Composer · investment strategy
by Composer Technologies · via Composer
A quarterly, rules‑based “risk‑on/risk‑off” plan. It reads bonds (BND, TLT) versus T‑bills (BIL) to judge the backdrop, then rotates into preset aggressive, defensive, or inverse ETFs chosen by a short‑term hot/cold (RSI) check.
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.
0.0% of weight in (IVV: 3.0%)
3 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. : 99% · 2026-10-11 ()
23.7% 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 ()
14 of 27 funds in its are : FAS, PST, QID, QLD, SDS, SOXL, SSO, TBF, TBT, 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.
Once a quarter it checks bonds to read risk.<br>• Risk test: if BND (broad US bonds) beat BIL (1–3mo T‑bills), it’s risk‑on. Put 70% into four aggressive funds (3x tech/semis/fin/long‑Treasury) ranked by lowest 10‑day RSI (a short‑term “hot vs cold” score; lower = recently cooled).<br>• Else it’s risk‑off: use TLT vs BIL to tell if rates are rising (favor inverse Treasuries/stocks, staples, energy + some USD) or falling (favor S&P/Nasdaq/health care, Treasuries, gold). Optional 30% anti‑beta sleeve mirrors this.
A quarterly, rules‑based “risk‑on/risk‑off” plan. It reads bonds (BND, TLT) versus T‑bills (BIL) to judge the backdrop, then rotates into preset aggressive, defensive, or inverse ETFs chosen by a short‑term hot/cold (RSI) check.
Nearly the same long-run upside as the S&P (~20.9% vs ~21.8%), but with quarterly, rules-based regime switching that aims to hedge risk and diversify during rate shifts.
The name is BND, James BND. Compares the Vanguard Total Bond Market ETF with 1-3 month T-bills to decide market risk. Uses copious RSI comparisons to pick 4 ETFs to hold each quarter. Based on a variant of the Risk On or Risk Off Leveraged SP500 Strategy posted here: https://www.reddit.com/r/LETFs/comments/xqklx6/ive_been_holding_this_strategy_and_ive_done_very/ -HinnomTX
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $348 | 2026-10-11 | |
| Backtest slippage cost | $2,601 | 2026-10-11 |
| AI categories (Composer) | bond signals, inverse etfs, leveraged etfs, quarterly rebalancing, risk-on/risk-off, sector rotation, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 102 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "FAS", "PST", "QID", "QLD", "SDS", "SHV", "SHY", "SOXL", "SSO", "TBF", "TBT", "TECL", "TLT", "TMF", "TQQQ", "UGL", "UPRO", "USDU", "VIXM", "VIXY", "XLE", "XLK", "XLP", "XLV" ] | 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) | 1.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 67 | 2026-10-11 | |
| Watchers | 34 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,220 | 2026-10-11 | |
| Out-of-sample length | 844 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 88.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.66% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -1.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -1.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.40% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.18% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
