Composer · investment strategy
by Composer Technologies · via Composer
Rules-based “volatility trigger” strategy: use 3× stock and bond ETFs when markets are calm; otherwise hold unlevered stock ETFs plus the two strongest of bonds, gold, commodities, dollar, or T‑bills. Equal-weighted throughout.
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.
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.
1.2% of weight in (IVV: 3.0%)
3 funds (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 ()
3 of 10 funds in its are : TMF, TQQQ, 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.
Assets: SPY=S&P 500, QQQ=Nasdaq‑100, TLT=long US Treasuries, GLD=gold, DBC=commodities, UUP=US dollar, SHV=T‑bills. Leveraged: TQQQ≈3×QQQ, UPRO≈3×SPY, TMF≈3×TLT.<br>If SPY’s recent swings are low (calm):<br>- If TLT also calm: split equally into TQQQ, UPRO, TMF (turbo risk‑on).<br>- Else: hold QQQ, SPY, plus the top 2 (last ~4 months) from {SPY, TLT, GLD, DBC, UUP, SHV}.<br>If SPY isn’t calm: hold SPY plus those top 2. Equal‑weighted.
Rules-based “volatility trigger” strategy: use 3× stock and bond ETFs when markets are calm; otherwise hold unlevered stock ETFs plus the two strongest of bonds, gold, commodities, dollar, or T‑bills. Equal-weighted throughout.
Out-of-sample return 25.65% vs S&P 500 21.68%. A volatility-trigger, regime-switching strategy leverages in calm markets for higher upside and momentum-driven diversifiers in choppy markets—targeting stronger growth with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $465k | 2026-10-11 | |
| Backtest regulatory fees | $753 | 2026-10-11 | |
| Backtest slippage cost | $5,279 | 2026-10-11 |
| AI categories (Composer) | cash, commodities, dollar, gold, leveraged etfs, momentum rotation, multi-asset, risk-on/risk-off, treasuries, us equities, volatility trigger | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 31 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "GLD", "QQQ", "SHV", "SPY", "TLT", "TMF", "TQQQ", "UPRO", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.40 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 842 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.97% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4548% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.65% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 114.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.94% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.81% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.17 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.68 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.16% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
