Composer · investment strategy
by Composer Technologies · via Composer
A rules-based swing strategy that rotates among cash (T‑bills), leveraged tech/stock funds, and long/short Treasuries using simple “hot/cold” and trend checks on stocks, bonds, commodities, and the U.S. dollar. Defense first; offense only when signals agree.
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 ()
15 of 34 funds in its are : BRZU, CURE, QLD, SH, SOXL, SPXL, TECL, TMF, TMV, TNA, TQQQ, TYO, UMDD, UPRO, USD
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.
Steps: 1) Read long‑term trends of stocks (SPY) and bonds (TLT) to choose offense or defense. 2) A “hot/cold” meter (RSI): if too hot, park in cash (BIL); if washed‑out, buy the most beaten‑down tech/semis fund for a bounce. 3) If rates rise, hold inverse long‑bond (TMV); if rates fall, hold long‑bond (TMF). 4) Spikes in commodities or the U.S. dollar push it to cash, gold (PHYS), or a hedge (BTAL). 5) Otherwise a short‑term momentum screen holds one strong fund.
A rules-based swing strategy that rotates among cash (T‑bills), leveraged tech/stock funds, and long/short Treasuries using simple “hot/cold” and trend checks on stocks, bonds, commodities, and the U.S. dollar. Defense first; offense only when signals agree.
Dynamic, rules-based blend of cash, leveraged tech, and Treasuries using regime filters. Out-of-sample annualized return: 30.37% vs S&P 500’s 22.47%, with risk controls; note bear markets can bring larger drawdowns.
Revised Nov 16, 2023 by Michael B. Replaced most shorting ETFs, K-1 ETFs, and commodities ETFs with BIL
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.4B | 2026-10-11 | |
| Backtest regulatory fees | $16.6M | 2026-10-11 | |
| Backtest slippage cost | $160.0M | 2026-10-11 |
| AI categories (Composer) | cross-asset signals, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 353 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.78 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BRZU", "BSV", "BTAL", "CURE", "DBC", "EPI", "EWZ", "IEF", "LTPZ", "PHYS", "PUI", "QLD", "SH", "SHY", "SOXL", "SPHB", "SPTL", "SPXL", "SPY", "STIP", "TECL", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYO", "UMDD", "UPRO", "USD", "USDU", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,215 | 2026-10-11 | |
| Out-of-sample length | 725 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 171.54% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 34395k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 114.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 41.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 31.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.86% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.73 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -62.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 112.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
