Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based blend: buy 3× S&P/Nasdaq on sharp dips or when markets are calm; otherwise hold a defensive dollar–gold–staples mix. In bull runs it uses a 55/45 leveraged stocks–bonds barbell with a risk‑off switch.
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)
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 ()
49.8% 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 9 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 Leveraged ETFs 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.
Two halves, rebalanced daily.<br>1) Calm-and-dip: if the S&P 500 has been quiet, it buys a 3× S&P fund on dips using a simple “more up vs down lately” score (RSI); otherwise it parks in a defensive mix (UUP, GLD, XLP).<br>2) Regime engine: if the market is in a drawdown, it buys sharp 5‑day dips in Nasdaq/S&P (unless they already bounced hard); if not, it runs a 55/45 3× stocks/bonds barbell (UPRO/TQQQ vs TMF) with a risk‑off switch to the same defensive mix.
A daily, rules-based blend: buy 3× S&P/Nasdaq on sharp dips or when markets are calm; otherwise hold a defensive dollar–gold–staples mix. In bull runs it uses a 55/45 leveraged stocks–bonds barbell with a risk‑off switch.
Out-of-sample annualized return ~34.2% vs SPY ~22.1%; risk-adjusted: Sharpe ~1.24, Calmar ~1.03. Drawdowns higher (~33% vs ~19%), reflecting leverage and regime shifts—but strategy aims for stronger upside with adaptive, rules-based exposure.
Backtest to 6/25/2009.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $2,200 | 2026-10-11 | |
| Backtest slippage cost | $16k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, dip buying, leveraged etfs, momentum & volatility filters, multi-model ensemble, risk-on/risk-off, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 368 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SHY", "SPY", "TMF", "TQQQ", "UPRO", "UUP", "XLP" ] | 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) | 1.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 934 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.78% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 197.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.83% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 16.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.05% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.28% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
