Composer · investment strategy
by Composer Technologies · via Composer
A barbell: about half cash, half invested. Inside the invested half, a volatility‑sized 3x growth sleeve plus tiny (1.618% each) slices of many stock, bond, commodity, real‑estate, and sector ETFs. Weekly rebalance; growth sleeve is high risk.
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.
34 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 34 shown.
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.
3.1% of weight in (IVV: 3.0%)
27 funds (SEC N-PORT, as of 2026-05-31) · not identified: GSG 2%
: 4.1% (USO 2% × 1.00, UNG 2% × 1.00, DBC 2% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 88% · 2026-10-11 ()
50.2% 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 33 funds in its are : SOXL, 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 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.
Rebalances weekly. ~50% stays in cash. The other half: 51.46% goes to a trio of 3x ETFs—TQQQ (Nasdaq‑100), SOXL (semis), UPRO (S&P 500)—with more weight on the one that was calmer over the last ~42 trading days. The remaining 48.54% is split equally (1.618% each) across broad U.S. stocks, bonds, commodities (gold/silver/oil), international stocks, real estate, and sector funds.
A barbell: about half cash, half invested. Inside the invested half, a volatility‑sized 3x growth sleeve plus tiny (1.618% each) slices of many stock, bond, commodity, real‑estate, and sector ETFs. Weekly rebalance; growth sleeve is high risk.
Out-of-sample: ~41.7% annualized return vs ~20.5% for the S&P, aided by a 50% cash overlay and a 3x growth sleeve weighted by inverse volatility, with weekly rebalances. Higher upside with disciplined risk control (Calmar ~1.09).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $395k | 2026-10-11 | |
| Backtest regulatory fees | $57 | 2026-10-11 | |
| Backtest slippage cost | $252 | 2026-10-11 |
| AI categories (Composer) | cash overlay, diversified core, growth tilt, inverse-vol weighting, leveraged etfs, multi-asset barbell, weekly rebalance | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "DBC", "EEM", "EFA", "EWJ", "GLD", "GSG", "HYG", "IEF", "IYR", "LQD", "MUB", "REM", "SCHB", "SCHH", "SLV", "SOXL", "TLT", "TQQQ", "UNG", "UPRO", "USO", "VEA", "VNQ", "VOO", "VSS", "VTI", "VWO", "XLE", "XLF", "XLK", "XLU", "XLY" ] | 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) | 2.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.96 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,957 | 2026-10-11 | |
| Out-of-sample length | 816 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3853% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 209.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.72% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.83 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.16 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.29% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
