Composer · investment strategy
by Composer Technologies · via Composer
Daily, it checks if the S&P 500 has been calm. If not, it sits in T‑bills (BIL). If calm, it compares short‑term “strength” scores (RSI) of stocks (SPY) vs short Treasuries (SHY): weaker stocks trigger a 3× S&P 500 bet (UPRO); otherwise it holds SHY.
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. : 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 ()
1 of 4 funds in its are : 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.
Each day:<br>1) If SPY’s last‑14‑day “bumpiness” is under 1%, go to step 2; else hold T‑bills (BIL).<br>2) Compare 14‑day strength (RSI, a 0–100 score; lower=weaker). If SPY’s score is lower than SHY’s, buy 3× S&P 500 (UPRO); otherwise hold short Treasuries (SHY).<br>Tickers: UPRO=3× S&P 500; SHY=1–3yr Treas.; BIL=1–3mo T‑bills.
Daily, it checks if the S&P 500 has been calm. If not, it sits in T‑bills (BIL). If calm, it compares short‑term “strength” scores (RSI) of stocks (SPY) vs short Treasuries (SHY): weaker stocks trigger a 3× S&P 500 bet (UPRO); otherwise it holds SHY.
Out-of-sample, this strategy delivers higher growth with balanced risk: 27.75% annualized return vs 20.80% for the S&P, Sharpe ~1.14, Calmar ~1.01, beta ~0.81. A volatility gate shifts to Treasuries in choppier markets for diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $344k | 2026-10-11 | |
| Backtest regulatory fees | $1,338 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | leveraged equity, momentum (rsi), risk-on/risk-off, tactical asset allocation, u.s. treasuries, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 16 | 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[ "BIL", "SHY", "SPY", "UPRO" ] | 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) | 0.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,349 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3343% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 97.43% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -0.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -0.96% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.71% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
