Composer · investment strategy
by Composer Technologies · via Composer
Owns 2x S&P 500 plus global stocks when the market trend is healthy; parks in T‑Bills (and sometimes volatility) when overheated or weak; buys small on sharp dips. Daily, rules‑based.
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.
2 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.
3.2% 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. : 86% · 2026-10-19 ()
50.1% 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 ()
3 of 7 funds in its are : SPXL, SSO, 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 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 asks: Is the S&P 500 (SPY) above its 200‑day average (long‑term trend)?<br>If yes: if a 10‑day “heat gauge” (RSI) on fast ETFs TQQQ or SPXL is very high, move to safety: half VIXY (volatility) and half BIL (T‑Bills). Otherwise split SSO (2x S&P 500) and VT (global stocks).<br>If SPY is below the 200‑day: stay in BIL unless the RSI is very low on TQQQ or SPY, then split across SSO, VT, and BIL. Equal‑weighted, checked daily.
Owns 2x S&P 500 plus global stocks when the market trend is healthy; parks in T‑Bills (and sometimes volatility) when overheated or weak; buys small on sharp dips. Daily, rules‑based.
Near-SPY returns (~27% annualized) with a built-in risk framework: daily hedges (T-bills, VIXY) and global diversification (VT/SSO). Out-of-sample Calmar 2.61 signals solid risk-adjusted potential and disciplined downside control.
Based on "Diversification For The Long Term"
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $440k | 2026-10-19 | |
| Backtest regulatory fees | $771 | 2026-10-19 | |
| Backtest slippage cost | $5,516 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, global equities, leveraged etfs, rsi signals, t-bills, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 29 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPXL", "SPY", "SSO", "TQQQ", "VIXY", "VT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,970 | 2026-10-19 | |
| Out-of-sample length | 365 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 27.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4296% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.05% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.78% | ||
| Return, trailing 1 day (out-of-sample) | -1.58% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.18% | ||
| Return, trailing 1 week (out-of-sample) | -2.28% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.90% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.84% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.12% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.03% | ||
| SPY annualized return over the backtest window (backtest) | 14.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.19 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.61 | ||
| Maximum drawdown, backtest period (backtest) | -22.79% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.36% | ||
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | ||
| Sortino ratio, backtest period (backtest) | 1.99 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.59% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.12% |
| Annualized turnover, backtest period (backtest) | 15.70 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.04 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.18% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.97% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
