Composer · investment strategy
by Composer Technologies · via Composer
A daily “risk-on/risk-off” switch. It shifts between SPY (S&P 500), TLT (long Treasuries), and leveraged sector funds TECL (tech) and CURE (healthcare) based on how calm or choppy the last month of the S&P 500 has been.
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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 4 funds in its are : CURE, TECL
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.
Each day it checks how choppy the last month of the S&P 500 (SPY) has been.<br>- Very calm: go aggressive — 50% TECL (3× tech) + 50% CURE (3× healthcare).<br>- Calm: 100% SPY (big U.S. stocks).<br>- Choppy: 75% SPY + 25% TLT (long‑term U.S. Treasuries).<br>- Very choppy: 50% SPY + 50% TLT.<br>Rebalances daily.
A daily “risk-on/risk-off” switch. It shifts between SPY (S&P 500), TLT (long Treasuries), and leveraged sector funds TECL (tech) and CURE (healthcare) based on how calm or choppy the last month of the S&P 500 has been.
Out-of-sample edge: annualized return 41.7% vs SPY 21.8%, Calmar ~1.04, with a risk-on/risk-off switch and TLT hedging. Higher upside in calm markets, but larger drawdowns in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $887k | 2026-10-11 | |
| Backtest regulatory fees | $553 | 2026-10-11 | |
| Backtest slippage cost | $4,121 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, risk-on/risk-off, s&p 500, sector rotation, tactical asset allocation, treasuries, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 19 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.57 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "CURE", "SPY", "TECL", "TLT" ] | 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) | 2.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,852 | 2026-10-11 | |
| Out-of-sample length | 912 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8768% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 253.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 58.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 58.92% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.61% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
