Composer · investment strategy
by Composer Technologies · via Composer
A simple risk-on/risk-off plan: when SPY’s trend looks healthy, 70% goes to a 2x S&P 500 fund and 30% to a defensive mix; when the trend weakens, it shifts fully into recent winners among gold, commodities, Treasuries, and defensive sectors.
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.
7 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.
9.7% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · not identified: EXG 2%
: 3.5% (PDBC 7% × 0.48), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 2026-10-11 ()
73.0% 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 12 funds in its are : SSO, TBF
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.
1) Check if the U.S. stock market (SPY) has a positive near‑term trend.<br>2) If yes: put 70% in SSO (aims for roughly 2x the S&P 500’s daily moves) and 30% in a defensive/diversifier basket.<br>3) If not: move 100% to that basket.<br>The basket picks recent winners (50/100/150 days) from gold, commodities, Treasuries (short/intermediate/long and an inverse long‑bond), and defensive stock sectors, then splits money evenly.
A simple risk-on/risk-off plan: when SPY’s trend looks healthy, 70% goes to a 2x S&P 500 fund and 30% to a defensive mix; when the trend weakens, it shifts fully into recent winners among gold, commodities, Treasuries, and defensive sectors.
Out-of-sample annualized return ~21.96% vs SPY ~20.87%, with smaller max drawdown (13.4% vs 18.8%), positive alpha, and Calmar ~1.64. Simple risk-on/risk-off strategy offering higher upside and tighter downside vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $60k | 2026-10-11 | |
| Backtest regulatory fees | $107 | 2026-10-11 | |
| Backtest slippage cost | $707 | 2026-10-11 |
| AI categories (Composer) | defensive assets, diversified, etfs, leveraged equity, momentum, risk-on/risk-off, tactical asset allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 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) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "EXG", "GLD", "IEF", "PDBC", "SHY", "SPY", "SSO", "TBF", "TLT", "XLE", "XLP", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,846 | 2026-10-11 | |
| Out-of-sample length | 926 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 504.60% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 107.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.97% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.40% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
