Composer · investment strategy
by Composer Technologies · via Composer
A quarterly, rules-based mix. If bonds beat cash, it buys 4 leveraged growth/tech/bond ETFs with the best recent strength. If not, it shifts to defensive shorts, staples, energy, USD, or to bonds/gold when rates fall. High risk; 4 trades/yr.
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.
0.0% of weight in (IVV: 3.0%)
3 funds (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. : 98% · 2026-10-11 ()
19.8% 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 ()
11 of 22 funds in its are : FAS, PST, QID, SDS, SOXL, TBT, TECL, TMF, TQQQ, UGL, UPRO
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.
Each quarter it checks if bonds beat cash: 60‑day BND (broad bonds) vs BIL (T‑bills). If BND > BIL → Risk ON; else Risk OFF.<br>Risk ON: buy 4 of SOXL/TECL/TQQQ/UPRO/FAS/TMF with the strongest recent price strength (RSI = 0–100 gauge of up vs down days).<br>Risk OFF: use TLT’s trend to tell rising vs falling rates. Rising: 60% in 3 of PST/TBT/SDS/QID/XLP/XLE/VIXY/VIXM/BTAL + 40% USDU. Falling: 80% in 4 of XLP/XLV/SHY/UGL/TLT. Rebalance quarterly.
A quarterly, rules-based mix. If bonds beat cash, it buys 4 leveraged growth/tech/bond ETFs with the best recent strength. If not, it shifts to defensive shorts, staples, energy, USD, or to bonds/gold when rates fall. High risk; 4 trades/yr.
Dynamic, regime-switching strategy aims for higher upside: OOS return ~36.8% vs S&P ~21%, Sharpe ~0.99, Calmar ~0.80, but with larger drawdowns (~46%). Suitable for risk-tolerant, active growth seekers.
The name is BND, James BND. Compares the Vanguard Total Bond Market ETF with 1-3 month T-bills to decide market risk. Uses copious RSI comparisons to pick 4 ETFs to hold each quarter. Based on a variant of the Risk On or Risk Off Leveraged SP500 Strategy posted here: https://www.reddit.com/r/LETFs/comments/xqklx6/ive_been_holding_this_strategy_and_ive_done_very/ -HinnomTX
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.9M | 2026-10-11 | |
| Backtest regulatory fees | $1,739 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, momentum (rsi), multi-asset defensives, quarterly rebalance, regime switching, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 154 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "FAS", "PST", "QID", "SDS", "SHY", "SOXL", "TBT", "TECL", "TLT", "TMF", "TQQQ", "UGL", "UPRO", "USDU", "VIXM", "VIXY", "XLE", "XLP", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.15 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 79 | 2026-10-11 | |
| Watchers | 78 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,220 | 2026-10-11 | |
| Out-of-sample length | 1,006 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 69k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 250.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.76% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
