Composer · investment strategy
by Composer Technologies · via Composer
Daily, it splits across 15 checks and switches between leveraged S&P 500 (SSO/UPRO) and long Treasuries (TLT). It goes risk‑on only when markets are calm and stocks look briefly weak vs cash; otherwise it parks in TLT.
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. : 99% · 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 ()
2 of 5 funds in its are : SSO, 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 Leveraged ETFs 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 money across 15 tiny rules. Each day, each rule asks: has the S&P 500 been calm (low recent volatility)? If yes and stocks look short‑term weak vs cash (RSI—a score of recent up vs down days—is lower than for SHY), it buys a leveraged S&P 500 fund (mostly SSO; one slice uses UPRO). Otherwise it holds long‑term Treasuries (TLT). SPY=S&P 500, SHY=1–3y Treasuries, SSO/UPRO=2x/3x S&P 500, TLT=20+y Treasuries.
Daily, it splits across 15 checks and switches between leveraged S&P 500 (SSO/UPRO) and long Treasuries (TLT). It goes risk‑on only when markets are calm and stocks look briefly weak vs cash; otherwise it parks in TLT.
An ensemble of 15 rules that shifts between leveraged S&P exposure (SSO/UPRO) and long Treasuries (TLT). Out-of-sample, it diversifies risk, defends in volatile markets, and offers a disciplined, risk-aware alternative to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $420k | 2026-10-11 | |
| Backtest regulatory fees | $1,465 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, rsi mean‑reversion, s&p 500 vs treasuries, tactical asset 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) | 0.83 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SPY", "SSO", "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) | 1.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 2 | 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) | 24.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4098% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.03% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.98 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.42% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
