Composer · investment strategy
by Composer Technologies · via Composer
Daily rules that avoid stocks when the S&P 500 looks overheated (move to T‑Bills/bonds/gold) and lean in when it’s not (sometimes with 2x S&P). Otherwise hold SPY, buy tech on deep dips, or sit in Treasuries.
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.
3.2% 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 ()
100.0% 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 10 funds in its are : SSO, TQQQ
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 Capital preservation 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.
Each day the strategy checks if the S&P 500 looks hot or cool using simple “heat” gauges and trend lines.<br>• If very hot: park in cash‑like T‑Bills (SHV). If still elevated: rotate to the strongest of Treasuries (IEF), Gold (GLD), or short bonds (BSV). Otherwise: use 2x S&P 500 (SSO).<br>• If cool: if the S&P is still in an uptrend, hold SPY. If tech is deeply oversold, try Technology (XLK). Else, hold Treasuries (IEI).
Daily rules that avoid stocks when the S&P 500 looks overheated (move to T‑Bills/bonds/gold) and lean in when it’s not (sometimes with 2x S&P). Otherwise hold SPY, buy tech on deep dips, or sit in Treasuries.
Out-of-sample return ~40% annually vs SPY ~23%; max drawdown ~11.5% vs ~13.7%; Sharpe ~1.70 vs ~1.30; Calmar ~3.50. Daily risk-managed tilts aim for higher, smoother gains than the S&P 500.
This combines a prevent crash strategy with a leveraged sp500. Prevent crash when sp500 is high and leveraged when it is lower.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $417k | 2026-10-11 | |
| Backtest regulatory fees | $2,195 | 2026-10-11 | |
| Backtest slippage cost | $18k | 2026-10-11 |
| AI categories (Composer) | bonds, crash protection, gold, leverage, momentum, s&p 500, tactical allocation, tech tilt, trend filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 96 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "GLD", "IEF", "IEI", "QQQ", "SHV", "SPY", "SSO", "TQQQ", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 388 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4066% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.41% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.95% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.79% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.81 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
