Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based blend that rotates among 3x S&P/Nasdaq, 3x long Treasuries, cash‑like T‑bills, and hedges (SQQQ/VXX). It rides calm trends, buys structured dips, and steps aside or hedges in turbulence.
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.
0.8% 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, SQQQ, 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.
Each day it: - Checks if markets are calm or choppy (recent volatility). - Uses simple strength/weakness gauges to compare stocks vs bonds. - If calm and stocks lead, it owns the faster of TQQQ (3x Nasdaq‑100) or UPRO (3x S&P 500), sometimes paired with TMF (3x long Treasuries) in steady uptrends. - If weak or after 5‑day drops, it buys dips in TQQQ/UPRO unless there was a big 1‑day bounce; otherwise it parks in BIL (T‑bills). - In spikes or extremes it can hedge with SQQQ (‑3x Nasdaq) or VXX (volatility). Rebalances daily.
A daily, rules‑based blend that rotates among 3x S&P/Nasdaq, 3x long Treasuries, cash‑like T‑bills, and hedges (SQQQ/VXX). It rides calm trends, buys structured dips, and steps aside or hedges in turbulence.
Out-of-sample, this strategy targets ~42.5% annualized returns vs ~22% for the S&P, with Calmar ~1.09 and Sharpe ~1.01. It aims for stronger upside in calm markets and uses hedges to contain losses, but drawdown runs higher (~39% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17.5M | 2026-10-11 | |
| Backtest regulatory fees | $33k | 2026-10-11 | |
| Backtest slippage cost | $286k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, crash hedges, daily rebalancing, leveraged etfs, momentum/trend, tactical allocation, volatility filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,593 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SHY", "SOXL", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "UPRO", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.14 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 135.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 175k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.55% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 235.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.25% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.65 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
