Composer · investment strategy
by Composer Technologies · via Composer
A 50/50 blend of a volatility-based throttle and a long-term trend rule: dial up S&P 500 (even with 2x/3x funds) when calm or trending up; shift toward Treasuries/T‑bills when choppy or trending down. Uses SPY, SHY, BIL, SSO, and UPRO.
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.
2 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.
3.2% of weight in (IVV: 3.0%)
2 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. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
2 of 5 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 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.
It splits your money 50/50 into two parts.<br>1) A “volatility throttle”: checks how bumpy the last month of S&P 500 (SPY) has been. Very calm → uses leveraged S&P funds (SSO/UPRO). As bumps rise, it steps down to SPY, then adds short‑term Treasuries (SHY).<br>2) A trend rule: if SPY is above its 200‑day average, it holds 3x S&P 500 (UPRO); otherwise it sits in T‑bills (BIL). Rebalanced daily.
A 50/50 blend of a volatility-based throttle and a long-term trend rule: dial up S&P 500 (even with 2x/3x funds) when calm or trending up; shift toward Treasuries/T‑bills when choppy or trending down. Uses SPY, SHY, BIL, SSO, and UPRO.
Out-of-sample: 22.66% annualized return vs SPY's 18.39%, due to volatility-aware leverage in calm markets and quick risk-off shifts to Treasuries. Higher upside, stronger diversification—note larger drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $447k | 2026-10-19 | |
| Backtest regulatory fees | $391 | 2026-10-19 | |
| Backtest slippage cost | $2,173 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, s&p 500, tactical asset allocation, trend following, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 28 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SHY", "SPY", "SSO", "UPRO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,355 | 2026-10-19 | |
| Out-of-sample length | 441 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.58% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4367% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.39% | ||
| Return, trailing 1 day (out-of-sample) | -3.07% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.53% | ||
| Return, trailing 1 week (out-of-sample) | -4.24% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.02% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 20.68% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.33% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.54% | ||
| SPY annualized return over the backtest window (backtest) | 15.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.62 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Maximum drawdown, backtest period (backtest) | -39.83% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.96% | ||
| Sharpe ratio, backtest period (backtest) | 0.87 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Sortino ratio, backtest period (backtest) | 1.20 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.58% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.82% |
| Annualized turnover, backtest period (backtest) | 5.76 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.14 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.99% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.74% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
