Composer · investment strategy
by Composer Technologies · via Composer
Income-first, dip‑buying strategy: 30% dividends; 70% buys 3x index/semis only on deep dips and parks in income when idle. In volatility spikes it dials down risk, parks in T‑Bills, and may add a UVXY crash hedge.
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.
2.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · not identified: CII 70%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 28% · 2026-10-11 ()
0.0% 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 ()
4 of 10 funds in its are : SOXL, SPXL, 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Core: 30% in dividend funds (SCHD, DGRO) plus a diversifier (DBMF).<br>Engine: 70% hunts “pops.” It buys 3x funds (SPXL, TQQQ, SOXL) only when a short‑term score called RSI (0–100; under 30 = washed‑out, over 80 = very hot) says “washed‑out”; otherwise it sits in an income fund (CII). If things look too hot, it holds UVXY for crash insurance. If market volatility jumps (VIXM’s RSI>70), it switches the parking spot to T‑Bills (BIL) for extra safety.
Income-first, dip‑buying strategy: 30% dividends; 70% buys 3x index/semis only on deep dips and parks in income when idle. In volatility spikes it dials down risk, parks in T‑Bills, and may add a UVXY crash hedge.
Out-of-sample returns ~35% annually vs ~21% for the S&P 500, delivering substantially higher upside. Calmar ~1.25 with built-in hedges (UVXY, T-Bills) and a 30% dividend core—strong growth with disciplined risk vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $276k | 2026-10-11 | |
| Backtest regulatory fees | $334 | 2026-10-11 | |
| Backtest slippage cost | $2,276 | 2026-10-11 |
| AI categories (Composer) | dip-buying (rsi), dividend focus, income + tactical, leveraged etfs, managed futures, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 71 | 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) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CII", "DBMF", "DGRO", "SCHD", "SOXL", "SPXL", "TQQQ", "UVXY", "VIXM" ] | 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) | 1.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 973 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2665% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 219.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.97% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.95% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.98% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.98% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.40 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.35 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.04% | 2026-10-11 |
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Composer Technologies · Composer
