Composer · investment strategy
by Composer Technologies · via Composer
Switches between buying sharp 5‑day dips (with 3x Nasdaq/S&P) in bear phases and a leveraged stocks+long‑bonds blend in bull phases, falling back to a safety basket (USD, gold, staples, short Treasuries) when trends weaken.
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.
4 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 9 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.
Regime: If SPY’s worst 1‑yr drop >10% → bear; else → bull.<br>Bear: Two sleeves. When QQQ or SPY fall >5% in 5 days, buy TQQQ (3x Nasdaq) or UPRO (3x S&P). If that fund already jumped >5% today—or no dip—hold Safety Mix: UUP (US dollar), GLD (gold), XLP (staples), SHY (short Treasuries).<br>Bull: ~55% UPRO/TQQQ + 45% TMF (3x long Treasuries). If SPY weak vs trend, switch to Safety Mix.
Switches between buying sharp 5‑day dips (with 3x Nasdaq/S&P) in bear phases and a leveraged stocks+long‑bonds blend in bull phases, falling back to a safety basket (USD, gold, staples, short Treasuries) when trends weaken.
Regime-driven dip-buying with 3x ETFs in bear markets, levered stock/bond exposure in bulls, plus a Safety Mix. Out-of-sample: ~20.36% annualized over 1,371 days—diversified growth with clear risk controls, a strong complement to SPY.
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) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $1,625 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | dip buying, dollar, gold, leveraged etfs, long treasuries, regime switching, risk on/off, stocks, tactical allocation, trend guard | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 77 | 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) | 0.31 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SHY", "SPY", "TMF", "TQQQ", "UPRO", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 941 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.89% | 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) | 48.44% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 48.44% | 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) | 1.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.58 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.19 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
