Composer · investment strategy
by Composer Technologies · via Composer
Leverages UPRO (3x S&P 500) and TQQQ (3x Nasdaq 100) in favorable markets, buys dips carefully, and may pair with TMF (3x Treasuries). When risk rises, shifts to BIL (T‑Bills) and selective hedges (e.g., SQQQ, TBT/TMV, USDU). Rebalanced daily.
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.
0.7% 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. : 81% · 2026-10-11 ()
50.4% 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 ()
9 of 22 funds in its are : HDGE, SJB, SQQQ, TBT, TMF, TMV, TQQQ, TZA, 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 Macro signals 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.
Goal: use leverage in uptrends, protect in downtrends.<br>Switch: if broad bonds (BND) have risen recently → Risk ON; else → Risk OFF.<br>Risk ON: rotate between UPRO (3x S&P 500) and TQQQ (3x Nasdaq 100), lean in when markets are calm, buy ~5% weekly dips (but avoid chasing big one‑day pops), and sometimes add TMF (3x long Treasuries).<br>Risk OFF: move to BIL (T‑Bills) and, at times, hedges like SQQQ (short Nasdaq), TBT/TMV (short long Treasuries) or USDU (strong USD). Daily rebalance.
Leverages UPRO (3x S&P 500) and TQQQ (3x Nasdaq 100) in favorable markets, buys dips carefully, and may pair with TMF (3x Treasuries). When risk rises, shifts to BIL (T‑Bills) and selective hedges (e.g., SQQQ, TBT/TMV, USDU). Rebalanced daily.
High-upside, risk-managed: out-of-sample annualized return ~32% vs S&P ~21%, enabled by 3x levered ETFs and dynamic hedges. Strong upside in uptrends with disciplined risk controls; but anticipate larger drawdowns in downturns (~49%).
used 60d BND/BIL to go Risk on/ Risk off (ty HinnomTx and jss040292). fund surfing during Risk on. got rid of CTA use during risk off so we could further back test. i like the idea of CTA use (KMLM, DBMF, CTA) but severly limits backtesting. shorting treasury bonds protects against rising interest rates in 2018, 2022. best to benchmark this against "buy and hold" of the underlying 3x leveraged assets like SOXL/TQQQ/UPRO/TECL of the same time period.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.5M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $86k | 2026-10-11 |
| AI categories (Composer) | alternatives, dip buying, hedging, leveraged etfs, risk-on/risk-off, tactical rotation, treasuries, trend-following, us equities, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,559 | 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", "BTAL", "FXY", "HDGE", "HEFA", "PDBC", "QQQ", "SHY", "SJB", "SPY", "SQQQ", "TBT", "TLT", "TMF", "TMV", "TQQQ", "TZA", "UPRO", "USDU", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.58 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 46 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,976 | 2026-10-11 | |
| Out-of-sample length | 830 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 59.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 25k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 151.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -3.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -3.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
