Composer · investment strategy
by Composer Technologies · via Composer
A simple switch: own SPY when markets are calm; move to long‑term U.S. Treasury bonds (TLT) when recent S&P 500 volatility spikes.
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 2 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.
It watches how bumpy the S&P 500 has been over the last ~2 weeks. If daily moves have been unusually large, it shifts all money into long‑term U.S. Treasury bonds (TLT). If things are calm, it stays fully in the S&P 500 (SPY). It holds only one of the two at a time.
A simple switch: own SPY when markets are calm; move to long‑term U.S. Treasury bonds (TLT) when recent S&P 500 volatility spikes.
Dynamic two-asset strategy: stay in SPY in calm markets, switch to TLT when volatility spikes. Out-of-sample Sharpe ~1.44 vs SPY, ~22% annualized returns, and similar drawdowns—delivering better risk-adjusted growth 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) | $289k | 2026-10-11 | |
| Backtest regulatory fees | $19 | 2026-10-11 | |
| Backtest slippage cost | $166 | 2026-10-11 |
| AI categories (Composer) | risk-on/risk-off, stocks vs bonds, tactical asset allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 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[ "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) | 0.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-11 |
| Remixes (copies) | 46 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,090 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 14.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2790% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.20% | 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) | 11.58% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.91 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 0.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
