Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight, tactical plan. In bears it buys sharp 5‑day dips with 3x Nasdaq/S&P or hides in a defensive basket; in calmer markets it runs a 55/45 3x stocks/3x Treasuries mix. A second sleeve “surfs” the most oversold funds by RSI, pivoting to Treasuries when fear spikes.
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.
0.6% of weight in (IVV: 3.0%)
4 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. : 98% · 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 ()
7 of 15 funds in its are : SOXL, TECL, TMF, TMV, TQQQ, UPRO, UVXY
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.
Two sleeves, split equally. Core: If the past year’s S&P drawdown >10% (bear), buy 5‑day dips in Nasdaq/S&P with 3x funds—else sit in a defensive mix (USD, gold, staples, short Treasuries). If not in a bear, run a 55/45 3x stocks/3x long‑Treasuries mix when calm; otherwise the defensive mix. Sidecar: Buy the “coldest” fund by RSI (0–100 hot/cold meter) unless fear (UVXY) is high, then trade 3x Treasuries or pick the two coldest funds.
Equal-weight, tactical plan. In bears it buys sharp 5‑day dips with 3x Nasdaq/S&P or hides in a defensive basket; in calmer markets it runs a 55/45 3x stocks/3x Treasuries mix. A second sleeve “surfs” the most oversold funds by RSI, pivoting to Treasuries when fear spikes.
Out-of-sample annualized return 25.2% vs SPY 22.0%, with regime-aware dips and hedges to capture upside across markets—aiming for higher long-run gains than the S&P 500, with disciplined risk management.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19.1M | 2026-10-11 | |
| Backtest regulatory fees | $38k | 2026-10-11 | |
| Backtest slippage cost | $331k | 2026-10-11 |
| AI categories (Composer) | commodities, dip-buying, dollar, gold, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, tech/semis, treasuries, us equities, volatility regimes | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 117 | 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[ "DBA", "DBC", "GLD", "QQQ", "SHY", "SOXL", "SPY", "TECL", "TMF", "TMV", "TQQQ", "UPRO", "UUP", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 941 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 191k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 131.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.00% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -23.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.87% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
