Composer · investment strategy
by Composer Technologies · via Composer
A daily, regime-aware switch. If inflation expectations trend up, it runs a tactical inflation playbook (hedge, gold, dip-buys, or defensive stocks; TQQQ only with bond confirmation). Otherwise, it rides the Nasdaq with adjustable leverage and flips to inverse if momentum weakens.
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.
4 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%)
No funds
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 ()
9 of 24 funds in its are : DOG, FAS, PSQ, QLD, RWM, SH, TBF, TECL, 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.
First, it checks RINF (an ETF tied to inflation expectations). If RINF is in a long uptrend, it uses an “inflation” playbook: hedge if stocks look overheated (via VIXY), buy gold on steady strength, buy 3× tech/financials on sharp dips, or hold a calm, quality-stock basket unless bonds confirm a risk‑on, in which case it buys 3× Nasdaq. If RINF isn’t trending up, it rides the Nasdaq uptrend with adjustable leverage, flips to inverse ETFs if momentum weakens, or dials down if neither is true.<br><br>Plain terms: RSI is a 0–100 “heat gauge” of recent moves (>80 hot, <30 cold). A 200‑day average marks long‑term trend.
A daily, regime-aware switch. If inflation expectations trend up, it runs a tactical inflation playbook (hedge, gold, dip-buys, or defensive stocks; TQQQ only with bond confirmation). Otherwise, it rides the Nasdaq with adjustable leverage and flips to inverse if momentum weakens.
Inflation-aware, regime-switching strategy aiming to outperform the S&P 500 with higher upside (27.6% vs 19.8%), Nasdaq exposure when trend confirms, plus inflation hedges and downside protection for a disciplined, adaptive approach.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $218.4M | 2026-10-11 | |
| Backtest regulatory fees | $642k | 2026-10-11 | |
| Backtest slippage cost | $6.2M | 2026-10-11 |
| AI categories (Composer) | gold, leveraged/inverse etfs, mean reversion, quality-stock fallback, regime filter (inflation), tactical rotation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 109 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.60 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "COST", "DOG", "FAS", "GE", "GLD", "IEF", "LLY", "NVO", "PGR", "PSQ", "QLD", "QQQ", "RINF", "RWM", "SH", "SPY", "TBF", "TECL", "TLT", "TQQQ", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,507 | 2026-10-11 | |
| Out-of-sample length | 541 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 104.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2184k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.37% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.06% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.42% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.62 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.84 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
