Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based rotation that shifts between 3× stock funds (UPRO, TQQQ), 3× long bonds (TMF), and a safety trio (UUP, GLD, XLP). It buys big dips, favors calm uptrends, and steps aside in choppy markets using multiple timeframes.
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 9 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.
It splits money into 3 sleeves tuned to calm/normal/choppy markets. Each day it picks the 2 best‑recent lookbacks (14–42d). Using a simple heat check (stocks vs T‑bills), recent drawdowns, and 5‑day “dip” tests, it either: 1) loads UPRO/TQQQ (3× stocks) balanced by risk, 2) runs a 55/45 UPRO/TQQQ+TMF mix, or 3) parks in UUP, GLD, XLP (safety). Rebalanced daily.
Daily, rules‑based rotation that shifts between 3× stock funds (UPRO, TQQQ), 3× long bonds (TMF), and a safety trio (UUP, GLD, XLP). It buys big dips, favors calm uptrends, and steps aside in choppy markets using multiple timeframes.
Dynamic three-sleeve rotation targets higher growth. OOS: 31.2% annualized vs 19.1% for the S&P; but larger drawdowns (~49% vs ~19%). Upside comes from regime-based equity tilt and defensive hedges.
https://discord.gg/8e7bHnJMwE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20.2M | 2026-10-11 | |
| Backtest regulatory fees | $27k | 2026-10-11 | |
| Backtest slippage cost | $223k | 2026-10-11 |
| AI categories (Composer) | defensive hedges, dip buying, leveraged etf rotation, regime switching, risk-parity, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,278 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SHY", "SPY", "TMF", "TQQQ", "UPRO", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,128 | 2026-10-11 | |
| Out-of-sample length | 643 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 59.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 202k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.20% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.91% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.76% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.25% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.71% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.16% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
