Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based small-cap strategy. It flips among 3x long/short small caps (TNA/TZA), long Treasuries (TMF), or gold/short mix (GLD+RWM) using an inflation trend filter (RINF), short-term momentum (RSI), and the 200‑day trend of IWM.
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.
“Then use RSI (a 0–100 “speedometer” of recent moves) on IWM to buy dips (low RSI), fade extremes (very high RSI), or sit in Treasuries”
“If trend is weak (IWM below 200‑day), split RWM+GLD”
“TNA (3x up), TZA (3x down), TMF (3x long Treasuries)”
“A daily, rules-based small-cap strategy”
“if RINF (an inflation gauge) is above its 200‑day average, treat inflation as rising”
“It also checks whether bonds (BND) or big tech (QQQ) have stronger recent momentum to adjust tilt”
“It trades small U.S. stocks (Russell 2000 via IWM)”
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.
5.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 97% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
4 of 9 funds in its are : RWM, TMF, TNA, TZA
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It trades small U.S. stocks (Russell 2000 via IWM). Tools it may hold: TNA (3x up), TZA (3x down), TMF (3x long Treasuries), RWM (−1x small caps), GLD (gold).<br>Regime: if RINF (an inflation gauge) is above its 200‑day average, treat inflation as rising. Then use RSI (a 0–100 “speedometer” of recent moves) on IWM to buy dips (low RSI), fade extremes (very high RSI), or sit in Treasuries. If trend is weak (IWM below 200‑day), split RWM+GLD. It also checks whether bonds (BND) or big tech (QQQ) have stronger recent momentum to adjust tilt.
A daily, rules-based small-cap strategy. It flips among 3x long/short small caps (TNA/TZA), long Treasuries (TMF), or gold/short mix (GLD+RWM) using an inflation trend filter (RINF), short-term momentum (RSI), and the 200‑day trend of IWM.
Out-of-sample annualized return ~31.7% vs SPY ~18%, driven by disciplined small-cap rotation with Treasuries and gold under inflation/momentum rules. Higher upside potential, but accept larger drawdowns and a lower Sharpe than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $127k | 2026-10-11 | |
| Backtest regulatory fees | $455 | 2026-10-11 | |
| Backtest slippage cost | $3,615 | 2026-10-11 |
| AI categories (Composer) | defensive (treasuries/gold), inflation regime, leveraged etfs, rsi/momentum, tactical small-cap rotation, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "GLD", "IWM", "QQQ", "RINF", "RWM", "TMF", "TNA", "TZA" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,507 | 2026-10-11 | |
| Out-of-sample length | 580 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1174% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 88.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.92% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 66.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 66.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -88.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.68 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
