Composer · investment strategy
by Composer Technologies · via Composer
Switches playbooks by market stress: in bears, buy 5‑day air‑pocket dips with TQQQ/UPRO or sit in a USD/gold/staples safety mix; in bulls, run a levered 55/45 stocks‑bonds barbell unless short‑term stress appears.
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.
3 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.
1.2% 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. : 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 ()
3 of 8 funds in its are : 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.
Step 1: Is the S&P 500’s worst 1‑year drop >10%? - Yes (bear): Buy sharp 5‑day dips. If QQQ fell >5%, buy TQQQ (3× Nasdaq) unless it already jumped >5% today; else if SPY fell >5%, buy UPRO (3× S&P) unless it jumped; otherwise hold UUP (US dollar), GLD (gold), XLP (consumer‑staples). - No (bull): When calm, hold ~55% UPRO/TQQQ (sized by recent volatility) + 45% TMF (3× long Treasuries); if not calm, use the same safety trio.
Switches playbooks by market stress: in bears, buy 5‑day air‑pocket dips with TQQQ/UPRO or sit in a USD/gold/staples safety mix; in bulls, run a levered 55/45 stocks‑bonds barbell unless short‑term stress appears.
Similar annualized return to SPY (21.39% vs 21.34%), but uses regime-switching dip-buying and a defensive sleeve. Diversified, rule-based, with a 1,368-day out-of-sample track record to complement SPY in volatility.
Backtest to 4/5/2010. This symphony switches between two highly different strategies based on the 1 year max drawdown of SPY to inform if it is a bull or bear market. During a bear market, it uses a modified version of Composer's "Buy the Dips Nasdaq: 100" with similar dip buying for both Nasdaq (via TQQQ) and SP500 (via UPRO). During a bull market it uses a modified, higher growth version of Composer's "Hedgefundie's Excellent Adventure Refined".
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-11 | |
| Backtest regulatory fees | $1,752 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | defensive sleeve, dip-buying, inverse-vol weighting, leveraged etfs, regime-switching, trend/risk filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 72 | 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) | 0.35 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SPY", "TMF", "TQQQ", "UPRO", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 938 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 36.68% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.19% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 49.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 49.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.74% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
