Composer · investment strategy
by Composer Technologies · via Composer
A simple, contrarian switch: when stocks’ recent strength is weaker than bonds’, go 100% into a 3× S&P 500 fund (SPXL); otherwise park in T‑bills (BIL). Tries to buy dips; carries high volatility and timing risk.
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 2026-06-30)
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 ()
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 ()
1 of 4 funds in its are : SPXL
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 Capital preservation 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.
It compares a 21‑day “strength” score (RSI: a 0–100 gauge of recent up vs down days) for US stocks (SPY) vs US bonds (AGG). If stocks look weaker than bonds, it bets on a rebound using a 3× S&P 500 fund (SPXL). Otherwise it sits in T‑bills (BIL). Note: SPXL is very volatile.<br>
A simple, contrarian switch: when stocks’ recent strength is weaker than bonds’, go 100% into a 3× S&P 500 fund (SPXL); otherwise park in T‑bills (BIL). Tries to buy dips; carries high volatility and timing risk.
Out-of-sample: ~30.8% annualized vs SPY's ~24.7%, but with larger drawdowns (~45.8% vs 18.8%). For risk-tolerant investors, the contrarian RSI rule aims to capture rebounds and offer stronger long-term growth than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4M | 2026-10-11 | |
| Backtest regulatory fees | $2,337 | 2026-10-11 | |
| Backtest slippage cost | $20k | 2026-10-11 |
| AI categories (Composer) | contrarian rsi, leveraged etf, risk-on/risk-off, stock–bond timing, tactical rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "SPXL", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,508 | 2026-10-11 | |
| Out-of-sample length | 743 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.69% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.37% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.92% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.36% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 72.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
