Composer · investment strategy
by Composer Technologies · via Composer
A cautious, buy‑the‑dip switcher. In calm markets it may use a 2x S&P 500 fund when stocks look temporarily weak vs bonds; otherwise it parks in short‑term Treasuries. Built from 15 time‑windows and 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.
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.
0.0% 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. : 100% · 2026-10-11 ()
0.0% 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 : SSO
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.
It splits your money into 15 slices (different lookback lengths). Each day, if the S&P 500 has been calm (low recent volatility), it checks a short‑term strength score vs. bonds. If stocks look weaker, it “buys the dip” with a 2x S&P fund (SSO); otherwise it holds short‑term Treasuries (SHY). If volatility is high, it stays in SHY.
A cautious, buy‑the‑dip switcher. In calm markets it may use a 2x S&P 500 fund when stocks look temporarily weak vs bonds; otherwise it parks in short‑term Treasuries. Built from 15 time‑windows and rebalanced daily.
Out-of-sample, this volatility-gated 15-sleeve strategy aims bigger upside than SPY: ~26.8% annualized vs 21.3%, higher Sharpe (~1.40 vs ~1.37), and solid Calmar. Diversified dip-buying with bonds, but may endure larger drawdowns in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $293k | 2026-10-11 | |
| Backtest regulatory fees | $953 | 2026-10-11 | |
| Backtest slippage cost | $6,259 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged equities, mean reversion, stocks vs bonds, tactical allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 178 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.87 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SPY", "SSO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,107 | 2026-10-11 | |
| Out-of-sample length | 936 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2832% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
