Composer · investment strategy
by Composer Technologies · via Composer
Daily switch: if a sharp bond selloff is underway (TBT up ≥10% in 60 days), hold TBF to bet against long‑term Treasuries; otherwise hold QQQ for large‑cap tech/growth exposure.
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.
1 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 ()
100.0% 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 3 funds in its are : TBF, TBT
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.
Each day it checks a “thermometer” of bond stress: TBT, a fast-moving ETF that rises when long-term Treasury bonds fall. If TBT is up 10% or more over the past ~3 months (60 trading days), it buys TBF, which benefits when long‑term Treasuries drop. Otherwise it holds QQQ (big tech/growth).<br>Tickers: TBF = inverse long‑term Treasuries; TBT = a quicker, 2x version used only for the signal; QQQ = Nasdaq‑100 (mega‑cap tech).
Daily switch: if a sharp bond selloff is underway (TBT up ≥10% in 60 days), hold TBF to bet against long‑term Treasuries; otherwise hold QQQ for large‑cap tech/growth exposure.
Out-of-sample Sharpe ~1.01 with ~19.9% annualized return and ~22.8% max drawdown. A transparent inflation hedge via regime switch: switch to TBF on bond stress, otherwise seek QQQ growth—competitive risk-adjusted performance vs SPY.
This symphony is a basket of assets designed to hedge against an inflation spiral scenario and includes consumer staples, gold, energy and agricultural commodities, and treasury shorts. This symphony was developed by Stoic Finance and Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $218k | 2026-10-11 | |
| Backtest regulatory fees | $333 | 2026-10-11 | |
| Backtest slippage cost | $2,571 | 2026-10-11 |
| AI categories (Composer) | bonds short vs tech, daily rebalance, inflation hedge, momentum trigger, regime-switching | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "TBF", "TBT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,296 | 2026-10-11 | |
| Out-of-sample length | 993 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 19.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2075% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 104.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.51% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
