Composer · investment strategy
by Composer Technologies · via Composer
A 3‑sleeve tactical plan: 20% trades TQQQ/volatility based on trend and short‑term “heat,” 45% rotates into the 2 strongest of stocks/bonds/gold/dollar/commodities/cash, and 35% buys tech dips or runs a TQQQ+TMF risk‑parity core, going defensive during sharp drops.
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.
0.8% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 8.7% (DBC 23% × 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 ()
54.1% 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 ()
6 of 14 funds in its are : SPXL, SQQQ, TECL, TMF, TQQQ, 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.
It splits the portfolio into 3 parts:<br>• 20%: A TQQQ trend/dip sleeve. Above the 200‑day average it rides TQQQ unless short‑term “too hot,” then briefly hedges with UVXY (volatility). Below it, buys severe dips (TECL/SPXL) or shifts among TQQQ/SQQQ/UVXY/bonds by short‑term signals.<br>• 45%: Own the 2 best performers over ~6 months from SPY (stocks), TLT (long bonds), GLD (gold), UUP (US dollar), DBC (commodities), SHV (T‑bills).<br>• 35%: A “dip buyer.” If QQQ drops fast, either buys the dip (TQQQ) or hides in a risk‑balanced mix of gold/bonds/dollar. In calmer times, pairs TQQQ with long bonds (TMF), giving more weight to the steadier one.
A 3‑sleeve tactical plan: 20% trades TQQQ/volatility based on trend and short‑term “heat,” 45% rotates into the 2 strongest of stocks/bonds/gold/dollar/commodities/cash, and 35% buys tech dips or runs a TQQQ+TMF risk‑parity core, going defensive during sharp drops.
Out-of-sample edge: ~34% annualized return vs ~21% for the S&P, Calmar ~1.69, with disciplined hedges. A 3-sleeve plan - tech-trend, cross-asset momentum, and dip-buying - aims for faster growth with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.9M | 2026-10-11 | |
| Backtest regulatory fees | $4,564 | 2026-10-11 | |
| Backtest slippage cost | $35k | 2026-10-11 |
| AI categories (Composer) | dip buying, leveraged etfs, momentum rotation, multi-asset, risk parity, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 80 | 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) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DBC", "GLD", "QQQ", "SHV", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 22 | 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) | 49.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 39k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 177.48% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.04 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
