Composer · investment strategy
by Composer Technologies · via Composer
Quarterly, it asks if bonds are beating cash to set Risk ON/OFF. Then it buys contrarian picks: Risk ON buys the most beaten‑down leveraged growth/stock or long‑bond funds; Risk OFF shifts to the dollar, hedges, or defensives (and cash) based on rate direction.
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.
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.
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.
Rebalanced quarterly.<br>1) Risk test: If total US bonds (BND) beat T‑bills (BIL) over ~60 days → Risk ON; else Risk OFF.<br>Risk ON: Equally buy 4 aggressive funds (3x tech/semis/US stocks and 3x long‑Treasuries) that look most “washed‑out” by a 1‑year RSI.<br>Risk OFF: Check long Treasuries (TLT) vs T‑bills over ~20 days. If TLT is weak (rates rising): 40% long US dollar; 60% in 3 defensive/short/volatility funds with the weakest 10‑day RSI. If TLT is firm (rates falling): 80% in 4 of staples, health care, short‑term bonds, gold, or long Treasuries that lagged over 3 months; 20% cash.
Quarterly, it asks if bonds are beating cash to set Risk ON/OFF. Then it buys contrarian picks: Risk ON buys the most beaten‑down leveraged growth/stock or long‑bond funds; Risk OFF shifts to the dollar, hedges, or defensives (and cash) based on rate direction.
Out-of-sample, this strategy targets ~37% annualized return vs ~21% for the S&P, with strong risk-adjusted metrics and a clear risk-on/off regime. It aims bigger upside in favorable turns, but carries higher drawdown risk.
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) | $8.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,936 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | bond-vs-cash signal, contrarian rsi, defensive hedges, dollar tilt, leveraged etfs, macro regime, quarterly rebalance, risk-on/off | 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) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 383 | 2026-10-11 | |
| Watchers | 218 | 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) | 68.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 81k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 251.70% | 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) | 2.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.62% | 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) | 1.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
