Composer · investment strategy
by Composer Technologies · via Composer
Uses transports vs S&P to flip Risk‑On/Risk‑Off. Risk‑On rides tech/semis (often via TQQQ/TECL/SOXL) while trends persist; overheated markets hedge with volatility or cash. Risk‑Off shifts to T‑Bills, Treasuries, defensives, or inverse ETFs. Rebalanced daily.
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.
13 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.
0.3% of weight in (IVV: 3.0%)
11 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 90% · 2026-10-19 ()
13.9% 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 ()
24 of 79 funds in its are : DOG, DRN, DRV, EUM, PSQ, QID, QLD, RWM, SCO, SH, SOXL, SPXL, SQQQ, SRTY, TBF, TBT, TECL, TECS, TMF, TMV, TQQQ, UPRO, URTY, UVXY
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.
1) Master switch: if transportation stocks (IYT) show stronger 21‑day momentum (RSI) than the S&P 500 (SPY), it’s Risk‑On; otherwise Risk‑Off.<br>2) Risk‑On: ride tech/semis (TQQQ/TECL/SOXL) when uptrends hold (20–200d MAs). If moves get too hot (RSI ≈80+), briefly hedge with volatility (UVXY/VIXY) or go to cash. Cross‑check tech vs KMLM (managed‑futures); if KMLM leads, use inverse hedges (PSQ/QID/TBT/TBF).<br>3) Risk‑Off: dial down to T‑Bills (BIL/SHV), Treasuries (TLT), utilities/gold, or inverse ETFs (PSQ/SQQQ/SH). Buys some dips near RSI ≈30. Rebalanced daily.
Uses transports vs S&P to flip Risk‑On/Risk‑Off. Risk‑On rides tech/semis (often via TQQQ/TECL/SOXL) while trends persist; overheated markets hedge with volatility or cash. Risk‑Off shifts to T‑Bills, Treasuries, defensives, or inverse ETFs. Rebalanced daily.
Out-of-sample edge: ~29.5% annualized return vs SPY ~21%, driven by a transport-led risk-on/off switch and levered tech bets with hedges. Calmar ~1.43 signals strong risk-adjusted upside despite higher drawdowns (~20.6% vs ~8.9%).
Transportation index indicator for risk on/ risk off. Original OOS 4/20/25, swapped FNGA for TQQQ 6/28/25
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.0M | 2026-10-19 | |
| Backtest regulatory fees | $5,917 | 2026-10-19 | |
| Backtest slippage cost | $48k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, managed futures, mean-reversion, momentum, multi-asset, risk-on/risk-off, tech/semis focus, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,096 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ADBE", "AGG", "AMD", "AMZN", "BIL", "BND", "BRK/B", "BTAL", "CORP", "COST", "DBO", "DOG", "DRN", "DRV", "EEM", "EUM", "FNGS", "GDX", "GE", "GLD", "GOOGL", "IEF", "IEI", "IGIB", "IOO", "IWM", "IYR", "IYT", "IYY", "KMLM", "LLY", "META", "MRK", "MSFT", "NVDA", "NVO", "PG", "PSQ", "QID", "QLD", "QQQ", "RWM", "SCO", "SH", "SHV", "SMH", "SOXL", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SRTY", "TBF", "TBT", "TECL", "TECS", "TIP", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "UPRO", "URTY", "UVXY", "VIXM", "VIXY", "VOX", "VPU", "VTV", "WTMF", "XLF", "XLK", "XLP", "XLU", "XLV" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 |
| Remixes (copies) | 66 | 2026-10-19 | |
| Watchers | 23 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,456 | 2026-10-19 | |
| Out-of-sample length | 328 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 150.53% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 20k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.31% | ||
| Return, trailing 1 day (out-of-sample) | -0.17% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.19% | ||
| Return, trailing 1 week (out-of-sample) | -0.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 22.79% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 24.59% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.50% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -6.42% | ||
| SPY annualized return over the backtest window (backtest) | 14.83% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 7.32 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | ||
| Maximum drawdown, backtest period (backtest) | -20.57% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.57% | ||
| Sharpe ratio, backtest period (backtest) | 2.86 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | ||
| Sortino ratio, backtest period (backtest) | 5.50 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 34.18% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.21% |
| Annualized turnover, backtest period (backtest) | 60.11 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.72 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.66% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.83% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
