Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven switcher: short stocks when certain sectors run too hot, hide in T‑bills when Treasuries are frothy, buy Nasdaq on deep dips or when trends favor it; otherwise hold gold and short emerging markets.
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.
3 positions as of 2026-10-19
: 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 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
50.1% 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% · 2026-10-19 ()
3 of 14 funds in its are : EUM, QLD, SH
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.
Daily it checks a hot/cold gauge (RSI). If tech/consumer/dividend funds (XLK, XLY, FDL, DWX) look too hot, it shorts the S&P 500 (SH). If Treasuries (SPTI) are hot, it parks in T‑bills (BIL). If Nasdaq‑100 (QQQ) is very cold, it buys 2× Nasdaq (QLD). Otherwise, if corporate bonds (LQD) beat healthcare (XLV), it buys Nasdaq (QLD if S&P 500 (SPY) is above its 30‑day avg; else QQQ). If not, it holds gold (GLD) and shorts EM (EUM). Uses leveraged/inverse ETFs; expect big swings.
A daily, rules‑driven switcher: short stocks when certain sectors run too hot, hide in T‑bills when Treasuries are frothy, buy Nasdaq on deep dips or when trends favor it; otherwise hold gold and short emerging markets.
Out-of-sample edge: Sharpe ~2.04 vs ~1.45; annualized return ~48% vs ~19%; Calmar ~4.14. A rules-based Nasdaq-plus-hedges approach targets far bigger upside with controlled risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $116.9M | 2026-10-19 | |
| Backtest regulatory fees | $170k | 2026-10-19 | |
| Backtest slippage cost | $1.6M | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged & inverse etfs, long/short, momentum/rsi, sector signals, tactical allocation, trend filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 37 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.67 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DWX", "EUM", "FDL", "GLD", "LQD", "QLD", "QQQ", "SH", "SPTI", "SPY", "XLK", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 |
| Remixes (copies) | 52 | 2026-10-19 | |
| Watchers | 30 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,686 | 2026-10-19 | |
| Out-of-sample length | 4,686 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 65.46% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1169k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.66% | ||
| Return, trailing 1 day (out-of-sample) | 0.86% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.93% | ||
| Return, trailing 1 week (out-of-sample) | 4.96% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 62.25% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -99.80% | ||
| Return, trailing 2 weeks (out-of-sample) | 7.46% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.32% | ||
| SPY annualized return over the backtest window (backtest) | 11.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.77 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.14 | ||
| Maximum drawdown, backtest period (backtest) | -36.88% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.68% | ||
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.04 | ||
| Sortino ratio, backtest period (backtest) | 3.38 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.80 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 27.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.40% |
| Annualized turnover, backtest period (backtest) | 47.97 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.36 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.33% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.17% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
