Composer · investment strategy
by Composer Technologies · via Composer
Daily, it switches risk based on bonds vs cash. Risk‑ON: ~2/3 in two leveraged stock/tech funds picked by a 'heat' score (RSI), rest cash. Risk‑OFF: inverse Nasdaq or inverse Treasuries when rates rise; gold, Treasuries, staples when rates fall.
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.
2 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 2026-05-31)
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 ()
50.3% 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 ()
8 of 14 funds in its are : QID, SOXL, TBF, TECL, TMF, TQQQ, UGL, UPRO
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.
Daily check. If broad bonds beat cash over 60 days: Risk‑ON. Put ~68% into two leveraged stock/tech funds with the lowest short‑term heat score (RSI: lower = recently weaker); keep ~32% cash.<br>Else: Risk‑OFF. Check long Treasuries (20 days). If falling (rates up): mostly an inverse Nasdaq or inverse Treasury fund + US dollar. If rising (rates down): split across gold, long Treasuries, consumer‑staples, and a low‑risk/short‑high‑risk fund.
Daily, it switches risk based on bonds vs cash. Risk‑ON: ~2/3 in two leveraged stock/tech funds picked by a 'heat' score (RSI), rest cash. Risk‑OFF: inverse Nasdaq or inverse Treasuries when rates rise; gold, Treasuries, staples when rates fall.
Out-of-sample edge: annualized return ~36.5% vs S&P ~22.3%, with Sharpe ~0.84. A daily risk-on/off system uses hedges to chase upside in growth regimes while aiming to cap losses when rates move. Note: drawdowns can be substantial.
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
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.0M | 2026-10-11 | |
| Backtest regulatory fees | $55k | 2026-10-11 | |
| Backtest slippage cost | $483k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etf rotation, macro hedging, risk-on/risk-off, tactical asset allocation, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BTAL", "QID", "SOXL", "TBF", "TECL", "TLT", "TMF", "TQQQ", "UGL", "UPRO", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 312 | 2026-10-11 | |
| Watchers | 192 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 1,008 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 150k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 247.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.72% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.73% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -67.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -66.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
