Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rules-based swing between leveraged Nasdaq-100 and leveraged Treasuries, with rare short-Nasdaq bets. It uses RSI extremes and relative strength across tech, utilities, and bonds to flip between risk-on (QLD) and risk-off (TYD/TYO/TMF).
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.
3 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.
0.2% of weight in (IVV: 3.0%)
2 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 ()
100.0% 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 ()
6 of 10 funds in its are : QID, QLD, SH, TMF, TYD, TYO
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.
First, check tech (XLK) with a 10‑day RSI, a 0–100 gauge of how stretched prices are (<~30 oversold, >~80 overheated). If <29: buy QLD (2x Nasdaq‑100). If >80: buy QID (‑2x Nasdaq‑100).<br>Else, split across: (a) bond momentum via TLT/TMF to pick TYD or TYO; (b) if tech (63‑day RSI) beats utilities (XLU), buy QLD, else TYD; (c) if bonds (BND) are weak vs bear S&P (SH), use TYO, else QLD. TYD/TYO=3x 7–10Y Treas; TMF=3x 20+yr Treas.
A tactical, rules-based swing between leveraged Nasdaq-100 and leveraged Treasuries, with rare short-Nasdaq bets. It uses RSI extremes and relative strength across tech, utilities, and bonds to flip between risk-on (QLD) and risk-off (TYD/TYO/TMF).
Out-of-sample annualized return: 22.68% vs SPY 20.10%, driven by a Nasdaq-100/Treasuries rotation. Higher upside potential with active risk management; note larger drawdowns (25.60% vs 18.76%), Calmar ~0.89, tested over 986 days.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.6M | 2026-10-11 | |
| Backtest regulatory fees | $15k | 2026-10-11 | |
| Backtest slippage cost | $108k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, relative strength, risk-on/risk-off, sector rotation, tactical allocation, treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 41 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.53 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "QID", "QLD", "SH", "TLT", "TMF", "TYD", "TYO", "XLK", "XLU" ] | 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) | 1.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,388 | 2026-10-11 | |
| Out-of-sample length | 677 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 56k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.57% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.34% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.42% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.68 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.99% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.28% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
