Composer · investment strategy
by Composer Technologies · via Composer
A macro, yield‑curve‑driven rotation that blends long Treasuries and gold with selective equities or hedges. Uses SPY vs utilities/low‑vol and a junk‑bond momentum gauge as risk switches, plus a tactical short‑oil sleeve. 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.
7 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.
0.0% 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. : 97% · 2026-10-19 ()
32.6% 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% · 2026-10-19 ()
12 of 39 funds in its are : EEV, EUO, KOLD, PSQ, RWM, SCO, SDP, SEF, SKF, TBT, TMF, YCS
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 reads the yield curve from SHY (short‑term Treasuries) and TLT (long‑term). Steepening → more TLT, GLD (gold), TIP; flattening → selective growth stocks (e.g., SMH, QQQ) or hedges.<br>It checks risk appetite by seeing if SPY lags XLU or SPLV over ~75 days; if defensives lead, it goes safer/hedged.<br>A junk‑bond RSI (a simple “overbought/oversold” gauge) fine‑tunes stock exposure.<br>It also shorts oil tactically (via SCO) after small drops, and steps aside after big drops. Rebalanced daily.
A macro, yield‑curve‑driven rotation that blends long Treasuries and gold with selective equities or hedges. Uses SPY vs utilities/low‑vol and a junk‑bond momentum gauge as risk switches, plus a tactical short‑oil sleeve. Rebalanced daily.
Out-of-sample edge: stronger risk-adjusted return and far smaller drawdowns vs the S&P 500. OOS Sharpe 1.42 vs 1.19; max DD 7.3% vs 18.8%; Calmar 2.18; annualized return ~15.95% vs SPY ~19.77%. Diversified macro rotation with downside resilience.
This symphony models changes in the treasury yield curve using directional signals of both short term and long term gov't bonds. It then derives allocations roughly based off of how differences in the short end and long end of the yield curve correlate to asset performance. It adds some risk switches by measuring 75 d spy vs. XLU as well to gauge risk appetite.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $468k | 2026-10-19 | |
| Backtest regulatory fees | $1,579 | 2026-10-19 | |
| Backtest slippage cost | $12k | 2026-10-19 |
| AI categories (Composer) | commodities, currencies, long/short etfs, macro regime rotation, multi-asset, risk-on/off, tactical rotation, yield curve | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 141 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "EEM", "EEV", "EUO", "GDX", "GLD", "IAI", "IGV", "IHI", "ITB", "IWO", "JNK", "KIE", "KOLD", "PFF", "PSQ", "QQQ", "QUAL", "RWM", "SCO", "SDP", "SEF", "SHY", "SKF", "SMH", "SPLV", "SPY", "TBT", "TIP", "TLT", "TMF", "UNL", "USO", "VNQ", "XBI", "XLB", "XLI", "XLU", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,333 | 2026-10-19 | |
| Out-of-sample length | 547 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 33.73% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4577% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.95% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.48% | ||
| Return, trailing 1 day (out-of-sample) | -2.51% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.34% | ||
| Return, trailing 1 week (out-of-sample) | -2.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.27% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.33% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.57% | ||
| SPY annualized return over the backtest window (backtest) | 14.02% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.34 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.18 | ||
| Maximum drawdown, backtest period (backtest) | -7.78% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.32% | ||
| Sharpe ratio, backtest period (backtest) | 2.43 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Sortino ratio, backtest period (backtest) | 4.13 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.03 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.30% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 10.87% |
| Annualized turnover, backtest period (backtest) | 37.68 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.96 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.19% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
