Composer · investment strategy
by Composer Technologies · via Composer
A classic 60/40 portfolio—but using 3x leveraged funds: 60% UPRO (S&P 500) and 40% TYD (7–10Y Treasuries). Rebalanced monthly. Seeks higher long‑term returns with much larger swings; bonds can help cushion, but not always, especially when rates rise.
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 2026-10-19
: 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.
1.9% of weight in (IVV: 3.0%)
2 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% · 2026-10-19 ()
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% · 2026-10-19 ()
2 of 2 funds in its are : TYD, 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.
It holds two funds: 60% UPRO (aims for ~3x the daily move of the S&P 500—big U.S. companies across many sectors) and 40% TYD (aims for ~3x the daily move of 7–10 year U.S. Treasury bonds). That’s a classic 60/40 mix, but magnified to about 3x. It rebalances back to 60/40 each month.
A classic 60/40 portfolio—but using 3x leveraged funds: 60% UPRO (S&P 500) and 40% TYD (7–10Y Treasuries). Rebalanced monthly. Seeks higher long‑term returns with much larger swings; bonds can help cushion, but not always, especially when rates rise.
Leveraged 60/40 with monthly rebalancing for potential higher long-term growth via 3x equity/bond exposure; OOS: 17.37% annualized, Sharpe 0.71, max drawdown 31.99%. Higher drawdowns than SPY, but potential upside in sustained uptrends.
Traditional. Classic. Timeless. Call it what you will, the 60/40 portfolio has endured for decades as a popular investing strategy. It consists of 60% equities and 40% bonds. Equities are intended to provide growth while bonds to smooth out the bumps along the way. This enduring strategy was adapted into a symphony by Composer.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $401k | 2026-10-19 | |
| Backtest regulatory fees | $26 | 2026-10-19 | |
| Backtest slippage cost | $153 | 2026-10-19 |
| AI categories (Composer) | 3x etfs, balanced, high volatility, leveraged 60/40, long-term, monthly rebalance, s&p 500, u.s. treasuries | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4 | 2026-10-19 | |
| Rebalance frequency | monthly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "TYD", "UPRO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,355 | 2026-10-19 | |
| Out-of-sample length | 534 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 23.80% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3906% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.96% | ||
| Return, trailing 1 day (out-of-sample) | -1.93% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.32% | ||
| Return, trailing 1 week (out-of-sample) | -2.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.90% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.38% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.92% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.73% | ||
| SPY annualized return over the backtest window (backtest) | 15.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.43 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.54 | ||
| Maximum drawdown, backtest period (backtest) | -55.87% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.99% | ||
| Sharpe ratio, backtest period (backtest) | 0.89 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | ||
| Sortino ratio, backtest period (backtest) | 1.26 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 28.55% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.49% |
| Annualized turnover, backtest period (backtest) | 1.77 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.42 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.56% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.31% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
