Composer · investment strategy
by Composer Technologies · via Composer
A fast, single‑ETF rotation using 7‑day RSI. If SPY beats cash, own SPY. Otherwise, bond moves pick QQQ or SOXX; if neither, sit in Treasuries (IEF or TLT) with a small contrarian tilt between them.
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. : 97% · 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 ()
0 of 8 funds in its are
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 uses a 7‑day RSI (a 0–100 “heat” score of recent gains vs losses) to make one choice at a time:<br>1) If big US stocks (SPY) are hotter than cash‑like T‑bills (BIL), buy SPY.<br>Else read Treasuries: if 3–7y (IEI) beat 1–3y (SHY), buy tech (QQQ). Else if 3–7y beat 7–10y (IEF), buy chipmakers (SOXX). Else hide in Treasuries: if 20y+ (TLT) is hotter, pick 7–10y (IEF); otherwise pick TLT.
A fast, single‑ETF rotation using 7‑day RSI. If SPY beats cash, own SPY. Otherwise, bond moves pick QQQ or SOXX; if neither, sit in Treasuries (IEF or TLT) with a small contrarian tilt between them.
Out-of-sample rotation aims for higher upside: 29.4% annualized vs 21.6% for the S&P 500, with 1-ETF exposure and regime-driven shifts among stocks, tech/semis, or duration. Attractive growth potential; note larger drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $173k | 2026-10-11 | |
| Backtest regulatory fees | $1,114 | 2026-10-11 | |
| Backtest slippage cost | $9,717 | 2026-10-11 |
| AI categories (Composer) | momentum (rsi‑7), nasdaq tilt, risk-on/risk-off, semiconductors, single-position, tactical rotation, us equities, us treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 19 | 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", "IEF", "IEI", "QQQ", "SHY", "SOXX", "SPY", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,865 | 2026-10-11 | |
| Out-of-sample length | 993 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 15.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1631% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 176.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -61.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.45% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 69.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.40 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.76% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
