Composer · investment strategy
by Composer Technologies · via Composer
Stay in SPY by default. If short‑term market turbulence spikes, move 100% into a single defensive asset—gold (GLD) or long‑term Treasuries (TLT)—choosing the one that looks more recently 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.
3.0% 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 ()
0 of 3 funds in its are
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.
Most of the time it holds SPY (broad U.S. stocks).<br>When SPY’s day‑to‑day swings over the last week become unusually large, it switches to a single “safe haven”: gold (GLD) or long‑term U.S. Treasuries (TLT).<br>It picks the one that has dropped more recently (a simple 10‑day “oversold” reading).
Stay in SPY by default. If short‑term market turbulence spikes, move 100% into a single defensive asset—gold (GLD) or long‑term Treasuries (TLT)—choosing the one that looks more recently oversold.
Defensive, rules-based rotation: mostly SPY, but when volatility spikes it jumps 100% into one safe haven (GLD or TLT) that’s most oversold. Out‑of‑sample Sharpe ~1.27, Calmar ~0.87, beta ~0.83—lower market sensitivity with solid risk‑adjusted gains 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) | $127k | 2026-10-11 | |
| Backtest regulatory fees | $59 | 2026-10-11 | |
| Backtest slippage cost | $516 | 2026-10-11 |
| AI categories (Composer) | defensive rotation, regime switching, risk management, stocks-gold-bonds, tactical allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 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[ "GLD", "SPY", "TLT" ] | 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) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 5,496 | 2026-10-11 | |
| Out-of-sample length | 812 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 12.37% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1173% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.82% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.73% | 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) | 17.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.26% | 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) | 11.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
