Composer · investment strategy
by Composer Technologies · via Composer
Daily, cautious switcher among UPRO (3x S&P 500), SHY (1-3yr Treasuries), and TLT (20+yr Treasuries). High stock volatility -> TLT. In calm periods, buy UPRO when stocks look cold vs SHY; otherwise hold SHY. Built as 15 equal slices.
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 : 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.
What it owns: UPRO (3x S&P 500), SHY (1-3yr US Treasuries), TLT (20+yr US Treasuries). It reads SPY (an S&P 500 tracker) to make decisions and rebalances daily.<br>1) Volatility gate: If recent stock moves are bumpy (> about 1–2% per day), that slice goes to TLT.<br>2) If calm: Use RSI (a hot/cold meter of recent gains vs losses). If stocks look colder than SHY, buy UPRO to catch a rebound; otherwise sit in SHY.<br>It runs 15 equal slices (5 time windows x 3 vol cutoffs).
Daily, cautious switcher among UPRO (3x S&P 500), SHY (1-3yr Treasuries), and TLT (20+yr Treasuries). High stock volatility -> TLT. In calm periods, buy UPRO when stocks look cold vs SHY; otherwise hold SHY. Built as 15 equal slices.
Out-of-sample annualized return 32.68% vs SPY 21.48%, with solid risk control (Calmar ~0.86) and a 15-slice diversified design. Uses volatility-driven hedges to protect in turbulence while capturing upside in calm markets.
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) | $1.2M | 2026-10-11 | |
| Backtest regulatory fees | $2,559 | 2026-10-11 | |
| Backtest slippage cost | $20k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, ensemble, leveraged s&p 500, mean reversion, risk-on/risk-off, 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", "TLT", "UPRO" ] | 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) | 1.46 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,349 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 169.64% | 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) | 22.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
