Composer · investment strategy
by Composer Technologies · via Composer
Daily, it either parks in T‑bills (BIL) or makes a high‑octane S&P 500 bet (UPRO). It only goes risk‑on when bond trends are up and multiple calm‑market checks pass; otherwise it stays in cash‑like T‑bills.
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 2026-10-19
: 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
2 of 8 funds in its are : UPRO, UVXY
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.
Two positions: UPRO (aims for 3x the S&P 500’s daily move) or BIL (cash‑like T‑bills). It buys UPRO only if: SHY’s recent demand > BTAL’s; BTAL’s short‑term volatility is low; SPY isn’t overheated; UVXY says volatility is calm; and AGG’s short‑term trend is above its long‑term trend. Otherwise it parks in BIL. “Overheated” is a simple buying‑pressure gauge; “trend” is a moving‑average check.
Daily, it either parks in T‑bills (BIL) or makes a high‑octane S&P 500 bet (UPRO). It only goes risk‑on when bond trends are up and multiple calm‑market checks pass; otherwise it stays in cash‑like T‑bills.
Strong risk-adjusted edge: out-of-sample Sharpe and Calmar beat the S&P, with lower drawdowns. The strategy uses 3x S&P only in favorable, calm markets, otherwise parks in cash, delivering downside protection with competitive upside.
At Sebben & Sebben, we take ethics and proper business conduct seriously. Quite simply, there's the wrong way to do things, and then there's the Sebben & Sebben wrong way.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $698k | 2026-10-19 | |
| Backtest regulatory fees | $1,271 | 2026-10-19 | |
| Backtest slippage cost | $9,813 | 2026-10-19 |
| AI categories (Composer) | bond-led signals, leveraged s&p 500, risk-on/risk-off, tactical allocation, trend + momentum filters, volatility filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 38 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.77 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BTAL", "SHV", "SHY", "SPY", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,767 | 2026-10-19 | |
| Out-of-sample length | 649 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 32.84% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6882% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 53.08% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.20% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.07% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.07% | ||
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.89 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Maximum drawdown, backtest period (backtest) | -17.37% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.37% | ||
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Sortino ratio, backtest period (backtest) | 2.95 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.52% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.63% |
| Annualized turnover, backtest period (backtest) | 23.55 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.59 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.12% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 68.26% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
