Composer · investment strategy
by Composer Technologies · via Composer
A cautious, rules‑based switcher: it only buys a 3× S&P 500 fund when markets are calm and bonds have recently led; otherwise it sits in a defensive mix of U.S. dollar, gold, and consumer‑staples stocks. Daily, multi‑window checks smooth decisions.
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.
4 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 : UPRO
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.
Each day it runs 15 small checks over the last ~2–8 weeks. If stocks (SPY) have been calm (swings under ~1–2%/day) AND short‑term Treasuries (SHY) have shown stronger recent push than stocks, that slice buys UPRO (3× S&P 500). Otherwise it goes equally into UUP (USD), GLD (gold), and XLP (consumer staples). The final portfolio is the average of all slices. Rebalanced daily.
A cautious, rules‑based switcher: it only buys a 3× S&P 500 fund when markets are calm and bonds have recently led; otherwise it sits in a defensive mix of U.S. dollar, gold, and consumer‑staples stocks. Daily, multi‑window checks smooth decisions.
Out-of-sample: ~43% annualized return vs ~21% for the S&P; Sharpe ~1.42 vs ~1.37; Calmar ~1.14. Uses volatility gates to tilt to leveraged equity in calm periods, otherwise defensive assets. Expect higher drawdowns (~38% vs ~19%).
Backtest to 6/25/2009.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-11 | |
| Backtest regulatory fees | $2,706 | 2026-10-11 | |
| Backtest slippage cost | $21k | 2026-10-11 |
| AI categories (Composer) | contrarian momentum, daily rebalanced, defensive assets, leveraged equity, tactical rotation, volatility filter | 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", "UPRO", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 87 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,349 | 2026-10-11 | |
| Out-of-sample length | 936 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 277.40% | 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) | 21.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
