Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily plan that rides S&P uptrends with 3× UPRO, parks in T‑Bills when rallies look overheated, and in downtrends flips among buying dips, shorting the S&P (SPXU), or long Treasuries (TLT). Very high risk and frequent switches.
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.
3.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
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 ()
100.0% 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 ()
2 of 5 funds in its are : SPXU, UPRO
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 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.
4 missing
The text the rules are quoted from, with where it came from.
Each day it checks trend and short‑term “heat.”<br>- If SPY (S&P 500 ETF) is above its 200‑day average, it holds UPRO (3× S&P) unless RSI says things look too hot (~>80); then it parks in BIL (T‑Bills).<br>- If below, it buys UPRO on deep dips (RSI <~30); otherwise, if UPRO is weak short‑term, it owns whichever is stronger: SPXU (−3× S&P) or TLT (long Treasuries). Else it toggles between SPXU and UPRO by RSI. RSI: 0–100 heat gauge; >70 hot, <30 washed out.
Aggressive, daily plan that rides S&P uptrends with 3× UPRO, parks in T‑Bills when rallies look overheated, and in downtrends flips among buying dips, shorting the S&P (SPXU), or long Treasuries (TLT). Very high risk and frequent switches.
Outsize upside: out-of-sample annualized return ~50% vs SPY ~19%, with solid risk metrics (Calmar ~1.12; Sharpe ~1.11). Trend-driven leverage plus hedges (BIL/TLT) aim for big gains with managed risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.5M | 2026-10-11 | |
| Backtest regulatory fees | $8,979 | 2026-10-11 | |
| Backtest slippage cost | $79k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, moving averages, risk-on/risk-off, rsi, s&p 500, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 35 | 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[ "BIL", "SPXU", "SPY", "TLT", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,330 | 2026-10-11 | |
| Out-of-sample length | 527 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 105k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.13% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 134.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.86% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 15.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
