Composer · investment strategy
by Composer Technologies · via Composer
A monthly, risk-on/risk-off plan: 60% swings between 3x Nasdaq (TQQQ) and bond/gold/dollar/staples defenses based on junk bonds vs cash and a Treasury trend check; 40% stays 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.
5 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%)
2 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. : 100% · 2026-10-11 ()
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% · 2026-10-11 ()
2 of 9 funds in its are : TMF, TQQQ
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.
Monthly check.<br>- If junk bonds (JNK) beat cash‑like T‑bills (BIL) over 1 month, put 60% in 3x Nasdaq‑100 (TQQQ).<br>- Else, if long Treasuries (TLT) rose over 3 months, put 60% in 3x long Treasuries (TMF).<br>- Else, put that 60% in equal UUP (US dollar), GLD (gold), XLP (consumer staples), SHY (short Treasuries).<br>- Always keep 40% in UUP/GLD/SHY.
A monthly, risk-on/risk-off plan: 60% swings between 3x Nasdaq (TQQQ) and bond/gold/dollar/staples defenses based on junk bonds vs cash and a Treasury trend check; 40% stays in a safety mix.
Out-of-sample shows ~29.7% annualized return vs 22.5% for SPY, with a 40% safety sleeve and monthly rebalancing. Captures bigger upside in favorable regimes and uses diversified hedges for risk control—an edge over the S&P 500.
Simple strategy that outperforms hedgefundie and only trades monthly
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $913k | 2026-10-11 | |
| Backtest regulatory fees | $419 | 2026-10-11 | |
| Backtest slippage cost | $2,819 | 2026-10-11 |
| AI categories (Composer) | defensive sleeve, leveraged etfs, multi-asset, risk-on/risk-off, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 2026-10-11 | |
| Rebalance frequency | monthly | 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[ "BIL", "GLD", "JNK", "SHY", "TLT", "TMF", "TQQQ", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 95 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 945 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9026% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 165.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.12% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.24% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.72% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
