Composer · investment strategy
by Composer Technologies · via Composer
Binary daily switch: if T‑Bills look stronger than bonds on a 7‑day strength gauge, short long Treasuries 3x (TMV); else own 3x S&P 500 (UPRO). Extremely high risk, using leveraged ETFs and a very short, noisy signal.
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 2026-07-31)
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 ()
100.0% 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 ()
2 of 4 funds in its are : TMV, 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.
Each day it compares a 7‑day “price strength” score (RSI, a simple gauge of recent buying vs selling) for BIL (cash‑like T‑Bills) and BND (broad bonds). If BIL looks stronger, it goes 100% into TMV (3x inverse long‑term Treasuries). Otherwise, it goes 100% into UPRO (3x S&P 500).
Binary daily switch: if T‑Bills look stronger than bonds on a 7‑day strength gauge, short long Treasuries 3x (TMV); else own 3x S&P 500 (UPRO). Extremely high risk, using leveraged ETFs and a very short, noisy signal.
Out-of-sample: ~21.31% annualized return, roughly on par with the S&P 500, plus a negative beta (~-0.29) for diversification and a 0.71 Sharpe. A strong complement to core equities with different risk drivers, but expect higher drawdowns (~36%) due to leverage.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $79k | 2026-10-11 | |
| Backtest regulatory fees | $345 | 2026-10-11 | |
| Backtest slippage cost | $1,702 | 2026-10-11 |
| AI categories (Composer) | bonds vs equities, daily rebalancing, inverse etfs, leveraged etfs, momentum, rate regime filter, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "TMV", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.13 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,349 | 2026-10-11 | |
| Out-of-sample length | 688 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 12.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 694.86% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.57% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.36% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.72% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 44.38% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 44.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
