Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based mix of leveraged bond and stock ETFs. Times Treasuries (can go 3x long or 3x short) and holds 3x Nasdaq/S&P only in uptrends; otherwise parks in T‑bills. Uses RSI and trend filters. Very volatile.
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.
5 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%)
5 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 ()
49.7% 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 ()
8 of 14 funds in its are : TBF, TECL, TMF, TMV, TQQQ, UDOW, 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.
~50% bonds, ~40% stocks, ~10% small slices (5% in 3x small‑caps URTY, 5% in 3x Dow UDOW). Bonds: times Treasuries—3x long (TMF) after sharp drops, 3x short (TMV) in downtrends, or parks in T‑bills (SHV)/plain bonds (TLT/IEF/BND). Stocks: owns 3x Nasdaq (TQQQ) and 3x S&P (UPRO) only when SPY is above its 200‑day trend; else may buy 3x Tech (TECL) on deep dips or sit in T‑bills. Uses RSI (0–100 “heat”) and moving averages (trend). Daily checks. High risk.
Daily, rules-based mix of leveraged bond and stock ETFs. Times Treasuries (can go 3x long or 3x short) and holds 3x Nasdaq/S&P only in uptrends; otherwise parks in T‑bills. Uses RSI and trend filters. Very volatile.
Out-of-sample: higher upside (23.9% vs SPY 18.6%) through tactical leverage and momentum across treasuries and equities; but bigger drawdowns (31% vs 19%). Strong long-run potential and diversification relative to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.5M | 2026-10-11 | |
| Backtest regulatory fees | $3,930 | 2026-10-11 | |
| Backtest slippage cost | $31k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum & trend following, rsi filters, tactical allocation, us equities, us treasuries timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 137 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "IEF", "SHV", "SHY", "SPY", "TBF", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UPRO", "URTY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 638 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 39.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 25k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 72.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.43% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.52% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 15.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
