Composer · investment strategy
by Composer Technologies · via Composer
Quarterly, a bond-versus-cash test decides risk-on or risk-off. In risk-off it holds 7-10 year Treasuries (IEF). In risk-on it splits 50/50 into the two best 3-month performers from mid-caps, Nasdaq, or 3x leveraged S&P/Nasdaq (plus SHY).
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.
1 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. : 99% · 2026-10-11 ()
0.0% 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 ()
2 of 8 funds in its are : 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.
Every quarter, compare 60-day returns: BND (broad US bonds) vs BIL (T-bills/cash). If BND > BIL -> risk-on; else risk-off.<br>Risk-off: 100% in IEF (7-10 yr US Treasuries).<br>Risk-on: Rank 90-day returns of MDY (US mid-caps), QQQ (big tech), SHY (1-3 yr Treasuries), UPRO (3x S&P 500), TQQQ (3x Nasdaq). Buy the top two, 50/50. Focus: US stocks and Treasuries; leverage can swing widely.
Quarterly, a bond-versus-cash test decides risk-on or risk-off. In risk-off it holds 7-10 year Treasuries (IEF). In risk-on it splits 50/50 into the two best 3-month performers from mid-caps, Nasdaq, or 3x leveraged S&P/Nasdaq (plus SHY).
Regime-aware momentum: risk-off into IEF; risk-on into the top 2 momentum ETFs (incl. levered). Out-of-sample: ~20.5% annualized return with Calmar ~1.06 and Sharpe ~0.93, max drawdown ~19.28%. A disciplined, risk-adjusted alternative to SPY.
Determine whether a market is risk-on or risk-off. If recent total bond market returns are higher than short-term bond market returns, the market is risk-on, otherwise it is risk-off. If the market is risk-on, select the top momentum asset from a set of three ETFs and assign it the full weight. If risk-off, assign the weight to long-term US government bonds.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $463k | 2026-10-11 | |
| Backtest regulatory fees | $153 | 2026-10-11 | |
| Backtest slippage cost | $1,096 | 2026-10-11 |
| AI categories (Composer) | etfs, leveraged etfs, momentum, quarterly rebalance, risk-on/off, tactical allocation, us stocks, us treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 15 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "MDY", "QQQ", "SHY", "TQQQ", "UPRO" ] | 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) | 0.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 48 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,100 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4525% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -4.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -4.56% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.81% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.00% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
