Composer · investment strategy
by Composer Technologies · via Composer
A two‑sleeve, monthly plan. Half rotates between Bitcoin vs the U.S. dollar (or a single oversold diversifier). The other half toggles SPY ↔ TLT ↔ a defensive basket using a junk‑bond “canary,” with 40% of that half always in a safety mix.
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.
6 positions as of 2026-10-19
: 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%)
4 funds (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. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
0 of 16 funds in its are
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.
- Split the portfolio 50/50 into two sleeves. Rebalance monthly.<br>- Sleeve A (50%): If broad bonds have risen lately, buy whichever is stronger: Bitcoin (GBTC) or the U.S. dollar (USDU). If bonds have not, buy one “most oversold” pick from a list (gold, tech, anti‑beta, USD, short Treasuries‑TIPS, a volatility premium fund, or a rates hedge).<br>- Sleeve B (50%): 60% uses a “canary” test: if junk bonds beat cash over the last month, hold the S&P 500 (SPY); if not, hold long Treasuries (TLT) if they’ve been rising, otherwise hold a defensive mix (gold, consumer staples, short Treasuries, USD). The other 40% always stays in a defensive mix (gold, short Treasuries, USD).
A two‑sleeve, monthly plan. Half rotates between Bitcoin vs the U.S. dollar (or a single oversold diversifier). The other half toggles SPY ↔ TLT ↔ a defensive basket using a junk‑bond “canary,” with 40% of that half always in a safety mix.
Out-of-sample edge: 21.11% return, Sharpe 1.31 vs SPY 1.11, Calmar 1.81, max drawdown 11.69% vs 18.76%. Lower beta, 734 backtest days. Diversified momentum/defense blend targeting higher risk-adjusted returns than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $48k | 2026-10-19 | |
| Backtest regulatory fees | $22 | 2026-10-19 | |
| Backtest slippage cost | $161 | 2026-10-19 |
| AI categories (Composer) | crypto & usd rotation, defensive hedges, momentum and mean-reversion, monthly rebalance, risk-on/risk-off, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 54 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "GBTC", "GLD", "IAU", "JNK", "PFIX", "SHY", "SPY", "STIP", "SVOL", "TLT", "USDU", "VGT", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 |
| Remixes (copies) | 17 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,339 | 2026-10-19 | |
| Out-of-sample length | 509 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 34.39% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 381.49% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.11% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.67% | ||
| Return, trailing 1 day (out-of-sample) | 0.13% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.78% | ||
| Return, trailing 1 week (out-of-sample) | 0.31% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.00% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 5.71% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.90% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.79% | ||
| SPY annualized return over the backtest window (backtest) | 13.72% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.07 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.81 | ||
| Maximum drawdown, backtest period (backtest) | -16.60% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.69% | ||
| Sharpe ratio, backtest period (backtest) | 1.67 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Sortino ratio, backtest period (backtest) | 2.69 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 18.80% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.56% |
| Annualized turnover, backtest period (backtest) | 6.51 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.01 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.16% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.37% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
