Composer · investment strategy
by Composer Technologies · via Composer
A quarterly, bond‑guided switch. If bonds beat T‑bills, go “risk on” with 4 leveraged growth ETFs that look most oversold. If not, go “risk off” into mixes of inverse Treasuries/equities, USD, staples, healthcare, gold, and long Treasuries.
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.
Every quarter it asks: have broad bonds (BND) beaten T‑bills (BIL) over the past 2 months?<br>- Yes → Risk ON: buy 4 of 6 aggressive, leveraged funds (tech/semis/Nasdaq/S&P/financials/long‑Treasuries) that look most “oversold.”<br>- No → Risk OFF: check long‑Treasury trend.<br> • If rates look to be rising: split 60% across the 3 most “oversold” hedges (inverse Treasuries/equities, staples, energy, VIX, anti‑beta) and 40% in long‑USD (USDU).<br> • If rates look to be falling: put 80% into 4 laggards among Treasuries, gold, staples, and healthcare (rest sits in cash).
A quarterly, bond‑guided switch. If bonds beat T‑bills, go “risk on” with 4 leveraged growth ETFs that look most oversold. If not, go “risk off” into mixes of inverse Treasuries/equities, USD, staples, healthcare, gold, and long Treasuries.
Out-of-sample annualized return ~35.9% vs SPY ~21.5%, Sharpe ~1.01, Calmar ~0.90. A quarterly, bond-driven risk switch with mean-reversion picks of leveraged growth or hedges seeks higher upside with disciplined risk vs the S&P.
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) | $6.3M | 2026-10-11 | |
| Backtest regulatory fees | $1,731 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | bond signal, defensive hedges, leveraged etfs, mean reversion, quarterly, risk-on/risk-off, sector rotation, volatility hedge | 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) | 0.27 | 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) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 138 | 2026-10-11 | |
| Watchers | 110 | 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) | 65.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 63k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 240.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.67% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 2.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.19% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
