Composer · investment strategy
by Composer Technologies · via Composer
Daily, contrarian switch using RSI. If SPY looks “too strong,” go to SHV (T‑bills). Otherwise rotate among leveraged tech/semis or Treasury trades—sometimes short—based on short‑term strength of stocks vs bonds and TLT’s trend.
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.
1 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 ()
5 of 11 funds in its are : SOXL, SOXS, SQQQ, TECL, TMV
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.
Daily check. First, SPY’s 60‑day RSI (a 0–100 “strength” score; low=weak) gates risk: if ≥55, sit in SHV (T‑bills). If <55: look at TLT (20+yr Treas.). If its 60‑day RSI <45, pick a 3x tech/semis trade (TECL/SOXL if signals favor bulls, SQQQ/SOXS if not), choosing the one that’s been weaker lately. If TLT isn’t weak: if TLT > 20‑day avg, hold TECL (maybe 50/50 with TLT); else short bonds (TMV).
Daily, contrarian switch using RSI. If SPY looks “too strong,” go to SHV (T‑bills). Otherwise rotate among leveraged tech/semis or Treasury trades—sometimes short—based on short‑term strength of stocks vs bonds and TLT’s trend.
Out-of-sample: ~22% annualized return vs ~21% for the S&P, with tactical shifts among leveraged tech/semis and Treasuries plus a cash gate when markets are strong. Higher upside, but larger drawdowns—suited for risk-tolerant alpha seekers.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $984k | 2026-10-11 | |
| Backtest regulatory fees | $2,221 | 2026-10-11 | |
| Backtest slippage cost | $18k | 2026-10-11 |
| AI categories (Composer) | contrarian, daily, leveraged/inverse etfs, long treasuries, risk-on/risk-off, rsi signals, tactical allocation, tech & semis | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 37 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "IEI", "SHV", "SOXL", "SOXS", "SPHB", "SPY", "SQQQ", "TECL", "TLT", "TMV" ] | 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) | 0.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,866 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9737% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -24.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 48.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 48.75% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -13.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.88% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.96 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 75.66% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
