Composer · investment strategy
by Composer Technologies · via Composer
In calm bull markets, run a leveraged 55/45 stock–bond mix (UPRO/TQQQ and TMF). In stressed markets, buy 5‑day dips in QQQ/SPY via TQQQ/UPRO, otherwise sit in BIL. Avoid chasing >5% same‑day bounces. 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.
1.2% 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 ()
3 of 6 funds in its are : 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.
Pick a mode. If the S&P 500 had a >10% drop at any point in the last year, use “bear”; otherwise “bull.”<br>Bear: when QQQ or SPY is down >5% over 5 days, buy its 3× fund (TQQQ or UPRO) unless it’s already up >5% today—then hold cash (BIL) or try the other index.<br>Bull: if the last 10 days were calm, hold ~55% UPRO/TQQQ (tilted to the steadier one) and 45% TMF; else BIL. Daily rebalance. UPRO=3× S&P, TQQQ=3× Nasdaq, TMF=3× long Treasuries, BIL=T‑bills; SPY/QQQ guide the checks.
In calm bull markets, run a leveraged 55/45 stock–bond mix (UPRO/TQQQ and TMF). In stressed markets, buy 5‑day dips in QQQ/SPY via TQQQ/UPRO, otherwise sit in BIL. Avoid chasing >5% same‑day bounces. Rebalanced daily.
Dynamic regime-switching strategy blends levered equity/bonds with dip-buying and cash hedges to diversify risk and seek upside. OOS return ≈19.6% vs SPY 20.7%, offering a different risk profile and potential diversification in volatile markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,388 | 2026-10-11 | |
| Backtest slippage cost | $8,511 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, dip-buying, leveraged etfs, nasdaq 100), regime switching, risk on/off, us equities (s&p 500, us treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 52 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.62 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SPY", "TMF", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 817 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.91% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.76% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
