Composer · investment strategy
by Composer Technologies · via Composer
All-in/all-out switch: buy SPY when short-maturity junk bonds trend better than inverse long‑Treasuries; otherwise hold short‑term Treasuries. Uses a 30‑day momentum score (RSI) of TTT vs SHYG as a risk‑on/risk‑off signal.
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 ()
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 : TTT
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.
It compares a simple 30‑day momentum score (RSI) of two “thermometers”: TTT (moves opposite long‑term Treasuries, a rate‑stress gauge) and SHYG (short‑maturity junk bonds, a risk‑appetite gauge). If SHYG scores higher than TTT, it buys SPY (U.S. large stocks). Otherwise it sits in SHY (short‑term Treasuries). It holds only one at a time and switches when the signal flips.
All-in/all-out switch: buy SPY when short-maturity junk bonds trend better than inverse long‑Treasuries; otherwise hold short‑term Treasuries. Uses a 30‑day momentum score (RSI) of TTT vs SHYG as a risk‑on/risk‑off signal.
Out-of-sample edge: Sharpe 1.62 vs 1.34, max drawdown 12.75% vs 18.76%, beta ~0.53, Calmar 1.45, annualized return ~18.45%. Better risk‑adjusted equity exposure with downside protection versus the S&P 500.
Dead meat is redundant. If something is classified as 'meat', it hardly ever recovers.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $67k | 2026-10-11 | |
| Backtest regulatory fees | $134 | 2026-10-11 | |
| Backtest slippage cost | $1,189 | 2026-10-11 |
| AI categories (Composer) | etf rotation, momentum (rsi), risk-on/risk-off, stocks vs bonds, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 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[ "SHY", "SHYG", "SPY", "TTT" ] | 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) | 0.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 134 | 2026-10-11 | |
| Watchers | 53 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,233 | 2026-10-11 | |
| Out-of-sample length | 824 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 15.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 570.07% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.09% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.19% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 10.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
