Composer · investment strategy
by Composer Technologies · via Composer
A switchboard that buys S&P 500 (SPY/SSO/UPRO) on calm, buy‑the‑dip signals and otherwise moves to safety (SHY or U.S.$+gold+staples). It tests several short lookbacks and runs the playbook with the best recent results.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
4 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
2 of 7 funds in its are : SSO, UPRO
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Leveraged ETFs label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Each day it ranks several playbooks and runs the recent best.<br>- If the S&P 500 (SPY) has been calm, it compares a “hot/cold” score (RSI = how stretched moves are) for stocks vs short‑term Treasuries (SHY). If stocks look washed‑out, buy SPY (or 2× SSO, 3× UPRO); otherwise use safety: SHY or a mix (UUP=U.S.$, GLD=gold, XLP=consumer‑staples).<br>- Uses multiple 2–8‑week lookbacks.
A switchboard that buys S&P 500 (SPY/SSO/UPRO) on calm, buy‑the‑dip signals and otherwise moves to safety (SHY or U.S.$+gold+staples). It tests several short lookbacks and runs the playbook with the best recent results.
Out-of-sample, this strategy outperforms SPY: Sharpe 1.34 vs 1.15, annualized return 28.88% vs 18.54%, drawdown 17.82% vs 18.76%, Calmar 1.62. Stronger, steadier gains with better risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $654k | 2026-10-11 | |
| Backtest regulatory fees | $2,868 | 2026-10-11 | |
| Backtest slippage cost | $23k | 2026-10-11 |
| AI categories (Composer) | contrarian rsi, defensive mix (uup/gld/xlp), leveraged etfs, s&p 500, tactical allocation, treasuries, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,419 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.71 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SHY", "SPY", "SSO", "UPRO", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,279 | 2026-10-11 | |
| Out-of-sample length | 634 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6436% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.88% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 89.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.25% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.59% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
