Composer · investment strategy
by Composer Technologies · via Composer
A 4‑sleeve, high‑octane, rules‑based mix. It buys strength across major assets, buys dips in tech, and runs a leveraged stocks/long‑Treasuries pair in calm times, but shifts to cash‑like Treasuries, the dollar, or shorts when volatility or rates spike.
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.
7 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) · : SPY via IVV
: 6.7% (DBC 18% × 0.37), shown separately from fossil-fuel companies.
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 ()
53.4% 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 ()
8 of 22 funds in its are : SPXL, SQQQ, TBF, TECL, 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.
Four sleeves: - 12.5% tactical: switch among TQQQ, UVXY, SQQQ or short‑term bonds using short‑term “hot/cold” signals (RSI) and 20/200‑day trends. - 35% momentum: own the 2 strongest of SPY, TLT, GLD, UUP, DBC, SHV (last ~6 months). - 30% dip‑buyer: after sharp QQQ drops, buy TQQQ or diversify; otherwise use a vol‑balanced mix of TQQQ + TMF. - 22.5% macro: if volatility spikes, go to short‑term Treasuries; else rotate among leveraged stocks/long Treasuries, dollar, or defensive shorts using bond/rate cues. RSI = 0–100 short‑term “heat” gauge.
A 4‑sleeve, high‑octane, rules‑based mix. It buys strength across major assets, buys dips in tech, and runs a leveraged stocks/long‑Treasuries pair in calm times, but shifts to cash‑like Treasuries, the dollar, or shorts when volatility or rates spike.
Four-sleeve, rules-based strategy delivering ~26.6% out-of-sample annualized return vs SPY ~21.5%, with Calmar ~1.06 and Sharpe ~1.07. Higher upside with managed drawdowns vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.6M | 2026-10-11 | |
| Backtest regulatory fees | $6,371 | 2026-10-11 | |
| Backtest slippage cost | $49k | 2026-10-11 |
| AI categories (Composer) | dip buying, leveraged etfs, macro, momentum, regime switching, risk parity, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 118 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "DBC", "GLD", "IEI", "QQQ", "SHV", "SHY", "SPXL", "SPY", "SQQQ", "TBF", "TECL", "TIP", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VIXM" ] | 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) | 1.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 48.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 36k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 128.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.66% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.44% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
