Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical S&P 500 strategy: first check inflation trends (RINF), then use recent-move scores (RSI) and a 200‑day trend to switch among S&P 500 bull/bear funds, long Treasuries, or a defensive split of short S&P and gold.
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
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 ()
4 of 9 funds in its are : SH, SPXL, SPXS, TMF
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.
Daily steps:<br>1) Inflation regime: is RINF above its 200‑day average (long‑term trend)?<br>2) If yes: compare 15‑day RSI (0–100 recent‑moves score) of BND (bonds) vs QQQ (big tech). If bonds score higher: use SPY’s 10‑day RSI: <65 buy SPXL (3x bull); >75 buy SPXS (3x bear); else buy TMF (3x long Treas). If bonds don’t: >80 buy SPXS; <25 buy SPXL; else: if SPY > 200‑day hold SPY, otherwise split SH (−1x S&P) and GLD (gold).<br>3) If inflation not up: <30 buy SPXL; else: if SPY > 200‑day hold SPY, otherwise split SH and GLD.<br>Tickers: SPY=US stocks; SPXL/SPXS=3x bull/bear; SH=−1x; GLD=gold; TMF=3x 20+yr Treas; BND=bonds; QQQ=Nasdaq‑100; RINF=inflation‑expectations.
A daily, tactical S&P 500 strategy: first check inflation trends (RINF), then use recent-move scores (RSI) and a 200‑day trend to switch among S&P 500 bull/bear funds, long Treasuries, or a defensive split of short S&P and gold.
Out-of-sample, this strategy targets higher upside than the S&P 500: ~31.5% vs ~18% annualized, via inflation-aware cross-asset tilts. Expect larger drawdowns (~46.6% vs ~18.8%), with Calmar ~0.68 indicating solid risk-adjusted potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3M | 2026-10-11 | |
| Backtest regulatory fees | $4,965 | 2026-10-11 | |
| Backtest slippage cost | $45k | 2026-10-11 |
| AI categories (Composer) | gold, inflation regime filter, leveraged etfs, shorting, tactical allocation, treasuries, trend + mean reversion, us equities | 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) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "GLD", "QQQ", "RINF", "SH", "SPXL", "SPXS", "SPY", "TMF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 5 | 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) | 47.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 23k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 65.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 65.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.98 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.45 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
