Composer · investment strategy
by Composer Technologies · via Composer
A tactical, risk-on/risk-off tech strategy. When bonds look stronger than the Nasdaq, it adds 3x tech exposure in 20% slices; otherwise it holds T‑bills. In sharp selloffs, it may add a UVXY “black swan” bet or stay in short-term bonds.
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.
“otherwise that 20% sits in T‑bills (BIL)”
“it adds 3x tech exposure in 20% slices”
“In a sharp selloff, it may also buy UVXY to catch a volatility spike; else short‑term bonds (BSV).”
“Five quick “votes” compare short‑term strength of bonds to the Nasdaq.”
“Each vote that favors bonds puts 20% into a high‑octane tech basket”
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)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
6 of 14 funds in its are : SOXL, SPXL, SVXY, TECL, TQQQ, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It dials risk up or down. Five quick “votes” compare short‑term strength of bonds to the Nasdaq. Each vote that favors bonds puts 20% into a high‑octane tech basket (SOXL, TQQQ, TECL, SVXY); otherwise that 20% sits in T‑bills (BIL).<br>In a sharp selloff, it may also buy UVXY to catch a volatility spike; else short‑term bonds (BSV).
A tactical, risk-on/risk-off tech strategy. When bonds look stronger than the Nasdaq, it adds 3x tech exposure in 20% slices; otherwise it holds T‑bills. In sharp selloffs, it may add a UVXY “black swan” bet or stay in short-term bonds.
Out-of-sample edge: ~34% annualized return vs ~19% for the S&P, with a disciplined risk-on/risk-off tilt into high-beta tech when bonds lead and crash-mode hedges during panics. Higher upside, but expect larger drawdowns in crises.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19.0M | 2026-10-11 | |
| Backtest regulatory fees | $29k | 2026-10-11 | |
| Backtest slippage cost | $248k | 2026-10-11 |
| AI categories (Composer) | bonds vs equities, leveraged etfs, momentum/trend, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 123 | 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) | 0.58 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "IEI", "QQQ", "SHY", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 596 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 65.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 190k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.99% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 103.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 103.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.93% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 65.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
