Composer · investment strategy
by Composer Technologies · via Composer
A high-octane, rules-driven “all‑weather” mix. 40% stays in 3x US stocks; 35% is a trend-based bond sleeve that can flip among long/short bonds, stocks, gold, or cash; plus smaller trend sleeves for Treasuries, commodities, and gold.
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.
0.9% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31)
: 1.8% (DBC 5% × 0.37), shown separately from fossil-fuel companies.
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 ()
90.4% 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 ()
9 of 15 funds in its are : DRN, TMF, TMV, TQQQ, TYD, UDOW, UGL, UPRO, URTY
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’s a rules-based, multi-asset mix that uses trends to switch some sleeves on/off, while keeping a large, constant stake in 3x US stock indexes.<br>- Moving average: the average price over X days. Price/short MA above long MA = uptrend; below = downtrend.<br>- RSI: a quick gauge of recent buying vs selling; used once to pick the stronger of two choices.<br>Allocation:<br>- 40% always in 3x US stocks (S&P 500, Nasdaq-100, Dow 30, small caps). 5% always in 3x real estate.<br>- 35% “bond sleeve” watches long-Treasury trends (TLT). If strong, hold long bonds (TMF/TLT) or, if stocks are winning, SPY. If weak, go to cash (SHV) or, in sharp drops, short bonds (TMV) or 2x gold (UGL).<br>- 10% mid-Treasuries: uptrend → TYD; else cash.<br>- 5% commodities: uptrend → DBC; else cash.<br>- 5% gold: uptrend → UGL; else cash.<br>Rebalance when weights drift ~5%.
A high-octane, rules-driven “all‑weather” mix. 40% stays in 3x US stocks; 35% is a trend-based bond sleeve that can flip among long/short bonds, stocks, gold, or cash; plus smaller trend sleeves for Treasuries, commodities, and gold.
Out-of-sample edge: 34.32% annualized return vs 22.04% for the S&P; Sharpe 1.51 vs 1.42; Calmar 1.66. ~3.5 years of data. Trend-driven, multi-asset leverage delivers stronger risk-adjusted gains, with higher drawdowns but bigger upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $737k | 2026-10-11 | |
| Backtest regulatory fees | $533 | 2026-10-11 | |
| Backtest slippage cost | $4,151 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, multi-asset, risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 68 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "DRN", "GLD", "IEF", "SHV", "SPY", "TLT", "TMF", "TMV", "TQQQ", "TYD", "UDOW", "UGL", "UPRO", "URTY" ] | 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) | 1.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 885 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 29.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7272% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 182.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.06% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.19 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.09% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.40 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
