Composer · investment strategy
by Composer Technologies · via Composer
Uses shipping-cost trends (BDRY) to set risk regime and a short-term S&P 500 heat check to pick between a 3× S&P 500 fund (SPXL) and T‑Bills (BIL). Risk‑on: SPXL unless overheated. Risk‑off: BIL unless deeply oversold.
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.
3.4% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
1 of 4 funds in its are : SPXL
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.
RSI is a 0–100 score of recent ups vs downs; >50 means upward pressure, >80 very hot, <30 washed out.<br>1) Check 60‑day RSI of BDRY (an ETF tied to dry‑bulk shipping costs). If >50, we’re risk‑on; otherwise risk‑off. BDRY is a signal only—it’s not owned.<br>2) Risk‑on: check 10‑day RSI of SPY (S&P 500). If >80, hold BIL (T‑Bills). Else buy SPXL (a 3× S&P 500 fund).<br>3) Risk‑off: hold BIL unless SPY RSI <30, then buy SPXL.<br>Always 100% in one fund; trades only when signals flip.
Uses shipping-cost trends (BDRY) to set risk regime and a short-term S&P 500 heat check to pick between a 3× S&P 500 fund (SPXL) and T‑Bills (BIL). Risk‑on: SPXL unless overheated. Risk‑off: BIL unless deeply oversold.
Out-of-sample edge: ~39% annualized return vs ~18.5% for SPY, with Calmar ~1.46. A regime-based SPXL/BIL strategy using shipping momentum and SPY heat checks to chase upside while managing risk (drawdowns can exceed SPY).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $562k | 2026-10-11 | |
| Backtest regulatory fees | $406 | 2026-10-11 | |
| Backtest slippage cost | $3,538 | 2026-10-11 |
| AI categories (Composer) | leveraged etf, macro shipping signal, mean reversion, momentum, risk-on/risk-off, s&p 500, t-bills, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BDRY", "BIL", "SPXL", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 52 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,089 | 2026-10-11 | |
| Out-of-sample length | 518 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.54% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5520% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 97.63% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 44.76% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 44.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.77% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.11% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 62.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
