Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based offense/defense. If bonds look healthy and markets are calm, lean into leveraged tech; if volatility rises or bonds weaken, rotate into Treasuries, the U.S. dollar, defensive sectors, or inverse funds—usually buying the most recently beaten‑down choices.
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 2026-10-19
: 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.
0.9% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 57% · 2026-10-19 ()
49.7% 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% · 2026-10-19 ()
10 of 25 funds in its are : FAZ, HDGE, SJB, SQQQ, TBT, TECL, TMF, TMV, TQQQ, TZA
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.
1) It first asks: have bonds done well lately? If yes, it goes on offense; if not, defense.<br>Offense: When markets are calm, it buys the one that’s fallen most recently among 3 choices (3x Tech: TECL, 3x Nasdaq: TQQQ, or Treasuries: IEF). As markets get jumpier, it shifts partly or fully to short‑term Treasuries (SHY).<br>Defense: It checks rates. With rising rates, it splits between currency/alt funds and protective shorts. With falling rates, it rotates into long Treasuries (TLT/TMF) and defensive stock sectors (XLP/XLU) that just dipped. It uses a simple “recent losses vs gains” score (RSI) and trend checks to choose.
Daily, rules‑based offense/defense. If bonds look healthy and markets are calm, lean into leveraged tech; if volatility rises or bonds weaken, rotate into Treasuries, the U.S. dollar, defensive sectors, or inverse funds—usually buying the most recently beaten‑down choices.
Dynamic risk-on/off strategy: leverages tech in calm markets and hedges in turbulence. OOS return 35.8% vs SPY 20.6%; Calmar ~0.86. Higher upside capture than the S&P with some drawdown risk in stress.
V1e Fund Surfing (Michael B) + K-1 Free (Ronniem90). Risk Off logic from Protected Leverage 2.2, extensively modified. Original contributions by Franklin Pierce, HinnomTx, and jss040292.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.6M | 2026-10-19 | |
| Backtest regulatory fees | $12k | 2026-10-19 | |
| Backtest slippage cost | $98k | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, inverse/short hedging, k-1 free, leveraged etfs, mean reversion, rates and fx aware, risk-on/off regimes, tactical asset allocation, trend/momentum | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 76 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.55 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BTAL", "FAZ", "FXY", "HDGE", "HEFA", "HEZU", "IEF", "PDBC", "SHY", "SJB", "SPY", "SQQQ", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TZA", "USDU", "UUP", "XLP", "XLU", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 |
| Remixes (copies) | 42 | 2026-10-19 | |
| Watchers | 16 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,982 | 2026-10-19 | |
| Out-of-sample length | 836 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 60.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 26k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.81% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 174.41% | ||
| Return, trailing 1 day (out-of-sample) | -2.12% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.54% | ||
| Return, trailing 1 week (out-of-sample) | -0.35% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.44% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.46% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.34% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.75% | ||
| SPY annualized return over the backtest window (backtest) | 13.61% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.44 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | ||
| Maximum drawdown, backtest period (backtest) | -41.81% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.81% | ||
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | ||
| Sortino ratio, backtest period (backtest) | 2.49 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.71% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.20% |
| Annualized turnover, backtest period (backtest) | 58.53 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.77 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.96% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.02% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
