Composer · investment strategy
by Composer Technologies · via Composer
A one-position, risk-on/risk-off switcher: if Treasuries trend up, ride a single 3× tech fund when tech is rising; otherwise use Treasuries/anti‑beta for defense. If Treasuries trend down, rotate into energy. Seeks upside with fast safety pivots.
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.
99.8% 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 ()
5 of 10 funds in its are : SOXL, TECL, TMF, TQQQ, TYD
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.
It holds exactly one fund at a time and switches based on simple trends.<br>1) Regime: If long‑term Treasuries (TLT) are above their 150‑day average, bonds are ‘healthy’; otherwise they’re ‘weak’.<br>2) If bonds are healthy and big‑tech (QQQ) is rising (5‑day avg > 21‑day), buy one high‑octane tech fund: TQQQ/TECL/SOXL (3× tech/semis), chosen by recent 1‑month behavior. If not rising, hold defense: BTAL (anti‑beta) or TMF/TYD (3× Treasuries).<br>3) If bonds are weak, own energy: XLE or XOP, picking the calmer one lately.
A one-position, risk-on/risk-off switcher: if Treasuries trend up, ride a single 3× tech fund when tech is rising; otherwise use Treasuries/anti‑beta for defense. If Treasuries trend down, rotate into energy. Seeks upside with fast safety pivots.
Dynamic regime-switching strategy targets higher upside than the S&P by riding tech rallies and energy cycles, delivering OOS annualized returns near 30% vs SPY near 21%, with a single leveraged position and trend filters, but higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.6M | 2026-10-11 | |
| Backtest regulatory fees | $22k | 2026-10-11 | |
| Backtest slippage cost | $185k | 2026-10-11 |
| AI categories (Composer) | bond trend filter, defensive rotation, energy tilt, leveraged etfs, regime switching, tactical, tech momentum, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 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[ "BTAL", "QQQ", "SOXL", "TECL", "TLT", "TMF", "TQQQ", "TYD", "XLE", "XOP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,776 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 55.68% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 76k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.25% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -8.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -8.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
