Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical system that rotates among 3x equity ETFs (SPXL/TQQQ/SOXL), 3x long Treasuries (TMF), a volatility hedge (UVXY), or T‑bills (BIL) using simple momentum/overbought‑oversold checks and a bonds‑vs‑stocks leadership test.
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.
2 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%)
1 fund (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. : 100% · 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 ()
5 of 11 funds in its are : SOXL, SPXL, TMF, 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 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.
Each day it splits money across 3 mini‑bots: S&P 500 (SPXL), Nasdaq‑100 (TQQQ), and Semiconductors (SOXL). If a sleeve is very hot, it briefly hedges with UVXY; if very cold, it buys the 3x ETF. Otherwise, it only takes risk when conditions align: if bonds beat stocks short‑term, it buys either long Treasuries (TMF) when momentum is very strong, or the 3x equity ETF; if not, it parks in T‑bills (BIL).
Daily tactical system that rotates among 3x equity ETFs (SPXL/TQQQ/SOXL), 3x long Treasuries (TMF), a volatility hedge (UVXY), or T‑bills (BIL) using simple momentum/overbought‑oversold checks and a bonds‑vs‑stocks leadership test.
Out-of-sample, this strategy outperforms the S&P on risk-adjusted terms: Sharpe ~1.40 vs ~1.33, Calmar ~1.73, and ~61% annualized vs ~21% for SPY. It dynamically rotates leveraged equities and Treasuries for outsized upside with higher drawdown risk.
BrianE | DereckN
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $124.3M | 2026-10-11 | |
| Backtest regulatory fees | $138k | 2026-10-11 | |
| Backtest slippage cost | $1.3M | 2026-10-11 |
| AI categories (Composer) | bonds vs stocks switch, daily rebalance, leveraged etfs, momentum rotation, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 111 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.84 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SOXL", "SPXL", "SPY", "TLT", "TMF", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 50 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 964 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 87.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1243k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 524.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 125.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 125.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.02 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 50.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 72.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
