Composer · investment strategy
by Composer Technologies · via Composer
All‑or‑nothing switch: if bonds’ recent momentum beats stocks’, buy TQQQ (3× tech). Otherwise sit in BIL (cash‑like T‑bills). Uses a 20‑day RSI signal; very aggressive when “on,” very conservative when “off.”
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 2026-06-30)
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 ()
1 of 4 funds in its are : TQQQ
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 20‑day momentum score (RSI: compares recent up vs down days, 0–100) for US bonds (BND) vs US stocks (SPY). If bonds’ score is higher, it goes 100% into TQQQ (a 3× Nasdaq‑100 fund—big tech). Otherwise, it holds BIL (1–3 mo T‑bills).
All‑or‑nothing switch: if bonds’ recent momentum beats stocks’, buy TQQQ (3× tech). Otherwise sit in BIL (cash‑like T‑bills). Uses a 20‑day RSI signal; very aggressive when “on,” very conservative when “off.”
Out-of-sample annualized return 55.4% vs SPY 20.1%; Sharpe ~1.30, Calmar ~1.03. Regime-switching, bond-led bets into tech (3x) deliver strong upside vs the S&P, with risk of large drawdowns in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.8M | 2026-10-11 | |
| Backtest regulatory fees | $7,513 | 2026-10-11 | |
| Backtest slippage cost | $57k | 2026-10-11 |
| AI categories (Composer) | bonds vs stocks, leveraged etf, momentum, risk-on/risk-off, rsi, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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", "SPY", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.93 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 88 | 2026-10-11 | |
| Watchers | 40 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 924 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 58k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 404.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 84.16% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 84.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.62 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -75.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 74.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
