Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight SPY/QQQ/IWM/SOXX sleeves. Each uses a bond “traffic light”: if that bond is rising (RSI>50), hold the stock; else hold the bond. If the stock runs very hot (RSI>70), flip to its inverse (SOXS is 3×). Daily rebalanced.
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 ()
4 of 12 funds in its are : PSQ, RWM, SH, SOXS
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.
Portfolio uses 4 sleeves: SPY (large US stocks), QQQ (big tech), IWM (small caps), SOXX (chipmakers). Each has a bond “traffic light”: BIL (T‑bills), TLT (20+yr), IEF (7–10yr), AGG (broad bonds). RSI = 0–100 recent strength; >50 rising, >70 very hot. If that bond’s RSI >50, hold the stock—unless the stock’s RSI >70, then use its inverse (SH/PSQ/RWM; SOXS is 3× inverse, higher risk). If not >50, stay in the bond. Equal weight; checked daily.
Equal-weight SPY/QQQ/IWM/SOXX sleeves. Each uses a bond “traffic light”: if that bond is rising (RSI>50), hold the stock; else hold the bond. If the stock runs very hot (RSI>70), flip to its inverse (SOXS is 3×). Daily rebalanced.
Diversified 4-sleeve strategy gates equity with bond momentum and selective inverse hedges. Out-of-sample: ~19.2% annualized return, max drawdown ~21.65%, Sharpe ~1.13, beta ~0.67. Lower market sensitivity and diversified risk vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $97k | 2026-10-11 | |
| Backtest regulatory fees | $562 | 2026-10-11 | |
| Backtest slippage cost | $4,084 | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, equities and bonds, inverse etfs, mean reversion, momentum filter, multi-asset, tactical asset allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "SOXS", "SOXX", "SPY", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 6 | 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) | 14.68% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 865.90% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.51% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.81% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.22% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.81% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.23 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
