Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight sleeves in SPY, QQQ, IWM, SOXX. A short-term “heat meter” (RSI) on bonds gates decisions: short the stock sleeve when it’s too hot, move to the bond when bonds are very cold, else hold the stock. Includes inverse ETFs (SOXS is 3x).
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.
5 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.
1.0% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : 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. : 97% · 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 12 funds in its are : PSQ, RWM, SH, SOXS
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 Aggressive risk 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 splits money evenly across four stock funds: SPY (S&P 500), QQQ (big tech), IWM (small caps), SOXX (chip makers). Each sleeve also watches a related bond fund (BIL, TLT, IEF, or AGG). RSI is a 0–100 “heat meter” of recent price moves (>70=very hot; <40–45=very cold). If the bond’s heat is fine and the stock looks too hot, it briefly uses the inverse fund (SH/PSQ/RWM; chips use 3x SOXS). If the bond looks very cold, it parks in that bond fund. Otherwise it holds the stock fund.
Equal-weight sleeves in SPY, QQQ, IWM, SOXX. A short-term “heat meter” (RSI) on bonds gates decisions: short the stock sleeve when it’s too hot, move to the bond when bonds are very cold, else hold the stock. Includes inverse ETFs (SOXS is 3x).
Out-of-sample annualized return: 26.08% vs SPY 21.16%, achieved with four equal sleeves and bond-driven regime gates. Higher upside and diversified exposure, with Calmar ~1.02. Note: max drawdown ~25.60% vs SPY ~18.76%; Sharpe ~1.30 vs SPY ~1.36.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $214k | 2026-10-11 | |
| Backtest regulatory fees | $665 | 2026-10-11 | |
| Backtest slippage cost | $5,673 | 2026-10-11 |
| AI categories (Composer) | inverse/short etfs, leveraged etf exposure, rsi signals, tactical rotation, us stocks and bonds | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 54 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "IEF", "IWM", "PSQ", "QQQ", "RWM", "SH", "SOXS", "SOXX", "SPY", "TLT" ] | 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) | 0.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 836 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2044% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 115.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
