Composer · investment strategy
by Composer Technologies · via Composer
A cautious, rules-based switch between a 2x S&P 500 fund and a defensive trio (UUP, GLD, XLP). It only takes the 2x bet when markets are calm and stocks look weak vs short-term Treasuries; otherwise it stays defensive. Equal-weight 15 sleeves.
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 2026-10-11
: 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 2026-06-30)
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 6 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 Macro signals 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 runs 15 small switches. For each: 1) Is the S&P 500 calm (low volatility over ~3–8 weeks)? If not, hold a safety mix: UUP (US dollar), GLD (gold), XLP (consumer‑staples stocks). 2) If calm, compare “RSI” (a 0–100 score of recent price strength) of SPY (stocks) vs SHY (short‑term Treasuries). If SPY’s RSI is lower (subdued), buy SSO (2x S&P 500). All 15 are equal‑weighted and rebalanced daily.
A cautious, rules-based switch between a 2x S&P 500 fund and a defensive trio (UUP, GLD, XLP). It only takes the 2x bet when markets are calm and stocks look weak vs short-term Treasuries; otherwise it stays defensive. Equal-weight 15 sleeves.
Superior risk-adjusted returns vs the S&P: oos annualized return ~30.7% vs 21.3%, Sharpe ~1.50 vs ~1.37, and Calmar ~1.14. A volatility-gated 2x equity strategy with diversified defenses across 1363 backtest days.
Backtest to 2/20/2007
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $301k | 2026-10-11 | |
| Backtest regulatory fees | $920 | 2026-10-11 | |
| Backtest slippage cost | $5,637 | 2026-10-11 |
| AI categories (Composer) | defensive rotation, leveraged equities, mean reversion, risk-managed, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 298 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.57 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SHY", "SPY", "SSO", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,941 | 2026-10-11 | |
| Out-of-sample length | 936 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2906% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 170.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.74% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.83% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.03% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
