Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based blend that rides U.S. stock trends with 3x ETFs, buys big dips, and parks in T‑bills or long bonds when risk rises; occasionally adds a short-term volatility hedge. Focus: S&P 500, Nasdaq‑100, and Treasuries.
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.
0.8% 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 ()
5 of 13 funds in its are : SOXL, TMF, 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.
What it buys: UPRO (3x S&P 500), TQQQ (3x Nasdaq), TMF (3x long US Treasuries), BIL (T‑bills). Sometimes VXX (volatility hedge) and rarely SOXL (semis) in deep dips.<br>How it decides: Each day it checks if stocks look strong or weak using simple measures—RSI = a 0–100 “recent up/down” score, volatility, and drawdowns. In calm uptrends it owns UPRO/TQQQ (more in the steadier one). If trends weaken or get jumpy, it either buys a clear dip or parks in BIL. In strong uptrends, it blends ~55% stocks/45% TMF; otherwise sits in BIL. If TQQQ gets overheated, it briefly hedges with VXX; if very oversold, it may try a small bounce via SOXL.
Daily, rules-based blend that rides U.S. stock trends with 3x ETFs, buys big dips, and parks in T‑bills or long bonds when risk rises; occasionally adds a short-term volatility hedge. Focus: S&P 500, Nasdaq‑100, and Treasuries.
Out-of-sample, this strategy aims ~55.6% annualized returns vs SPY’s ~22%, with Calmar ~1.28 and active risk controls. It captures big upside in uptrends using momentum and dips, hedged by Treasuries/cash, though max drawdown can be ~43%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20.7M | 2026-10-11 | |
| Backtest regulatory fees | $34k | 2026-10-11 | |
| Backtest slippage cost | $295k | 2026-10-11 |
| AI categories (Composer) | bonds, buy-the-dip, leveraged etfs, momentum, risk management, risk parity, tactical asset allocation, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,582 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SHY", "SOXL", "SPY", "TLT", "TMF", "TQQQ", "UPRO", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 863 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 140.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 207k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.55% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 354.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.58% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.25 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.66% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
