQ", "SH", "SHV", "SPY", "TLT", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,887 | 2026-10-11 | |
| Out-of-sample length | 714 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8205% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.13% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.09% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.41% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.23% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
