Composer · investment strategy
by Composer Technologies · via Composer
Rules-based “risk on/off” rotation. Uses bond strength and a fear gauge to decide when to buy dips in leveraged tech/stock funds, and when to hedge with Treasuries, the dollar, commodities, or inverse ETFs, aiming to reduce big drawdowns.
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.
0.7% 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. : 81% · 2026-10-11 ()
50.4% 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 ()
12 of 25 funds in its are : HDGE, SJB, SOXL, SQQQ, TBT, TECL, TMF, TMV, TQQQ, TZA, UPRO, UVXY
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.
Step 1 (regime): If a bond fund (BND) has risen over ~8 weeks, be Risk ON; else Risk OFF.<br>Risk ON: when fear (UVXY) isn’t overheated, buy 1–2 of the most recently sold‑off choices (RSI = 0–100 of recent moves; low = sold‑off) among tech‑heavy, often 3x funds (TQQQ/UPRO/SOXL/TECL). If fear is high, switch between long/short long Treasuries (TMF/TMV).<br>Risk OFF: choose hedges for rising vs falling rates—dollar (USDU), Treasuries (TMF/TMV/TBT), commodities (PDBC), anti‑beta (BTAL), staples (XLP), or inverse equity funds (SQQQ/TZA)—again favoring the most beaten‑down.
Rules-based “risk on/off” rotation. Uses bond strength and a fear gauge to decide when to buy dips in leveraged tech/stock funds, and when to hedge with Treasuries, the dollar, commodities, or inverse ETFs, aiming to reduce big drawdowns.
Dynamic risk-on/off rotation with volatility filters and hedges (Treasuries, USD, commodities) to capture upside in favorable regimes while aiming to limit big drawdowns and providing diversification versus the S&P 500.
used 60d BND/BIL to go Risk on/ Risk off (ty HinnomTx and jss040292). fund surfing during Risk on. got rid of CTA use during risk off so we could further back test. i like the idea of CTA use (KMLM, DBMF, CTA) but severly limits backtesting. shorting treasury bonds protects against rising interest rates in 2018, 2022. best to benchmark this against "buy and hold" of the underlying 3x leveraged assets like SOXL/TQQQ/UPRO/TECL of the same time period. Michael B substituted Fund Surfing v2.0 in place of the previous fund surf and changed 60d BIL > 0%. V1.1 HinnomTX mods: Changed ON/OFF to BND 56d cumulative return > 0%. Fund Surf V2.1 chooses bottom 4 RSI, adds non-stock assets TMF, DBC, BTAL to reduce drawdown. Added UMDD, FAS, removed QQQ, SPY to improve returns. Changed TLT 20d test from cumulative returns to moving avg return. Fund surfing V2.2 lowers covid panic drawdown (thx Michael B!). removed TECS, too low daily volume. replaced XLP with 2x version UGE v2.2. 6/8/23 Replaced UMDD with URTY for higher trading volume, and dramatically changed Risk Off, Rising Rates logic.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $28.9M | 2026-10-11 | |
| Backtest regulatory fees | $162k | 2026-10-11 | |
| Backtest slippage cost | $1.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, multi-asset hedging, rates regime, risk-on/risk-off, tactical rotation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 86 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.71 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BTAL", "FXY", "HDGE", "HEFA", "PDBC", "QQQ", "SHY", "SJB", "SOXL", "SPY", "SQQQ", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TZA", "UPRO", "USDU", "UUP", "UVXY", "VEGI", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.16 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 106 | 2026-10-11 | |
| Watchers | 62 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,976 | 2026-10-11 | |
| Out-of-sample length | 830 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 96.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 288k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -8.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -8.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.81% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -84.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -84.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 67.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 70.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
