Composer · investment strategy
by Composer Technologies · via Composer
Rules-based 60/40: 60% chases tech strength with 3x Nasdaq (TQQQ) but moves to cash or hedges when overheated; 40% rides or shorts long Treasuries (TMF/TMV) and, when unclear, holds defensive hedges. Uses RSI/MA signals; drift-only rebalancing.
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.
4 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.
0.3% 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. : 98% · 2026-10-11 ()
79.5% 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 ()
11 of 17 funds in its are : PSQ, SH, SOXL, SOXS, SPXL, SQQQ, TECL, TMF, TMV, 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.
60/40. 60% rides US tech with 3x Nasdaq (TQQQ) when the S&P 500 is above its 200‑day average; if tech looks overheated or weak, it moves to T‑Bills (BIL) or hedges with SQQQ/SOXS.<br>40% follows long Treasuries (TLT): buys 3x bonds (TMF) in uptrends or when oversold, shorts (TMV) if overbought; otherwise holds USD (USDU), stock hedges (PSQ/SH), and defensive funds (BTAL/XLP).<br>RSI = short‑term heat gauge; MA = average price. Rebalance only if weights drift ~9%.
Rules-based 60/40: 60% chases tech strength with 3x Nasdaq (TQQQ) but moves to cash or hedges when overheated; 40% rides or shorts long Treasuries (TMF/TMV) and, when unclear, holds defensive hedges. Uses RSI/MA signals; drift-only rebalancing.
Out-of-sample edge: ~32.8% annualized return vs SPY ~21.1%, Calmar ~1.19. Drawdowns higher (~27.6% vs ~18.8%), but a tech-forward, regime-aware strategy with hedges aims for bigger upside with disciplined risk controls.
SImple 60/40 TQQQ for the long run and 20 year safer bonds mixed by okhi2u.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30.1M | 2026-10-11 | |
| Backtest regulatory fees | $57k | 2026-10-11 | |
| Backtest slippage cost | $513k | 2026-10-11 |
| AI categories (Composer) | defensive rotation, inverse hedges, leveraged etfs, mean reversion, tactical 60/40, tech/nasdaq, treasuries, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 152 | 2026-10-11 | |
| Rebalance corridor width | 9.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "PSQ", "SH", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 988 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 87.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 301k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.78% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 204.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.46% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.57% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.00 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.58% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.67 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
