Composer · investment strategy
by Composer Technologies · via Composer
Daily, it cautiously rotates among 2x S&P 500 (SSO), short‑term Treasuries (SHY), and long‑term Treasuries (TLT). It buys 2x stocks only when markets are calm and stocks look oversold vs bonds; otherwise it hides in SHY or TLT. Uses 15 lookback tests.
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 4 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.
Each day it chooses among: SSO (2x S&P 500), SHY (short‑term Treasuries), TLT (long‑term Treasuries). First it checks if the S&P 500’s recent moves are calm across several windows. If not (jumpy), hold TLT. If calm, it compares a simple up‑vs‑down score (RSI: lower = more oversold) for SPY vs SHY. If SPY looks more oversold, buy SSO; otherwise sit in SHY. It blends 15 lookbacks to smooth timing.
Daily, it cautiously rotates among 2x S&P 500 (SSO), short‑term Treasuries (SHY), and long‑term Treasuries (TLT). It buys 2x stocks only when markets are calm and stocks look oversold vs bonds; otherwise it hides in SHY or TLT. Uses 15 lookback tests.
Rotates SSO/SHY/TLT with a volatility gate and contrarian RSI to capture calm-market gains and hedge volatility. Out-of-sample: ≈22.6% annual return vs SPY ≈21.5%; Sharpe ≈1.19; alpha ≈1.7%; beta ≈1; risk controls help in stress periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $313k | 2026-10-11 | |
| Backtest regulatory fees | $1,142 | 2026-10-11 | |
| Backtest slippage cost | $7,559 | 2026-10-11 |
| AI categories (Composer) | contrarian rsi, daily rebalance, ensemble, leveraged equity, tactical allocation, treasuries, 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) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SPY", "SSO", "TLT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,107 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3033% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 104.25% | 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) | 16.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.49% | 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) | 0.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
