Composer · investment strategy
by Composer Technologies · via Composer
A 60/40 stocks–bonds portfolio that uses an 80/20 mix of normal and 3x‑leveraged ETFs: aggressive on stocks (mostly 3x) and mostly plain bonds, reset monthly. Higher potential returns—and much bigger ups and downs—than a traditional 60/40.
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.
9 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.
1.1% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
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 ()
56.5% 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 ()
4 of 8 funds in its are : TMF, TQQQ, 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.
Each month it keeps 60% in U.S. stocks and 40% in U.S. Treasury bonds.<br>Stocks: 20% in normal funds (QQQ=Nazdaq‑100, SPY=S&P 500) and 80% in 3x versions (TQQQ, UPRO).<br>Bonds: 80% in normal funds (TLT=20+yr, IEF=7–10yr) and 20% in 3x versions (TMF, TYD).<br>Rebalances back to these weights monthly.
A 60/40 stocks–bonds portfolio that uses an 80/20 mix of normal and 3x‑leveraged ETFs: aggressive on stocks (mostly 3x) and mostly plain bonds, reset monthly. Higher potential returns—and much bigger ups and downs—than a traditional 60/40.
Out-of-sample: ~24.5% annualized return vs ~19.9% for the S&P, driven by leveraged equity. Higher upside in bull markets, but larger drawdowns (~31% vs ~19%) and more volatility - best for risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $368k | 2026-10-11 | |
| Backtest regulatory fees | $27 | 2026-10-11 | |
| Backtest slippage cost | $136 | 2026-10-11 |
| AI categories (Composer) | 60/40 balanced, high risk/high return, leveraged etfs, monthly rebalance, us stocks, us treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "QQQ", "SPY", "TLT", "TMF", "TQQQ", "TYD", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.74 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.96 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 808 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 24.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3582% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.54% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 102.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.20% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
