Composer · investment strategy
by Composer Technologies · via Composer
A quarterly, risk-on/risk-off rotation. If broad bonds beat T‑bills, it buys 4 leaders among leveraged US stock/tech/semis/financials or long‑bond funds. If not, it shifts to defensive mixes, sometimes shorting stocks/bonds and owning the US dollar.
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 asks: are broad bonds (BND) beating T‑bills (BIL) over ~60 days? If yes (Risk ON), buy 4 leaders among leveraged US stock/tech/semis/financials or long‑bond funds (chosen by recent returns or RSI—a gauge of recent buying vs selling). If no (Risk OFF), check long Treasuries (TLT): if weak, hold 60% defensive/short funds + 40% long USD (USDU); otherwise hold staples, healthcare, short Treasuries, gold, and/or long Treasuries.
A quarterly, risk-on/risk-off rotation. If broad bonds beat T‑bills, it buys 4 leaders among leveraged US stock/tech/semis/financials or long‑bond funds. If not, it shifts to defensive mixes, sometimes shorting stocks/bonds and owning the US dollar.
Out-of-sample: 37.6% annualized return vs SPY’s 21.5%, with a Calmar around 0.84. A quarterly risk-on/off rotation aims for bigger upside in up markets while hedging risk, though drawdowns may be larger than SPY.
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) | $7.6M | 2026-10-11 | |
| Backtest regulatory fees | $1,876 | 2026-10-11 | |
| Backtest slippage cost | $16k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro rates filter, quarterly rebalance, risk-on/risk-off, tactical etf rotation, trend & momentum | 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) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 67 | 2026-10-11 | |
| Watchers | 77 | 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) | 68.10% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 76k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 258.50% | 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) | 1.53 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.60% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.77% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
