Composer · investment strategy
by Composer Technologies · via Composer
Quarterly regime switch: bonds vs T‑bills picks Risk‑On or Risk‑Off. Then it buys the most “beaten‑up” choices from preset ETFs—growth/leveraged in Risk‑On; hedges, USD, or defensives (plus some cash) in Risk‑Off. Mean‑reversion focus.
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 makes two checks.<br>1) Bonds vs cash: If the total US bond market (BND) beat 1–3m T‑bills (BIL) over ~60 days, go Risk‑On: buy 4 of 6 growth funds (leveraged tech/semis/Nasdaq/S&P/financials and long Treasuries TMF) with the lowest 10‑day RSI (a short‑term “how beaten‑up” score).<br>2) Otherwise Risk‑Off, then rates: If long Treasuries (TLT) lagged T‑bills over ~20 days (rising rates), hold 3 oversold hedges (inverse Treasuries, defensive stocks, inverse stock funds, VIX, market‑neutral) plus 40% long USD (USDU). If not (falling rates), hold 4 oversold defensives (staples, healthcare, Treasuries, short Treasuries, gold) and keep ~20% cash.
Quarterly regime switch: bonds vs T‑bills picks Risk‑On or Risk‑Off. Then it buys the most “beaten‑up” choices from preset ETFs—growth/leveraged in Risk‑On; hedges, USD, or defensives (plus some cash) in Risk‑Off. Mean‑reversion focus.
Quarterly regime-switching strategy that buys beaten-up growth bets in Risk-On and hedges in Risk-Off. Out-of-sample: about 36% annualized return vs SPY ~21%, with higher max drawdown (~51% vs ~19%). Strong upside in bull markets with protection in downturns.
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) | $6.5M | 2026-10-11 | |
| Backtest regulatory fees | $1,652 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | bonds vs t‑bills, leveraged/inverse etfs, mean reversion, quarterly, regime switching, risk‑on/risk‑off, usd, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 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) | 1.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 92 | 2026-10-11 | |
| Watchers | 55 | 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) | 65.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 65k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.01% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 241.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 0.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.41% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.23% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.25 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
