Composer · investment strategy
by Composer Technologies · via Composer
A tactical switch: if bonds are trending better than betting against them, own JEPI + 3x high‑beta stocks. If not, own two defensive picks (one of gold/anti‑beta and one of managed‑futures/inverse‑Treasuries), choosing the more oversold in each pair.
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 2026-07-31)
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 ()
4 of 8 funds in its are : HIBL, TBX, TMV, UGL
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.
It first checks the past‑10‑day average returns of BND (US bonds) vs TBX (bet against 7–10Y Treasuries). If BND is doing better, it goes “risk‑on”: 50% JEPI (stock income fund using options) + 50% HIBL (3x high‑beta stocks). Otherwise it goes “defense”: pick the more “oversold” (lower 12‑day RSI—a 0–100 heat gauge of recent moves) from BTAL (anti‑beta long/short) vs UGL (2x gold), and from DBMF (managed futures) vs TMV (3x inverse long Treasuries), then split 50/50.
A tactical switch: if bonds are trending better than betting against them, own JEPI + 3x high‑beta stocks. If not, own two defensive picks (one of gold/anti‑beta and one of managed‑futures/inverse‑Treasuries), choosing the more oversold in each pair.
Out-of-sample edge: ~48% annualized return vs ~23% for SPY, Sharpe ~1.34, Calmar ~1.31. A dynamic risk-on/risk-off strategy aims for big upside with built‑in hedges; note drawdowns can reach ~37% in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $444k | 2026-10-11 | |
| Backtest regulatory fees | $1,548 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | gold, inverse treasuries, leveraged etfs, managed futures, mean reversion, options income, regime-switching etf rotation, risk-on/risk-off, tactical asset allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BTAL", "DBMF", "HIBL", "JEPI", "TBX", "TMV", "UGL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 67 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,604 | 2026-10-11 | |
| Out-of-sample length | 887 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4338% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 298.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 72.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 72.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.81% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.81% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.72% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.10 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
