Composer · investment strategy
by Composer Technologies · via Composer
A tactical S&P 500 strategy that rides uptrends (SPY, sometimes SPXL), but shifts to hedges—gold (GLD), the U.S. dollar (UUP), or volatility (UVXY)—during selloffs. Uses a 200‑day trend, short‑term “heat” (RSI), and big drop/surge tripwires to flip between bull and hedge.
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
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 ()
5 of 8 funds in its are : SPXL, SPXU, SQQQ, TMF, UVXY
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 Leveraged ETFs 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’s a switch between “go with stocks” and “hedge.”<br>- First, it checks for panic; if extreme, it briefly buys a volatility fund (UVXY).<br>- Otherwise it checks trend (SPY vs its 200‑day average: a long‑term trend line). Uptrend: hold the S&P 500 (SPY) and use the 3x version (SPXL) only on sharp dips (RSI = a short‑term “heat” score; low = washed out). If things get too hot or drop fast, step into gold (GLD) and the U.S. dollar (UUP), sized so the calmer one gets more. Downtrend: prefer GLD+UUP or UVXY; attempt brief bounces with SPXL only when very oversold.
A tactical S&P 500 strategy that rides uptrends (SPY, sometimes SPXL), but shifts to hedges—gold (GLD), the U.S. dollar (UUP), or volatility (UVXY)—during selloffs. Uses a 200‑day trend, short‑term “heat” (RSI), and big drop/surge tripwires to flip between bull and hedge.
Out-of-sample edge: ~36.5% annualized return vs 21.2% for SPY, far lower max drawdown (12.3% vs 18.8%), higher Sharpe (~1.46 vs ~1.30) and Calmar (~2.96). More upside with better downside protection—stronger compounding than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.4M | 2026-10-11 | |
| Backtest regulatory fees | $8,194 | 2026-10-11 | |
| Backtest slippage cost | $72k | 2026-10-11 |
| AI categories (Composer) | gold, leveraged etfs, risk-on/risk-off, tactical allocation, trend-following, u.s. dollar, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 306 | 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) | 0.81 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SPXL", "SPXU", "SPY", "SQQQ", "TMF", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 |
| Remixes (copies) | 380 | 2026-10-11 | |
| Watchers | 144 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,016 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 50.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 44k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 250.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.35% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.74% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.49% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.33% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.39% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.51% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
