Composer · investment strategy
by Composer Technologies · via Composer
Single‑ETF strategy that gauges risk by bonds vs inverse‑S&P strength, then rotates: Tech in healthy trends or oversold bounces, Staples in weak markets, or cash‑like T‑bills when risk is high.
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 2026-05-31)
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 ()
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 ()
1 of 7 funds in its are : 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.
It first compares a 0–100 “strength score” (RSI) of BND (US bonds, 20 days) to SH (inverse S&P 500, 60 days). If bonds look stronger: If SPY is above its 200‑day average, buy XLK (Tech). If not, but QQQ’s 10‑day RSI < 30 (very oversold), still buy XLK; else buy XLP (Staples). If bonds aren’t stronger: If QQQ is oversold, buy XLK; else hold SHV (T‑bills). One ETF at a time.
Single‑ETF strategy that gauges risk by bonds vs inverse‑S&P strength, then rotates: Tech in healthy trends or oversold bounces, Staples in weak markets, or cash‑like T‑bills when risk is high.
Out-of-sample, this 1-ETF rotation targets higher returns (~26.5% vs ~21.2% SPY) with similar/dampened risk (~18.4% vs 18.8% drawdown) and solid risk-adjusted metrics (Calmar ~1.44, Sharpe ~1.14).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $783k | 2026-10-11 | |
| Backtest regulatory fees | $1,388 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | 200-day moving average, cash parking, risk-on/off filter, rsi, sector rotation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "QQQ", "SH", "SHV", "SPY", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,887 | 2026-10-11 | |
| Out-of-sample length | 695 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7728% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.82% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 62.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
