Composer · investment strategy
by Composer Technologies · via Composer
Rules-based ETF rotation across S&P 500, Nasdaq-100, small-caps, and semis. A bond “weather vane” plus an RSI heat meter decides between cash/bonds, the plain ETF, or inverse/3x versions when things look too hot or too cold.
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.
1.0% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 2026-10-11 ()
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% · 2026-10-11 ()
8 of 16 funds in its are : PSQ, RWM, SH, SOXL, SOXS, SPXL, TNA, 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.
Split money equally across 4 sleeves: S&P 500 (SPY), Nasdaq-100 (QQQ), small-caps (IWM), semiconductors (SOXX). Each sleeve checks a bond ETF as a weather vane. It uses RSI, a 0-100 heat meter of recent gains: >70 = hot, <30-35 = cold. If bonds look strong, it trades contrarian: hot -> inverse (bet against), cold -> 3x bull; else the plain ETF. If bonds look weak, it often parks in bonds/cash; otherwise holds the plain ETF.
Rules-based ETF rotation across S&P 500, Nasdaq-100, small-caps, and semis. A bond “weather vane” plus an RSI heat meter decides between cash/bonds, the plain ETF, or inverse/3x versions when things look too hot or too cold.
Out-of-sample, this strategy aims for ~28.3% annualized return vs SPY’s ~21.3%, via four-sleeve rotation with bond regime filters. Strong upside with solid risk-adjusted gains (Calmar ~0.92); max drawdown ~31% vs SPY ~19%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $226k | 2026-10-11 | |
| Backtest regulatory fees | $954 | 2026-10-11 | |
| Backtest slippage cost | $7,299 | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged and inverse etfs, risk-on/risk-off, rsi/momentum, tactical etf rotation, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 75 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "IEF", "IWM", "PSQ", "QQQ", "RWM", "SH", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "TLT", "TNA", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 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) | 0.73 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 840 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2164% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 129.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 41.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.56 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.28% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.01 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.77 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.78 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
