Composer · investment strategy
by Composer Technologies · via Composer
Daily check: if cash-like T‑bills beat or match the S&P 500 over 60 days, hold a defensive mix (blue‑chips, dividend funds, utilities, T‑bills, gold). Otherwise, go aggressive with 3× S&P 500 (UPRO) and 3× Nasdaq‑100 (TQQQ), equal‑weighted.
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.
“it goes defensive and splits money equally across DIA (blue‑chips), VIG, VYM (dividends), VPU (utilities), BIL (cash‑like), and GLD (gold)”
“funds that aim to move about 3× the S&P 500 and Nasdaq‑100 each day”
“It rebalances daily.”
“Each day, it looks back 60 days: if short‑term “cash” (BIL, a T‑bill fund) did as well as or better than the S&P 500 (SPY), it goes defensive”
“Otherwise, it goes aggressive and splits equally between UPRO and TQQQ”
3 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.
1.9% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
2 of 9 funds in its are : TQQQ, UPRO
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Each day, it looks back 60 days: if short‑term “cash” (BIL, a T‑bill fund) did as well as or better than the S&P 500 (SPY), it goes defensive and splits money equally across DIA (blue‑chips), VIG, VYM (dividends), VPU (utilities), BIL (cash‑like), and GLD (gold). Otherwise, it goes aggressive and splits equally between UPRO and TQQQ, funds that aim to move about 3× the S&P 500 and Nasdaq‑100 each day. It rebalances daily.
Daily check: if cash-like T‑bills beat or match the S&P 500 over 60 days, hold a defensive mix (blue‑chips, dividend funds, utilities, T‑bills, gold). Otherwise, go aggressive with 3× S&P 500 (UPRO) and 3× Nasdaq‑100 (TQQQ), equal‑weighted.
Out-of-sample: ~38.5% annualized vs SPY ~20.6%, by regime-switching to defensives when cash beats stocks and levering up on uptrends. Calmar ~1.19; drawdown ~32% vs SPY ~19%—higher upside with managed risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,179 | 2026-10-11 | |
| Backtest slippage cost | $7,151 | 2026-10-11 |
| AI categories (Composer) | defensive rotation, leveraged etfs, regime switching, risk-on/risk-off, tactical asset allocation, trend-following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DIA", "GLD", "SPY", "TQQQ", "UPRO", "VIG", "VPU", "VYM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 917 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 10k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.50% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 227.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.77% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.41% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
