Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced strategy that rotates among 3x stock funds (UPRO=S&P 500, TQQQ=Nasdaq‑100), 3x Treasuries (TMF), cash‑like T‑Bills (BIL), and, at extremes, 3x tech/semiconductor bears (TECS/SOXS), using dip‑buys, momentum, and risk brakes.
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 ()
10 of 26 funds in its are : ERX, FAS, SOXL, SOXS, TECL, TECS, TMF, TMV, 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: 1) Gauges calm vs shaky from recent swings. 2) If calm and stocks lead bonds, own the stronger of UPRO (3x S&P 500) or TQQQ (3x Nasdaq‑100); sometimes pair with TMF (3x Treasuries). 3) If shaky, sit in BIL (T‑Bills) or buy ~5‑day dips, but avoid chasing >5% 1‑day pops. 4) If tech looks overheated, briefly hedge with SOXS/TECS. 5) Safety brakes decide when to step aside.
A rules‑based, daily‑rebalanced strategy that rotates among 3x stock funds (UPRO=S&P 500, TQQQ=Nasdaq‑100), 3x Treasuries (TMF), cash‑like T‑Bills (BIL), and, at extremes, 3x tech/semiconductor bears (TECS/SOXS), using dip‑buys, momentum, and risk brakes.
Out-of-sample annualized return ~41.5% vs SPY ~21.7%, powered by a disciplined 3x equity/treasury tilt with risk brakes. Higher upside and built-in risk controls vs the S&P, but expect larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $359.7M | 2026-10-11 | |
| Backtest regulatory fees | $1.0M | 2026-10-11 | |
| Backtest slippage cost | $9.9M | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, daily rebalanced, leveraged etfs, risk management, tactical allocation, tech bias, trend following, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,559 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SHY", "SOXL", "SOXS", "SPY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 849 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 106.32% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3597k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 222.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.79% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 48.28 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
