Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, risk-on/risk-off mix: 30% JEPI for income, then tactically add either leveraged high‑beta stocks or diversifiers (gold, Treasuries, volatility, managed futures), always picking the most beaten‑down option by a short‑term RSI.
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.
0.7% 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. : 97% · 2026-10-11 ()
50.4% 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 ()
6 of 11 funds in its are : HIBL, SVXY, TBX, TMF, 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Daily: if BND (bonds) outperforms TBX (short Treasuries) over 10 days, Risk ON; else Risk OFF.<br>Risk ON: 30% JEPI (income US stocks), 47% HIBL (3x high‑beta stocks), 23% in the lower‑RSI of TMF (3x long Treasuries) or SVXY (inverse VIX).<br>Risk OFF: 30% JEPI; 50% in the lowest‑RSI of BTAL (anti‑beta), UGL (2x gold), or SVXY; 20% in the lowest‑RSI of DBMF (managed futures), TMV (3x inverse Treasuries), or VIXM (long VIX).<br>Low RSI = recently sold off; aiming for a bounce.
A rules-based, risk-on/risk-off mix: 30% JEPI for income, then tactically add either leveraged high‑beta stocks or diversifiers (gold, Treasuries, volatility, managed futures), always picking the most beaten‑down option by a short‑term RSI.
High upside potential: out-of-sample annualized return ~40% vs S&P ~22%, aided by an income core and regime-based rotations. Diversified sleeves aim to capture gains while balancing risk—note higher drawdowns in volatility spikes.
V1.1 adds JEPI dividends, replaces PST with TMV, and improves drawdown using volatility (and inverse vol) ETFs. 121% AR | 16.2% DD from 21May2020
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $335k | 2026-10-11 | |
| Backtest regulatory fees | $1,081 | 2026-10-11 | |
| Backtest slippage cost | $7,527 | 2026-10-11 |
| AI categories (Composer) | bonds vs rates signal, income (covered calls), leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, volatility etfs | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BTAL", "DBMF", "HIBL", "JEPI", "SVXY", "TBX", "TMF", "TMV", "UGL", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,604 | 2026-10-11 | |
| Out-of-sample length | 886 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 73.56% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3250% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.35% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 229.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.28% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.69% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.70 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.84% | 2026-10-11 |
Collective2
Composer Technologies · Composer
