Composer · investment strategy
by Composer Technologies · via Composer
A risk-on/risk-off plan: use SPY’s recent volatility to choose between aggressive bets (3x S&P 500 or 3x Nasdaq 100) and Treasuries. Calm markets: all-in on the most “beaten‑down” choice; rising volatility: shift 50%, then 100%, into Treasuries (SHY/IEF).
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 : TQQQ, 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 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.
Checks how jumpy the S&P 500 (SPY) was over ~21 trading days.<br>- Calm: 100% in the one that has fallen most lately (by RSI): UPRO (3x S&P 500), TQQQ (3x Nasdaq 100), or IEF (7–10y Treasuries).<br>- Moderate: 50% SHY (1–3y Treasuries) + 50% same pick.<br>- High: 50% SHY + 50% IEF.<br>RSI = simple score of recent ups vs downs; low means recently fell.
A risk-on/risk-off plan: use SPY’s recent volatility to choose between aggressive bets (3x S&P 500 or 3x Nasdaq 100) and Treasuries. Calm markets: all-in on the most “beaten‑down” choice; rising volatility: shift 50%, then 100%, into Treasuries (SHY/IEF).
Out-of-sample, this strategy targets higher upside: ~26.8% annualized vs SPY’s ~21.5%, via volatility-regime rotation between leveraged equities and Treasuries. Drawdowns can be larger, but the upside and diversification support stronger long-term growth.
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 | $3,763 | 2026-10-11 | |
| Backtest slippage cost | $27k | 2026-10-11 |
| AI categories (Composer) | leveraged equity (upro/tqqq), risk-on/off, rsi-based rotation, tactical allocation, treasuries (ief/shy), volatility regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "SHY", "SPY", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.35 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.66% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.66% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.42% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.11% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
