Composer · investment strategy
by Composer Technologies · via Composer
Shifts between an aggressive stock mix (JEPI + 3× high‑beta stocks) when bonds look healthy, and a defensive mix (anti‑beta/gold and managed‑futures/short‑Treasuries) when rising rates pressure bonds—picking the more “oversold” choice within each defensive 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.
3 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 ()
4 of 8 funds in its are : HIBL, PST, TBX, 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 checks which is doing better over ~10 days: BND (owns bonds) or TBX (goes up when Treasuries fall). If BND wins, it splits 50/50 into JEPI (stock + option income) and HIBL (3× high‑beta US stocks). If TBX wins, it goes defensive: 50/50 into two picks chosen from [BTAL vs UGL] and [DBMF vs PST], each time buying the one with the lower 12‑day RSI (a simple 0–100 “heat” score; lower = more sold‑off). Rebalances only on ~2% drift.
Shifts between an aggressive stock mix (JEPI + 3× high‑beta stocks) when bonds look healthy, and a defensive mix (anti‑beta/gold and managed‑futures/short‑Treasuries) when rising rates pressure bonds—picking the more “oversold” choice within each defensive pair.
Out-of-sample, this strategy aims for higher upside than the S&P 500: ~42% annualized return vs ~23%, with Calmar ~1.23 indicating solid risk-adjusted performance. It adapts to rate regimes (risk-on/off), though drawdowns can reach ~34% in stress.
112% AR / 18.5% DD from 21May2020
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $288k | 2026-10-11 | |
| Backtest regulatory fees | $1,139 | 2026-10-11 | |
| Backtest slippage cost | $7,918 | 2026-10-11 |
| AI categories (Composer) | bond trend signal, defensive gold/managed futures/short treasuries, equities income/high-beta, regime-switching, risk-on/risk-off, rsi | 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", "PST", "TBX", "UGL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 62 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,604 | 2026-10-11 | |
| Out-of-sample length | 888 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 69.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2781% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 244.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.70% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.85% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
