Composer · investment strategy
by Composer Technologies · via Composer
Aggressively ride S&P 500 uptrends with UPRO, buy sharp dips, short overheated rallies with SDS, and otherwise sit in a risk‑balanced mix of Treasuries and gold. Rebalanced daily; uses leverage and is high risk.
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.
3.2% 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 : SDS, 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: 1) If the market is in an uptrend (price above its 200‑day average), buy UPRO (targets 3× the S&P 500’s daily move). 2) Otherwise use a 2‑day RSI (a 0–100 “heat meter”): if <17.5, buy UPRO; if >95, buy SDS (−2× the S&P). 3) If neither, hold TLT/IEF (Treasury bonds) and GLD (gold), weighted more to the calmer one (last 30 days).
Aggressively ride S&P 500 uptrends with UPRO, buy sharp dips, short overheated rallies with SDS, and otherwise sit in a risk‑balanced mix of Treasuries and gold. Rebalanced daily; uses leverage and is high risk.
Out-of-sample annualized return: 33.8% vs 17.6% for the S&P; Calmar ~1.09 and Sharpe ~0.90 show strong risk-adjusted growth via trend-led leverage and tactical hedges, delivering higher upside with larger drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.9M | 2026-10-11 | |
| Backtest regulatory fees | $3,032 | 2026-10-11 | |
| Backtest slippage cost | $25k | 2026-10-11 |
| AI categories (Composer) | bonds, gold, inverse hedge, leveraged s&p 500, mean reversion, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 17 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.93 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "IEF", "SDS", "TLT", "UPRO" ] | 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) | 2.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,150 | 2026-10-11 | |
| Out-of-sample length | 508 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 29k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.97% | 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) | 29.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.46% | 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) | 14.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
