Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical blend that “surfs” between 3x stock funds (UPRO/TQQQ), 3x Treasuries (TMF), and T‑bills (SGOV). In calm uptrends it rides winners; in choppy/downtrends it mostly sits in T‑bills and selectively buys 5‑day dips, avoiding big snapbacks.
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 7 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 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.
Each day it splits money across several mini‑models with different lookbacks. It checks: 1) how “jumpy” SPY has been (volatility), 2) a short‑term strength meter (RSI) comparing stocks vs short‑term Treasuries, 3) trend/drawdown of SPY. Calm uptrends: it rides 3x stock funds (UPRO/TQQQ) and sometimes adds 3x Treasuries (TMF). Stressy markets: it parks in T‑bills (SGOV) and only buys sharp 5‑day dips in SPY/QQQ—skipping entries right after a >5% one‑day rebound.
A daily tactical blend that “surfs” between 3x stock funds (UPRO/TQQQ), 3x Treasuries (TMF), and T‑bills (SGOV). In calm uptrends it rides winners; in choppy/downtrends it mostly sits in T‑bills and selectively buys 5‑day dips, avoiding big snapbacks.
Out-of-sample upside far exceeds the S&P 500 (43.66% vs 21.72%), backed by a rules-based, risk-controlled tilt between stocks, Treasuries, and T-bills that captures dip opportunities and shields in volatility regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $226k | 2026-10-11 | |
| Backtest regulatory fees | $279 | 2026-10-11 | |
| Backtest slippage cost | $2,014 | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, leveraged etfs, momentum/trend, risk management, t-bills, tactical allocation, treasuries, us equities, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,693 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SGOV", "SHY", "SPY", "TMF", "TQQQ", "UPRO" ] | 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) | 2.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 31 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,600 | 2026-10-11 | |
| Out-of-sample length | 878 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 63.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2159% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 253.81% | 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) | 29.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.76% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.82% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.01% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
