Composer · investment strategy
by Composer Technologies · via Composer
Daily trend-following: when the S&P 500 is in a long-term uptrend, hold 3× S&P exposure via UPRO; otherwise sit in short-term T‑bills (BIL). Seeks to ride big bull markets and step aside during major downtrends.
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.
3.2% of weight in (IVV: 3.0%)
1 fund (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 ()
1 of 3 funds in its are : UPRO
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 Aggressive risk 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 day it looks at SPY (a big fund that tracks the S&P 500). If SPY’s price is above its long‑term average over ~200 trading days, it goes “risk on” and puts 100% into UPRO (a fund aiming for 3× the S&P 500’s daily move). Otherwise it parks 100% in BIL (very short‑term U.S. Treasury bills).
Daily trend-following: when the S&P 500 is in a long-term uptrend, hold 3× S&P exposure via UPRO; otherwise sit in short-term T‑bills (BIL). Seeks to ride big bull markets and step aside during major downtrends.
Out-of-sample, this trend-following strategy aims for ~35% annualized return vs SPY's ~20%, with risk-off into Treasuries in downturns. Calmar ~1.25 signals solid risk-adjusted upside, though drawdowns can exceed SPY in bear markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $488k | 2026-10-11 | |
| Backtest regulatory fees | $216 | 2026-10-11 | |
| Backtest slippage cost | $1,600 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged s&p 500, risk-on/risk-off, tactical allocation, treasury bills, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "SPY", "UPRO" ] | 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) | 1.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,349 | 2026-10-11 | |
| Out-of-sample length | 808 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4783% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 161.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.98% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.02% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
