Composer · investment strategy
by Composer Technologies · via Composer
Daily switch between SPYU (2× S&P 500) and FTLS (hedged long/short). It checks S&P 500 trends, then compares 15‑day strength of bonds (AGG) vs big‑tech (QQQ). If bonds look stronger, it goes SPYU; else FTLS. Target weight: 70%.
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.
“About 70% of the portfolio uses this.”
“hold FTLS (a hedged long/short stock fund)”
“If bonds’ score is higher, buy SPYU (2× S&P 500).”
“Daily switch between SPYU (2× S&P 500) and FTLS”
“Is the S&P 500 (SPY) above its long‑term average (200‑day) or at least its 20‑day average?”
“it compares a 15‑day “strength score” (RSI: higher = stronger recent gains) of bonds (AGG) vs big‑tech (QQQ)”
2 positions as of 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
No funds · not identified: SPYU 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 2026-10-19 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-19 ()
1 of 5 funds in its are : SPYU
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Aggressive risk 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.
Each day it asks: Is the S&P 500 (SPY) above its long‑term average (200‑day) or at least its 20‑day average? If yes, it compares a 15‑day “strength score” (RSI: higher = stronger recent gains) of bonds (AGG) vs big‑tech (QQQ). If bonds’ score is higher, buy SPYU (2× S&P 500). Otherwise, or when SPY is weak, hold FTLS (a hedged long/short stock fund). About 70% of the portfolio uses this.
Daily switch between SPYU (2× S&P 500) and FTLS (hedged long/short). It checks S&P 500 trends, then compares 15‑day strength of bonds (AGG) vs big‑tech (QQQ). If bonds look stronger, it goes SPYU; else FTLS. Target weight: 70%.
Out-of-sample: 21.68% annualized vs SPY’s 18.20%, powered by a regime-aware mix of levered SPYU and hedged FTLS. Potential for higher upside with diversification, but be mindful of larger drawdowns than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26k | 2026-10-19 | |
| Backtest regulatory fees | $56 | 2026-10-19 | |
| Backtest slippage cost | $395 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged equity, long/short hedge, momentum (rsi), risk-on/risk-off, tactical allocation, trend filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 22 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "FTLS", "QQQ", "SPY", "SPYU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 719 | 2026-10-19 | |
| Out-of-sample length | 583 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 39.96% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 161.29% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 56.85% | ||
| Return, trailing 1 day (out-of-sample) | -4.47% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.86% | ||
| Return, trailing 1 week (out-of-sample) | -4.02% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 42.40% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 59.72% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.71% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.23% | ||
| SPY annualized return over the backtest window (backtest) | 21.41% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.87 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.47 | ||
| Maximum drawdown, backtest period (backtest) | -46.06% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.08% | ||
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Sortino ratio, backtest period (backtest) | 1.61 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 34.49% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.53% |
| Annualized turnover, backtest period (backtest) | 37.14 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.42 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.22% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.37% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
