Composer · investment strategy
by Composer Technologies · via Composer
Two-speed plan: in rough markets, buy sharp 5‑day dips with leveraged stock ETFs or sit in cash. In calm bull markets, hold ~55% leveraged stocks and 45% leveraged Treasuries; flip to cash when short‑term stress appears. Daily checks, 1099/no K‑1.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
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.
Daily it chooses between cash (BIL), leveraged stocks, and leveraged Treasuries based on market stress.<br>If SPY has been down >10% from a high in the past year: only buy big 5‑day dips (>5%) in QQQ/SPY via TQQQ/UPRO; otherwise stay in BIL and avoid buying on >5% rebound days.<br>Else (calmer): if the past 10 days show <5% drop, hold ~55% UPRO/TQQQ (sized by recent volatility) and 45% TMF; otherwise BIL.<br>Tickers: BIL=T‑Bills; SPY=S&P 500; QQQ=Nasdaq‑100; UPRO=3x SPY; TQQQ=3x QQQ; TMF=3x long Treasuries.
Two-speed plan: in rough markets, buy sharp 5‑day dips with leveraged stock ETFs or sit in cash. In calm bull markets, hold ~55% leveraged stocks and 45% leveraged Treasuries; flip to cash when short‑term stress appears. Daily checks, 1099/no K‑1.
Dynamic regime-switching strategy: dip-buying in bear markets, leveraged stock/bond mix in calm markets, with cash when stressed. Out-of-sample: 16.25% annualized, Sharpe 0.59, Calmar 0.46 over 982 days. A risk-aware complement to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-19 | |
| Backtest regulatory fees | $1,389 | 2026-10-19 | |
| Backtest slippage cost | $8,523 | 2026-10-19 |
| AI categories (Composer) | buy-the-dip, cash filter, daily rebalance, leveraged etfs, regime-switching, risk-parity, tactical allocation, treasuries, us equities, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 52 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.62 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SPY", "TMF", "TQQQ", "UPRO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.64 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,175 | 2026-10-19 | |
| Out-of-sample length | 679 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 32.60% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 49.59% | ||
| Return, trailing 1 day (out-of-sample) | -2.66% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.43% | ||
| Return, trailing 1 week (out-of-sample) | -1.70% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 37.09% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 40.11% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.72% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -5.56% | ||
| SPY annualized return over the backtest window (backtest) | 14.11% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | ||
| Maximum drawdown, backtest period (backtest) | -35.52% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.52% | ||
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Sortino ratio, backtest period (backtest) | 1.93 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 28.83% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.14% |
| Annualized turnover, backtest period (backtest) | 9.68 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 4.86 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.18% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.56% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
