Composer · investment strategy
by Composer Technologies · via Composer
Daily bond‑focused strategy: ride uptrends in 3x long Treasuries (TMF), bet on quick pullbacks with TMV when bonds look overheated, and when bonds trend down, shift to a calmer SPY/GLD mix. Uses a 100‑day trend filter and a 2‑day RSI; leverage adds risk.
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 2026-10-19
: 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.
2.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : 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. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
2 of 4 funds in its are : TMF, 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 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.
Each day: 1) If TMF (3x long 20+yr Treasuries) is above its 100‑day average, we usually hold TMF. If its 2‑day RSI (a 0–100 ‘hot/cold’ meter) >90, we briefly switch to TMV (3x short). If RSI <20, we buy TMF. 2) If TMF is below its 100‑day average, we hold a low‑vol mix of SPY (US stocks) and GLD (gold), unless RSI>90, in which case we hold TMV.
Daily bond‑focused strategy: ride uptrends in 3x long Treasuries (TMF), bet on quick pullbacks with TMV when bonds look overheated, and when bonds trend down, shift to a calmer SPY/GLD mix. Uses a 100‑day trend filter and a 2‑day RSI; leverage adds risk.
Out-of-sample RSI/TMF strategy blends leveraged Treasuries with a calm SPY/GLD sleeve, delivering smaller drawdowns (13.9% vs 18.8%), solid risk control (Calmar ~1.14) and 15.8% annualized return over 741 days—steady growth with beta ~0.39 vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $279k | 2026-10-19 | |
| Backtest regulatory fees | $2,232 | 2026-10-19 | |
| Backtest slippage cost | $18k | 2026-10-19 |
| AI categories (Composer) | 100-day ma, gold, inverse-vol, leveraged bonds, mean-reversion, rsi(2), stocks, tactical, treasuries, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 21 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.67 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SPY", "TMF", "TMV" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,305 | 2026-10-19 | |
| Out-of-sample length | 514 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 21.51% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2690% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.46% | ||
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.10% | ||
| Return, trailing 1 week (out-of-sample) | -4.32% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 1.36% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.73% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.84% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.55% | ||
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.47 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Maximum drawdown, backtest period (backtest) | -45.39% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.90% | ||
| Sharpe ratio, backtest period (backtest) | 0.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Sortino ratio, backtest period (backtest) | 1.12 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 33.30% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.79% |
| Annualized turnover, backtest period (backtest) | 45.56 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.22 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.47% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.47% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
