Composer · investment strategy
by Composer Technologies · via Composer
Monthly, rules-based plan: keep 30% in a safety mix (dollar, gold, short Treasuries). Move the other 70% among 2x S&P 500, 3x long Treasuries, a volatility spike hedge, or the same safety mix based on simple “hot/cold” and trend checks (JNK vs BIL; SPY; 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.
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 2026-05-31)
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 ()
3 of 10 funds in its are : SSO, TMF, UVXY
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.
Every month: 30% stays split evenly in a safety basket—UUP (US dollar), GLD (gold), SHY (short‑term Treasuries).<br>For the other 70%:<br>- If SPY looks very “hot” (a 14‑day momentum speedometer is high), buy UVXY (jumps when fear spikes).<br>- Else if junk bonds (JNK) beat cash‑like bills (BIL) over 1 month, buy SSO (2x S&P 500).<br>- Else if long Treasuries (TLT) trend up over 3 months, buy TMF (3x Treasuries).<br>- Else if SPY looks very “cold,” buy SSO; otherwise use the safety basket.
Monthly, rules-based plan: keep 30% in a safety mix (dollar, gold, short Treasuries). Move the other 70% among 2x S&P 500, 3x long Treasuries, a volatility spike hedge, or the same safety mix based on simple “hot/cold” and trend checks (JNK vs BIL; SPY; TLT).
Out-of-sample, this strategy posts 25.56% annualized return with 12.01% max drawdown and Calmar ~2.13— delivering higher upside with less downside than the S&P 500, helped by a 30% safety sleeve to damp volatility.
Simple strategy that outperforms hedgefundie and only trades monthly
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $434k | 2026-10-11 | |
| Backtest regulatory fees | $1,365 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | bonds, contrarian, gold, leveraged etfs, momentum, risk-on/risk-off, tactical asset allocation, us dollar, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 32 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "JNK", "SHY", "SPY", "SSO", "TLT", "TMF", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 67 | 2026-10-11 | |
| Watchers | 38 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 942 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4237% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.56% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 134.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.85% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 0.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.41% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.45% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.25 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
