Composer · investment strategy
by Composer Technologies · via Composer
Mostly holds SPY but watches a market “fear gauge” (VIXM) and gold. If fear rises, it moves to short‑term Treasuries; in sudden panics it may briefly bet against an overheated gold spike. Calibrated on 2015/2018 events; limited help in 2020.
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.
2 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 ()
1 of 5 funds in its are : GLL
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.
Checks a “fear gauge” ETF (VIXM) each day. Default: own SPY (US stocks).<br>- If fear has stayed high (40‑day surge), park in SHY (1‑3yr Treasuries) for ~5 days.<br>- Else if fear just spiked (14‑day surge): if gold (GLD) just ran hot, briefly bet on a pullback via GLL (goes up when gold falls, ~2×); otherwise sit in SHY.<br>Tickers: SPY=stocks, SHY=short‑term bonds, GLD=gold, GLL=short gold, VIXM=fear gauge.
Mostly holds SPY but watches a market “fear gauge” (VIXM) and gold. If fear rises, it moves to short‑term Treasuries; in sudden panics it may briefly bet against an overheated gold spike. Calibrated on 2015/2018 events; limited help in 2020.
Similar long-run upside to the S&P, but with built-in risk control. Out-of-sample Sharpe ~1.36, Calmar ~1.12, drawdowns ~18.7% (slightly better). Plus tactical Treasuries exposure during fear spikes for extra protection.
Added Flash Crash check, using Aug 2015, Feb 2018, and Oct 2018 as data points. Slight improvement over SPY. Small decrease in March 2020 black swan event.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $98k | 2026-10-11 | |
| Backtest regulatory fees | $18 | 2026-10-11 | |
| Backtest slippage cost | $162 | 2026-10-11 |
| AI categories (Composer) | crash-aware, daily rebalanced, equities/bonds/gold, rules-driven, tactical, volatility-based | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 18 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "GLL", "SHY", "SPY", "VIXM" ] | 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) | 1.00 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 1.00 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,924 | 2026-10-11 | |
| Out-of-sample length | 849 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 15.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 878.96% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 90.00% | 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) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.03 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.18% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
