Composer · investment strategy
by Composer Technologies · via Composer
A quarterly, risk-on/risk-off playbook. It checks bonds vs cash and the long-Treasury trend to decide the regime, then picks funds by a short-term "hot/cold" score (RSI): leveraged stocks when conditions are good; hedges or bonds/gold when they’re not.
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.
0.1% 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. : 79% · 2026-10-11 ()
19.6% 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 ()
9 of 19 funds in its are : FAS, QID, SDS, SOXL, TBT, TECL, TMF, TQQQ, 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.
Each quarter it follows two checks.<br>1) If broad bonds beat cash-like T‑bills over ~60 days: go risk‑on and equally buy 4 leveraged stock funds that look least overheated by a 10‑day "hot/cold" score (RSI).<br>2) Otherwise: if long Treasuries lag T‑bills over ~20 days (rising rates), put 60% in 3 hedges (inverse Treasuries, bearish stock funds, volatility, staples/energy) by that score, and 40% in long Treasuries. If they lead (falling rates), put 80% in staples, healthcare, short/long Treasuries, and gold; keep 20% cash.<br>RSI = quick heat check; lower = less hot.
A quarterly, risk-on/risk-off playbook. It checks bonds vs cash and the long-Treasury trend to decide the regime, then picks funds by a short-term "hot/cold" score (RSI): leveraged stocks when conditions are good; hedges or bonds/gold when they’re not.
Out-of-sample: ~25.99% annualized return vs SPY ~21.62%, Sharpe ~0.73, Calmar ~0.49. Regime-switching grabs upside in good markets and hedges risk-off. Drawdowns ~52% vs SPY ~19%—higher risk, higher potential reward.
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) | $13.9M | 2026-10-11 | |
| Backtest regulatory fees | $3,358 | 2026-10-11 | |
| Backtest slippage cost | $30k | 2026-10-11 |
| AI categories (Composer) | defensive hedges, leveraged etfs, quarterly rebalance, regime-switching, rsi ranking, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "FAS", "GLD", "QID", "SDS", "SHY", "SOXL", "TBT", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "VIXY", "XLE", "XLP", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,780 | 2026-10-11 | |
| Out-of-sample length | 903 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 61.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 138k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 129.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -2.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -2.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.42% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.49 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.51% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
