Composer · investment strategy
by Composer Technologies · via Composer
A daily, credit‑led rotation. It reads how fast junk bonds and short‑term Treasuries are moving to spot stress or easing, then shifts into one of four baskets: recovery, early‑volatility, bond‑friendly, or inflation/short‑vol. Uses some leveraged/inverse ETFs.
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.
16 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%)
7 funds (SEC N-PORT, as of 2026-06-30) · not identified: USL 17%, HTGC 2%, ARCC 2%, MAIN 2%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 71% · 2026-10-11 ()
16.7% 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 ()
7 of 30 funds in its are : EEV, EUO, KOLD, SCO, SIJ, SVXY, TMF
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 watches two gauges, using RSI (a 0–100 “speed of recent moves” score: low=falling fast, high=rising fast). JNK = junk bonds; SHY = 1–3yr Treasuries.<br>• If JNK falls fast: risk is rising. If SHY is surging, play “recovery”; else prepare for a volatility spike.<br>• If JNK is fine: if SHY is surging, favor bonds/defensives; else favor inflation‑tilted, short‑vol plays.
A daily, credit‑led rotation. It reads how fast junk bonds and short‑term Treasuries are moving to spot stress or easing, then shifts into one of four baskets: recovery, early‑volatility, bond‑friendly, or inflation/short‑vol. Uses some leveraged/inverse ETFs.
Out-of-sample, Pinnacle delivers superior risk-adjusted gains: ~28.8% annualized return, Sharpe ~1.35, max drawdown ~12.1%, vs S&P ~18.6% return, Sharpe ~1.13, drawdown ~18.8%. A daily, RSI-driven credit rotation that targets upside with tighter risk.
Using RSI to measure moves in junk credit and short term interest rates to gauge market risk. Short Term treasuries measure more abrupt emergency measures and moves, which tend to coincide or lead moments of high market volatility. Junk bonds have strong directional and leading trends that tend to lead market cycles.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.6M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $112k | 2026-10-11 |
| AI categories (Composer) | credit-led timing, daily rebalance, leveraged/inverse etfs, long/short, macro regime, rates & commodities, rsi momentum, tactical etf rotation, volatility stance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 60 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ARCC", "BEN", "DXJ", "EEV", "EUO", "FHI", "GLD", "HTGC", "IAI", "IHF", "ITA", "ITB", "IYG", "JNK", "KIE", "KOLD", "MAIN", "QQQ", "SCO", "SHY", "SIJ", "SOXX", "SVXY", "TMF", "USL", "USO", "VNQ", "XBI", "XLP", "XLV" ] | 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) | 0.62 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,773 | 2026-10-11 | |
| Out-of-sample length | 538 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 45.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 26k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.83% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.46% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.24% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.52% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.28% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 65.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.58 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
