Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, tactical rotation that uses 2x/3x ETFs. It buys sharp equity dips (TQQQ/SPXL/SOXL), avoids high-volatility periods, and times a bond sleeve (TMF/TMV). When signals are poor, it parks in T‑Bills/short Treasuries (BIL/SHY).
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.
0.3% 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 ()
64.6% 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 : QLD, SOXL, SPXL, SSO, TMF, TMV, TQQQ
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.
It splits money across two similar engines (one uses 3x funds, one 2x) and a small TQQQ timer. First it checks if markets are calm; if not, it parks in T‑Bills. It buys sharp dips in TQQQ/SPXL/SOXL (3x NASDAQ/S&P/Semis) and may briefly hedge with VXX after big spikes. A bond sleeve flips TMF/TMV by trend. Otherwise it stays in BIL/SHY.
Rules-based, tactical rotation that uses 2x/3x ETFs. It buys sharp equity dips (TQQQ/SPXL/SOXL), avoids high-volatility periods, and times a bond sleeve (TMF/TMV). When signals are poor, it parks in T‑Bills/short Treasuries (BIL/SHY).
Out-of-sample: ~43.6% annual return vs ~21% for the S&P, Sharpe ~1.05 and Calmar ~1.16, with drawdowns around ~37.5% vs ~18.8%. A rules-based, 2x/3x ETF strategy with a bond sleeve and selective hedges for bigger upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.1M | 2026-10-11 | |
| Backtest regulatory fees | $30k | 2026-10-11 | |
| Backtest slippage cost | $255k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk management, tactical allocation, treasuries, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 309 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QLD", "QQQ", "SHY", "SOXL", "SPXL", "SPY", "SSO", "TLT", "TMF", "TMV", "TQQQ", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 611 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 128.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 131k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 52.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 52.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.30% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.50% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
