Composer · investment strategy
by Composer Technologies · via Composer
A trend filter steers between risk-on and defense: in uptrends it’s mostly 3× S&P 500 with quick flips into volatility on overheated signals, plus a staples sleeve; in downtrends it adds cash/Treasuries/gold and uses UVXY on spikes.
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 2026-10-19
: 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.
2.5% 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% · 2026-10-19 ()
78.5% 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 9 funds in its are : SOXL, UPRO, UVXY
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.
Step 1: Is the S&P 500 (SPY) above its 200‑day average?<br>- Uptrend: ~78% in a 3× S&P fund (UPRO). It briefly flips to a volatility fund (UVXY—often jumps when stocks drop) when a short‑term “hot/cold” score (RSI) is very high, and sometimes to 3× semis (SOXL). ~22% in Consumer Staples (XLP).<br>- Downtrend: ~7% each in T‑Bills (BIL), long Treasuries (TLT) and Gold (GLD). The other ~78% goes to UVXY on spikes, briefly to 3× S&P on extreme selloffs, or else to Gold/T‑Bills/(and Treasuries if trending).
A trend filter steers between risk-on and defense: in uptrends it’s mostly 3× S&P 500 with quick flips into volatility on overheated signals, plus a staples sleeve; in downtrends it adds cash/Treasuries/gold and uses UVXY on spikes.
Out-of-sample: ~33% annualized return vs SPY's 31.6%, Calmar ~1.15, regime-switching and volatility hedges. Higher upside but larger drawdowns (~28.8% vs ~8.9%) than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1B | 2026-10-19 | |
| Backtest regulatory fees | $823k | 2026-10-19 | |
| Backtest slippage cost | $7.9M | 2026-10-19 |
| AI categories (Composer) | consumer staples, gold, leveraged etfs, regime-switching, rsi extremes, s&p 500 focus, semiconductors, treasuries, t‑bills, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 96 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.63 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "QQQ", "SOXL", "SPY", "TLT", "UPRO", "UVXY", "XLP" ] | 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) | 1.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-19 |
| Remixes (copies) | 47 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,771 | 2026-10-19 | |
| Out-of-sample length | 382 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 117.72% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 11422k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.03% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 53.25% | ||
| Return, trailing 1 day (out-of-sample) | -2.42% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.97% | ||
| Return, trailing 1 week (out-of-sample) | -3.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.17% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.30% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.42% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.53% | ||
| SPY annualized return over the backtest window (backtest) | 15.02% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.76 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Maximum drawdown, backtest period (backtest) | -31.30% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.78% | ||
| Sharpe ratio, backtest period (backtest) | 2.05 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Sortino ratio, backtest period (backtest) | 4.16 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 41.96% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.63% |
| Annualized turnover, backtest period (backtest) | 21.21 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.15 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.18% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.62% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
