Composer · investment strategy
by Composer Technologies · via Composer
A SPY-first, trend-following plan. In uptrends it mostly holds SPY, sometimes mixes in long Treasuries or briefly hedges with VIXY when things look overheated. In downtrends it may try a tech rebound (TECL) or shift toward bonds or a mild short (SH).
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.
“hold 45% SPY + 55% TLT (long Treasuries)”
“hold 50% BND (bonds) and 50% SPY or SH (inverse S&P)”
“if a 10‑day heat gauge (0–100) >80, switch to VIXY (volatility hedge)”
“buy TECL (3× tech) for a bounce”
“if tech is washed‑out (QQQ gauge <31) buy TECL (3× tech) for a bounce”
“Trend test: price vs 200‑day average.”
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
3 of 9 funds in its are : SDS, SH, TECL
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Fixed income 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.
2 missing
The text the rules are quoted from, with where it came from.
It’s a rule set built around SPY (S&P 500). Trend test: price vs 200‑day average. Uptrend: hold SPY; if a 10‑day heat gauge (0–100) >80, switch to VIXY (volatility hedge). If strength is high but not extreme, hold 45% SPY + 55% TLT (long Treasuries). Downtrend: if tech is washed‑out (QQQ gauge <31) buy TECL (3× tech) for a bounce; else if also below the 30‑day average, hold 50% BND (bonds) and 50% SPY or SH (inverse S&P) per a bond‑vs‑bear check. Else SPY.
A SPY-first, trend-following plan. In uptrends it mostly holds SPY, sometimes mixes in long Treasuries or briefly hedges with VIXY when things look overheated. In downtrends it may try a tech rebound (TECL) or shift toward bonds or a mild short (SH).
Out-of-sample, this rules-based strategy aims ~28% annualized return vs SPY’s 21%, with solid risk control (Calmar ≈1). It blends SPY with bonds and selective hedges to capture gains and limit drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3M | 2026-10-11 | |
| Backtest regulatory fees | $3,154 | 2026-10-11 | |
| Backtest slippage cost | $27k | 2026-10-11 |
| AI categories (Composer) | bonds, inverse etf, leveraged etf, rules-based, tactical allocation, trend following, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 32 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.89 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "QQQ", "SDS", "SH", "SHY", "SPY", "TECL", "TLT", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 38 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,964 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 23k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.00% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 137.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
