Composer · investment strategy
by Composer Technologies · via Composer
Mostly in cash-like T‑Bills (BIL) with a high‑octane tech sleeve (TECL) and a small Netflix pick (NFLX). A barbell aiming for safety plus upside: BIL steadies the ride; TECL drives big gains or losses; NFLX adds a small tilt.
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.
0.0% of weight in (IVV: 3.0%)
2 funds (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. : 99% · 2026-10-11 ()
32.5% 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 ()
1 of 3 funds in its are : TECL
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 Capital preservation 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 holds three things: 69% BIL (an ETF of 1–3 month U.S. Treasury bills—very low risk, cash‑like), 26.8% TECL (an ETF that tries to triple the daily move of big U.S. tech stocks—very risky), and 4.2% NFLX (Netflix stock).<br>It’s a “barbell”: mostly safe T‑Bills plus a turbocharged tech bet and a tiny Netflix tilt.<br>No scheduled rebalancing, so weights can drift; the 10% band is just a loose guide if you choose to rebalance.
Mostly in cash-like T‑Bills (BIL) with a high‑octane tech sleeve (TECL) and a small Netflix pick (NFLX). A barbell aiming for safety plus upside: BIL steadies the ride; TECL drives big gains or losses; NFLX adds a small tilt.
Out-of-sample edge: ~28.3% annualized return vs ~20.7% for the S&P, with Sharpe ~1.30 and Calmar ~1.43. A 69% BIL ballast plus 26.8% TECL turbo tech sleeve targets bigger upside with similar downside—stronger compounding than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $230k | 2026-10-11 | |
| Backtest regulatory fees | $10 | 2026-10-11 | |
| Backtest slippage cost | $49 | 2026-10-11 |
| AI categories (Composer) | barbell, cash/t-bills heavy, concentrated, leveraged etf, tech-focused | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.53 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "NFLX", "TECL" ] | 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) | 1.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,479 | 2026-10-11 | |
| Out-of-sample length | 974 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 19.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2200% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 161.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.10% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.92% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
