Composer · investment strategy
by Composer Technologies · via Composer
A volatility‑aware, bond‑guided timer for aggressive stock exposure. It scales into 3× S&P 500 (UPRO) and 3× Nasdaq (TQQQ) when Treasury momentum is favorable and shifts slices to T‑Bills (BIL) when signals or volatility turn against it.
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.
1 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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 ()
8 of 15 funds in its are : TMF, TMV, TQQQ, TTT, TYD, TYO, 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 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.
Step 1: Check market stress with UVXY’s 30‑day RSI (a 0–100 score of recent price strength; higher = hotter). If UVXY ≥ 70, stay in cash‑like T‑Bills (BIL).<br>Step 2: Otherwise split money between S&P 500 and Nasdaq sleeves. Each runs 8–9 quick tests comparing Treasury ETFs’ RSI to SPY/QQQ. Each “yes” puts that slice into 3× SPY or 3× QQQ (UPRO/TQQQ); each “no” parks it in BIL.<br>UPRO/TQQQ=3× index; BIL=T‑Bills; SHY/IEI/IEF/TLT=1–20+yr Treasuries; TMF/TMV/TYD/TYO/TTT=leveraged Treasuries; UVXY=volatility fund.
A volatility‑aware, bond‑guided timer for aggressive stock exposure. It scales into 3× S&P 500 (UPRO) and 3× Nasdaq (TQQQ) when Treasury momentum is favorable and shifts slices to T‑Bills (BIL) when signals or volatility turn against it.
Volatility-aware, bond-guided timer that dynamically leverages up to 3x exposure and shifts to cash on spikes. Diversifies risk and adds regime resilience beyond SPY, with ~18.1% OOS annualized return and Sharpe ~0.77.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.9M | 2026-10-11 | |
| Backtest regulatory fees | $3,078 | 2026-10-11 | |
| Backtest slippage cost | $24k | 2026-10-11 |
| AI categories (Composer) | leveraged equity, momentum, rules-based, tactical allocation, trend-following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 154 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.56 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IEF", "IEI", "QQQ", "SHY", "SPY", "TLT", "TMF", "TMV", "TQQQ", "TTT", "TYD", "TYO", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,623 | 2026-10-11 | |
| Out-of-sample length | 817 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 19k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.11% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.24% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.50% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.28 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.00% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
