Composer · investment strategy
by Composer Technologies · via Composer
Switches between a high‑octane trio of 3x US stock funds and a defensive mix of Treasuries, Utilities, Gold, Dollar, and Staples, using Tech vs Utilities strength, market volatility, and a short‑term “too hot” check.
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.
6 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%)
3 funds (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 ()
3 of 12 funds in its are : TQQQ, UDOW, UPRO
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 flips between “risk on” and “risk off.” RSI here is a simple heat score (0–100) of recent price moves.<br>Risk off if any of these are true: (1) Big Tech (XLK) is weaker than Utilities (XLU); (2) the S&P 500’s recent swings are very large; (3) a 3x Nasdaq fund (TQQQ) looks too hot vs short‑term Treasuries (SHY).<br>Else risk on: equal weight 3x Nasdaq/S&P/Dow (TQQQ/UPRO/UDOW). Risk off holds Treasuries (TLT/IEF/SHY), Utilities (XLU), Gold (GLD), Dollar (UUP), Staples (XLP).
Switches between a high‑octane trio of 3x US stock funds and a defensive mix of Treasuries, Utilities, Gold, Dollar, and Staples, using Tech vs Utilities strength, market volatility, and a short‑term “too hot” check.
Out-of-sample: 36.8% annualized return, Sharpe ~1.49, alpha ~0.17 vs SPY's 22.3% and ~1.43. Beta ~0.82 and Calmar ~1.76 signal stronger risk-adjusted gains with a diversified risk-on/off design that aims to beat the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $711k | 2026-10-11 | |
| Backtest regulatory fees | $2,255 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | bonds, defensive, dollar, gold, leveraged etfs, risk-managed rotation, sector rotation, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 77 | 2026-10-11 | |
| Rebalance corridor width | 25.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "IEF", "SHY", "SPY", "TLT", "TQQQ", "UDOW", "UPRO", "UUP", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 41 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 944 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 29.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7007% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 224.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.25% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.06% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.45 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.08% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
