Composer · investment strategy
by Composer Technologies · via Composer
Monthly, two-sleeve plan: 70% shifts between S&P 500, Treasuries, or a safety mix using a junk‑bond canary; 30% tilts to Bitcoin or a strong‑USD pick when bonds are firm, otherwise buys the most beaten‑down option from a short menu.
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.
6 positions as of 2026-10-19
: 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%)
3 funds (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% · 2026-10-19 ()
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% · 2026-10-19 ()
2 of 17 funds in its are : SVXY, TBX
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.
Rebalances monthly.<br>70% core: If JNK (junk bonds) beat BIL (cash) over the last month, buy SPY (S&P 500). If not, but TLT (long Treasuries) has risen lately, buy TLT; else split among UUP (US dollar), GLD (gold), XLP (staples), SHY (short Treas). Also, 40% of this core always sits equally in UUP+GLD+SHY.<br>30% sleeve: If BND (total bonds) is rising, hold the stronger of GBTC (Bitcoin) or USDU (USD). If not, buy the single most “washed‑out” by RSI (a short‑term strength gauge; lower=weaker) from a small list.
Monthly, two-sleeve plan: 70% shifts between S&P 500, Treasuries, or a safety mix using a junk‑bond canary; 30% tilts to Bitcoin or a strong‑USD pick when bonds are firm, otherwise buys the most beaten‑down option from a short menu.
Out-of-sample, this two-sleeve strategy beats the S&P on risk: Sharpe 1.39 vs 1.11, Calmar 1.71, max drawdown 9.6% vs 18.8%, and lower beta (~0.31), with a disciplined ~16.4% annualized return and diversified hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $473k | 2026-10-19 | |
| Backtest regulatory fees | $227 | 2026-10-19 | |
| Backtest slippage cost | $1,792 | 2026-10-19 |
| AI categories (Composer) | crypto tilt, defensive hedging, risk-on/risk-off, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 46 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "GBTC", "GLD", "IAU", "JNK", "SHY", "SPY", "STIP", "SVXY", "TBX", "TLT", "USDU", "UUP", "VGT", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,798 | 2026-10-19 | |
| Out-of-sample length | 509 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 41.51% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4629% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.44% | ||
| Return, trailing 1 day (out-of-sample) | 0.10% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.99% | ||
| Return, trailing 1 week (out-of-sample) | 0.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 7.25% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.04% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.68% | ||
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.76 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.71 | ||
| Maximum drawdown, backtest period (backtest) | -23.61% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.58% | ||
| Sharpe ratio, backtest period (backtest) | 1.70 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Sortino ratio, backtest period (backtest) | 2.78 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.85% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.38% |
| Annualized turnover, backtest period (backtest) | 5.38 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.70 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.26% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
