Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, risk-on/risk-off ETF rotation. Uses bond vs T‑bill strength to time leveraged tech/Nasdaq/S&P in good times, and switch to USD, gold, Treasuries, low‑volatility and staples when shaky. Quarterly checks; typically few trades per year.
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 ()
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% · 2026-10-11 ()
7 of 13 funds in its are : QID, 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.
Quarterly process:<br>1) If broad bonds beat T‑bills over ~2 months: Risk‑On. Put most money in leveraged stock funds tied to tech/Nasdaq/S&P, picked by a short‑term strength score; keep a small cash buffer.<br>2) Otherwise: Risk‑Off. If long Treasuries trail T‑bills over ~1 month (rates rising), hold the U.S. dollar and either short Nasdaq or short long Treasuries. If not (rates falling), hold gold, long Treasuries, a low‑volatility fund, and consumer staples.
Rules-based, risk-on/risk-off ETF rotation. Uses bond vs T‑bill strength to time leveraged tech/Nasdaq/S&P in good times, and switch to USD, gold, Treasuries, low‑volatility and staples when shaky. Quarterly checks; typically few trades per year.
Out-of-sample annualized return ~22.6% vs the S&P 500 ~22.3%, achieved via a rules-based risk-on/risk-off ETF rotation. It diversifies with bonds, USD, gold and Treasuries, providing regime-aware exposure and systematic hedges when markets turn volatile.
Only trades 3-4 times per year! -HTX Know when to hold ’em, know when to fold ’em. This strategy uses bond market strength to decide what to do. When the market is doing well, the strategy takes on more risk by holding a leveraged S&P 500 ETF. When the market is shaky, it folds into treasury bonds. This strategy is an adaptation of #ROROMO. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.5M | 2026-10-11 | |
| Backtest regulatory fees | $961 | 2026-10-11 | |
| Backtest slippage cost | $7,622 | 2026-10-11 |
| AI categories (Composer) | consumer staples, defensive hedging, gold, leveraged etfs, multi-asset, risk-on/risk-off, tactical allocation, tech/growth, treasuries, trend-based, usd | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "QID", "TBF", "TECL", "TLT", "TMF", "TQQQ", "UGL", "UPRO", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 171 | 2026-10-11 | |
| Watchers | 93 | 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) | 47.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 35k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 125.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.00% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -16.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -16.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.81% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.81% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 3.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
