Composer · investment strategy
by Composer Technologies · via Composer
Two signals compare bond strength to a bearish tech gauge. If strong, go QQQ. Else hold Staples in uptrends, buy Tech on deep oversold, or use an inverse S&P hedge. Final holding averages the two 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.
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 2026-06-30)
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 ()
2 of 8 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.
Two “voters” decide what to hold. Each asks: are US Treasury bond funds (TLT/IEF) showing more short‑term strength (via an RSI speedometer) than a bearish tech gauge (PSQ, inverse Nasdaq‑100)? If yes, buy QQQ (big tech). If not: if the S&P 500 (SPY) is above its 200‑day trend, hold XLP (Consumer Staples); if below and tech is very oversold (RSI<30), buy XLK (Tech); otherwise use SH (inverse S&P). The final holding averages the two votes.
Two signals compare bond strength to a bearish tech gauge. If strong, go QQQ. Else hold Staples in uptrends, buy Tech on deep oversold, or use an inverse S&P hedge. Final holding averages the two signals.
Out-of-sample, this two-signal strategy tilts between tech and defensives with a hedge, yielding low market beta (~0.77) and solid risk-adjusted return (Calmar ~0.93) at ~17.8% annualized vs SPY, with diversified downside exposure.
Sharpe: 1.34 | Calmar: 1.55
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7M | 2026-10-11 | |
| Backtest regulatory fees | $4,220 | 2026-10-11 | |
| Backtest slippage cost | $37k | 2026-10-11 |
| AI categories (Composer) | defensive hedging, inverse etfs, momentum + rsi, nasdaq/tech tilt, sector rotation, tactical asset allocation, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "PSQ", "QQQ", "SH", "SPY", "TLT", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,087 | 2026-10-11 | |
| Out-of-sample length | 796 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.52% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
