Composer · investment strategy
by Composer Technologies · via Composer
A daily, credit‑guided momentum switch. If preferreds and corporate bonds look stronger than broad U.S. stocks over ~2 weeks, buy leveraged Nasdaq (3x or 2x). If not, sit in short‑term T‑bills and gold 50/50.
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.
2 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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 ()
2 of 8 funds in its are : QLD, TQQQ
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 day it scores 10‑day momentum (RSI: a quick up‑vs‑down days score). 1) If PFFD (preferred stocks) isn’t stronger than VV (broad U.S. large caps), hold 50% BIL (T‑bills) + 50% GLD (gold). 2) Else, if PFFA (preferreds) isn’t stronger than VV, buy QLD (2x Nasdaq‑100). 3) Else, if IGIB (corp bonds) is stronger than VV, buy TQQQ (3x Nasdaq‑100); otherwise QLD.
A daily, credit‑guided momentum switch. If preferreds and corporate bonds look stronger than broad U.S. stocks over ~2 weeks, buy leveraged Nasdaq (3x or 2x). If not, sit in short‑term T‑bills and gold 50/50.
Out-of-sample annualized return: 53.5% vs 23.1% for the S&P, with Calmar 2.77—strong risk-adjusted upside and a defensive ballast in downturns. Note: drawdowns can be larger in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-11 | |
| Backtest regulatory fees | $3,265 | 2026-10-11 | |
| Backtest slippage cost | $26k | 2026-10-11 |
| AI categories (Composer) | corporate bonds, credit-based signal, gold, leveraged etfs, momentum, nasdaq-100, preferred stocks, t-bills, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.64 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "IGIB", "PFFA", "PFFD", "QLD", "TQQQ", "VV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,101 | 2026-10-11 | |
| Out-of-sample length | 349 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.14% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.66% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.66% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.26% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.84 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
