Composer · investment strategy
by Composer Technologies · via Composer
A weekly, rules‑based strategy that reads Treasury‑bond signals and a volatility tripwire to decide when to own 2x/3x S&P 500 (SSO/SPXL) and when to sit in T‑bills (BIL). Nasdaq sleeves are present but currently 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.
5 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.
0.8% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
39.6% 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 13 funds in its are : QLD, SPXL, SSO, TMF, 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 week it asks two things: 1) Is market volatility overheated? It uses VIXY’s RSI (a 0–100 score of recent price strength). If too hot, it holds T‑bills (BIL).<br>2) If not, it splits into 2x and 3x S&P 500 sleeves. Each sleeve runs five simple yes/no checks comparing recent strength of several Treasury‑bond funds to stocks. For each “yes,” that slice buys SSO (2x) or SPXL (3x); for “no,” it parks in BIL. Nasdaq sleeves exist but are currently off.
A weekly, rules‑based strategy that reads Treasury‑bond signals and a volatility tripwire to decide when to own 2x/3x S&P 500 (SSO/SPXL) and when to sit in T‑bills (BIL). Nasdaq sleeves are present but currently off.
Out-of-sample edge: ~29.9% annualized return vs ~21.7% for the S&P, fueled by disciplined 2x/3x leverage on signals, plus a volatility gate and T-bill hedge to help limit drawdowns. Systematic, weekly rebalancing supports durable compounding.
Adapted from the Word is Bond OG https://discord.com/channels/1018958699991138386/1019589796802351106/1127250191343435907
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $380k | 2026-10-11 | |
| Backtest regulatory fees | $235 | 2026-10-11 | |
| Backtest slippage cost | $1,596 | 2026-10-11 |
| AI categories (Composer) | bonds-as-signals, leveraged s&p 500, momentum/rsi, risk-on/off, tactical allocation, volatility filter, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 101 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IEF", "IEI", "QLD", "QQQ", "SHY", "SPXL", "SPY", "SSO", "TMF", "TQQQ", "VIXY", "ZROZ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,924 | 2026-10-11 | |
| Out-of-sample length | 768 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3701% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
