Composer · investment strategy
by Composer Technologies · via Composer
All-or-nothing: buy QLD (2× Nasdaq‑100) when bonds’ short-term momentum beats stocks and the backdrop is supportive; otherwise sit in BIL (T‑bills). Signals use RSI on SPY, BND, IEF, and TLT. Rebalanced daily.
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.
1 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 2026-06-30)
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 ()
1 of 6 funds in its are : QLD
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.
RSI is a 0–100 score of recent price strength; above 50 means it’s been rising. Each day: If SPY (S&P 500) 60‑day RSI > 50, compare 20‑day RSI of BND (bonds) vs SPY. If BND > SPY, buy QLD (2× Nasdaq‑100, tech‑heavy); else hold BIL (T‑bills). If SPY’s 60‑day RSI ≤ 50, only run that same trade when TLT (20+Y) has stronger 200‑day RSI than IEF (7–10Y); otherwise stay in BIL.
All-or-nothing: buy QLD (2× Nasdaq‑100) when bonds’ short-term momentum beats stocks and the backdrop is supportive; otherwise sit in BIL (T‑bills). Signals use RSI on SPY, BND, IEF, and TLT. Rebalanced daily.
Out-of-sample, this strategy targets ~30.3% annualized return with a 1.53 Sharpe, beating the S&P (~21.6%, 1.36 Sharpe). Drawdowns ~14.7% vs ~18.8%, beta ~0.49—delivering stronger, risk-adjusted growth with a clear rules-based approach.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-11 | |
| Backtest regulatory fees | $3,558 | 2026-10-11 | |
| Backtest slippage cost | $25k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum (rsi), nasdaq-100 focus, risk-on/risk-off, tactical allocation, treasury signals | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QLD", "SPY", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 43 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 982 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 29.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 180.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 45.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.64 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 74.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
