Composer · investment strategy
by Composer Technologies · via Composer
Switches daily between two playbooks: in market downturns it buys sharp weekly dips in Nasdaq/S&P with 3x ETFs or parks in bonds; in calmer times it runs a leveraged stocks‑plus‑long‑bonds barbell (UPRO/TMF), falling back to bonds/gold when risk increases.
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.
2 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.
1.7% of weight in (IVV: 3.0%)
2 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 ()
100.0% 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 11 funds in its are : SPXL, TMF, 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.
Daily check: Has the S&P 500 fallen >10% from a 1‑yr peak? If yes, use a dip‑buyer: after a >5% weekly drop in Nasdaq or S&P, buy 3x versions (TQQQ or SPXL); otherwise park in bonds (BSV/MUB). If no, run HFEA: when near‑term drawdown is small, hold 55% UPRO + 45% TMF; if risk rises, shift to IEI/GLD/TIP/BSV. Rebalances daily.
Switches daily between two playbooks: in market downturns it buys sharp weekly dips in Nasdaq/S&P with 3x ETFs or parks in bonds; in calmer times it runs a leveraged stocks‑plus‑long‑bonds barbell (UPRO/TMF), falling back to bonds/gold when risk increases.
Dynamic regime-switching strategy: dip-buys 3x tech in downturns, then uses a stock-bond barbell in calm markets. Offers diversification and disciplined risk management versus SPY. OOS: ~18% annualized return, Calmar ~0.53 over 1,546 days.
When there's a downturn in the market invest in "Buy the Dips: Nasdaq 100/S&P 500" symphony, otherwise, let loose and invest in "Hedgefundie's Excellent Adventure Refined" Symphony.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,444 | 2026-10-11 | |
| Backtest slippage cost | $8,744 | 2026-10-11 |
| AI categories (Composer) | dip buying, leveraged etfs, regime switching, risk-on/risk-off, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 52 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "GLD", "IEI", "MUB", "QQQ", "SPXL", "SPY", "TIP", "TMF", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,189 | 2026-10-11 | |
| Out-of-sample length | 1,062 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.71% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.09% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.75% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.63% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
