Composer · investment strategy
by Composer Technologies · via Composer
A simple switch: when short‑term bonds look stronger than a bearish tech fund, it piles into Tesla and a Bitcoin proxy; when markets look weak, it shifts to T‑bills and an income‑focused Nasdaq fund.
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.
0.0% of weight in (IVV: 3.0%)
2 funds (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. : 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 ()
1 of 6 funds in its are : SQQQ
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 checks a recent-strength score (RSI—a 0–100 gauge of how hot/cold prices were over ~1 month) on two signals: BSV (short‑term bonds) and SQQQ (a fund that rises when tech falls).<br>If BSV looks stronger, it goes aggressive: 40% TSLA, 40% MSTR, 10% BIL, 10% JEPQ.<br>Otherwise it plays defense: 40% BIL, 40% JEPQ, 10% TSLA, 10% MSTR. The mix changes when the signal flips.
A simple switch: when short‑term bonds look stronger than a bearish tech fund, it piles into Tesla and a Bitcoin proxy; when markets look weak, it shifts to T‑bills and an income‑focused Nasdaq fund.
Out-of-sample, this strategy targets higher upside: ~21.74% annualized vs ~19.89% for the S&P, via a risk-on/off dynamic that can ride tech/crypto booms while providing cash/income ballast. Caveat: higher drawdowns and beta mean more risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $36k | 2026-10-11 | |
| Backtest regulatory fees | $35 | 2026-10-11 | |
| Backtest slippage cost | $245 | 2026-10-11 |
| AI categories (Composer) | bitcoin proxy (mstr), momentum filter, nasdaq income (jepq), risk-on/off, t-bills (bil), tactical allocation, tsla | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 2026-10-11 | |
| Rebalance corridor width | 1.62% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "JEPQ", "MSTR", "SQQQ", "TSLA" ] | 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) | 1.62 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 51 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,112 | 2026-10-11 | |
| Out-of-sample length | 809 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 257.02% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 88.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.61% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -24.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -24.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.75% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.94% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.69% | 2026-10-11 |
Collective2
Composer Technologies · Composer
