Composer · investment strategy
by Composer Technologies · via Composer
A short-term, diversified mix of leveraged ETFs across tech, defense, utilities, international stocks, long-term Treasuries, gold, and bitcoin. 85% is sized by 2-day inverse volatility (calmer gets more). 15% sits in floating-rate Treasuries. High risk.
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.
10 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.
0.5% of weight in (IVV: 3.0%)
8 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. : 82% · 2026-10-11 ()
62.3% 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 ()
6 of 9 funds in its are : BITU, DFEN, TECL, TMF, UGL, UTSL
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.
- 15% stays in USFR (floating-rate U.S. Treasuries) as a stabilizer.<br>- The other 85% is split among tech (TECL 3x), aerospace/defense (DFEN 3x), utilities (UTSL 3x), international stocks (VXUS), long-term U.S. Treasuries (TMF 3x), gold (UGL 2x), bitcoin (BITU 2x), and a fund mixing U.S. stocks with a trend-following futures sleeve (RSST).<br>- Each day it looks at the last 2 days of “bounciness.” Calmer assets get more; jumpier get less.<br>- Leverage magnifies moves; sizing aims to steady risk.
A short-term, diversified mix of leveraged ETFs across tech, defense, utilities, international stocks, long-term Treasuries, gold, and bitcoin. 85% is sized by 2-day inverse volatility (calmer gets more). 15% sits in floating-rate Treasuries. High risk.
Out-of-sample edge: Sharpe 2.16 vs 1.35, Calmar 4.82, ~70% annualized return vs ~24% for SPY. A diversified, levered, dynamic multi-asset strategy with 15% floating-rate Treasuries aims for higher, risk-adjusted growth than the S&P 500.
This symphony uses a 2-day inverse volatility weighting for a basket of leveraged diversified asset classes. Note that international equities exposure is not leveraged because there currently isn't an ETF providing leveraged international equities exposure. 15% of assets are allocated to floating rate treasuries as a ballast.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $41k | 2026-10-11 | |
| Backtest regulatory fees | $167 | 2026-10-11 | |
| Backtest slippage cost | $1,195 | 2026-10-11 |
| AI categories (Composer) | dynamic allocation, inverse-volatility, leveraged multi-asset, short-term, stocks/bonds/gold/bitcoin, trend-following overlay | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BITU", "DFEN", "RSST", "TECL", "TMF", "UGL", "USFR", "UTSL", "VXUS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 122 | 2026-10-11 | |
| Watchers | 54 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 631 | 2026-10-11 | |
| Out-of-sample length | 392 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 75.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 308.84% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 129.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.50% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.74% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.47% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -14.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 102.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 100.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
