Composer · investment strategy
by Composer Technologies · via Composer
A rules-based mix that toggles between US stocks and Treasuries using trend and “overbought/oversold” signals. Buys broad/tech stocks when uptrends are healthy, shifts to bonds when stocks overheat or bonds lead, and may short bonds in deep bond selloffs.
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.
“if hot or bonds lead, rotate to IEF/TLT (Treasury funds)”
“take a small tech rebound (TECL 40%) and park the rest in short‑term bonds (BSV)”
“In weak bonds + weak stocks, use SPHD/XLP/BSV or short bonds (TBF).”
“Else use trends: price vs 200‑day and bond trends (long vs longer averages).”
“If stocks lead and aren’t hot (RSI>60=hot), hold QQQ/SPY/DIA”
“if Nasdaq is washed out (RSI, a 0–100 recent‑move score, <31), take a small tech rebound (TECL 40%)”
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.
1.2% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV · not identified: DIA 32%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 67% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
3 of 12 funds in its are : TBF, TECL, TQQQ
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Fixed income 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.
2 missing
The text the rules are quoted from, with where it came from.
Rule-based “stocks vs bonds” switcher. Step 1: if Nasdaq is washed out (RSI, a 0–100 recent‑move score, <31), take a small tech rebound (TECL 40%) and park the rest in short‑term bonds (BSV).<br>Else use trends: price vs 200‑day and bond trends (long vs longer averages). If stocks lead and aren’t hot (RSI>60=hot), hold QQQ/SPY/DIA (big US stock funds); if hot or bonds lead, rotate to IEF/TLT (Treasury funds). In weak bonds + weak stocks, use SPHD/XLP/BSV or short bonds (TBF).
A rules-based mix that toggles between US stocks and Treasuries using trend and “overbought/oversold” signals. Buys broad/tech stocks when uptrends are healthy, shifts to bonds when stocks overheat or bonds lead, and may short bonds in deep bond selloffs.
Dynamic stocks-vs-bonds strategy with strict risk controls. Out-of-sample: max drawdown ~10% vs SPY ~19%, beta ~0.9, Calmar ~2.0; annualized return ~20.5% vs SPY 21.3%. Similar upside with cleaner risk.
Backtest to March 1 2007
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $330k | 2026-10-11 | |
| Backtest regulatory fees | $972 | 2026-10-11 | |
| Backtest slippage cost | $8,199 | 2026-10-11 |
| AI categories (Composer) | defensive rotation, leveraged/inverse etfs, momentum, risk-on/risk-off, tactical asset allocation, trend following, us stocks, us treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DIA", "IEF", "QQQ", "SPHD", "SPY", "TBF", "TECL", "TLT", "TQQQ", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,512 | 2026-10-11 | |
| Out-of-sample length | 960 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3197% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.07% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.73% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.20% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.26% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
