Composer · investment strategy
by Composer Technologies · via Composer
A 60/40 tactical mix that reads the S&P 500’s “heat.” If too hot, it hides in T‑Bills; if very cold, it buys the 2 strongest 3× bull ETFs; otherwise it holds 3 momentum leaders among big U.S. stocks. Bonds rotate to the most oversold Treasury ETF.
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%)
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% · 2026-10-11 ()
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 ()
3 of 30 funds in its are : SPXL, TECL, TNA
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 Aggressive risk 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.
60% stocks, 40% Treasuries.<br>Stocks: Use an S&P 500 “heat” gauge (RSI, 0–100). If very hot (RSI>77), park in cash‑like T‑Bills (BIL). If very cold (RSI<30), buy the 2 strongest 3× bull ETFs: SPXL (S&P 500), TECL (tech), TNA (small‑caps). Otherwise, hold the 3 strongest big U.S. stocks (Apple, Microsoft, Amazon, Google, Meta, Nvidia, Tesla, etc.).<br>Bonds: Own the single Treasury ETF (TLT/IEF/IEI/SHY/GOVT) with the lowest RSI.
A 60/40 tactical mix that reads the S&P 500’s “heat.” If too hot, it hides in T‑Bills; if very cold, it buys the 2 strongest 3× bull ETFs; otherwise it holds 3 momentum leaders among big U.S. stocks. Bonds rotate to the most oversold Treasury ETF.
Outperforms the S&P with stronger risk-adjusted returns and smaller drawdowns: oos return 31.6% vs 19.8%, Sharpe ~1.32 vs ~1.28, max drawdown 13.7% vs 18.8%, Calmar ~2.31. A disciplined, adaptive 60/40 strategy using momentum leadership.
NASDAQ-X, Hedgefundie style
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $722k | 2026-10-11 | |
| Backtest regulatory fees | $1,706 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, risk-on/off, tactical allocation, treasuries, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 44 | 2026-10-11 | |
| Rebalance corridor width | 3.14% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMGN", "AMZN", "AVGO", "BIL", "CSCO", "GD", "GOOGL", "GOVT", "IEF", "IEI", "INTC", "META", "MSFT", "MSTR", "NFLX", "NOC", "NVDA", "PEP", "RTX", "SBUX", "SHY", "SPXL", "SPY", "TECL", "TLT", "TMUS", "TNA", "TSLA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,572 | 2026-10-11 | |
| Out-of-sample length | 807 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7117% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.10% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.16 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.02 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
