Composer · investment strategy
by Composer Technologies · via Composer
Switches modes by market stress. In bears, mostly T‑bills, only buying 3× S&P/Nasdaq after big weekly drops (and avoiding chase after big 1‑day rebounds). In bulls, a higher‑growth mix of 3× stocks plus 3× long Treasuries, with a safety switch to T‑bills.
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 6 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: Decide regime. If the S&P 500 (SPY) has had a >10% worst drop from a recent high in the past year, it’s “bear”; otherwise “bull”.<br>Bear: Sit in T‑bills (BIL) unless there’s a 1‑week drop ≥5% in QQQ (Nasdaq‑100) or SPY; then buy the 3× fund (TQQQ/UPRO) unless it already bounced >5% in 1 day — then stay in BIL.<br>Bull: If SPY is calm/up‑trending, go risk‑on: ~55% in UPRO/TQQQ (tilted to the calmer one) + 45% in 3× long Treasuries (TMF). Else hold BIL.
Switches modes by market stress. In bears, mostly T‑bills, only buying 3× S&P/Nasdaq after big weekly drops (and avoiding chase after big 1‑day rebounds). In bulls, a higher‑growth mix of 3× stocks plus 3× long Treasuries, with a safety switch to T‑bills.
Dynamic regime-switching strategy that shifts to cash during risk, then buys 3x dip exposures (UPRO/TQQQ) with TMF in bull markets. Out-of-sample: ~18.5% annualized vs SPY 21.6%; diversified growth with disciplined risk vs the S&P 500.
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 S&P500 (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) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,243 | 2026-10-11 | |
| Backtest slippage cost | $7,740 | 2026-10-11 |
| AI categories (Composer) | dip-buying, equities and treasuries, inverse-vol weighting, leveraged etfs, no k-1, regime switching, tactical allocation, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 52 | 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) | 0.64 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SPY", "TMF", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 884 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.43% | 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) | 42.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.40% | 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) | 0.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.51% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.11% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 63.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
