Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced, fixed‑mix portfolio: small‑cap value stocks (10%), 3x Nasdaq‑100 (23%), 3x long‑term Treasuries (33%), and gold (33%). High risk from leveraged funds, with bonds and gold as diversifiers.
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 2026-10-19
: 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.
1.5% 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% · 2026-10-19 ()
56.9% 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% · 2026-10-19 ()
2 of 4 funds in its are : TMF, TQQQ
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.
It keeps fixed slices of four funds and resets them every trading day: 10% in smaller, cheaper U.S. stocks (AVUV), 23% in a fund that moves about 3x the Nasdaq‑100 each day (TQQQ), 33% in a fund that moves about 3x long‑term U.S. Treasury bonds (TMF), and 33% in gold (GLD).
A daily‑rebalanced, fixed‑mix portfolio: small‑cap value stocks (10%), 3x Nasdaq‑100 (23%), 3x long‑term Treasuries (33%), and gold (33%). High risk from leveraged funds, with bonds and gold as diversifiers.
Out-of-sample risk-adjusted growth: 22.73% annualized return, Calmar 1.48, Sharpe 1.05. Levered Nasdaq-100 with gold and Treasuries adds tech upside and inflation hedges, complementing the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $21k | 2026-10-19 | |
| Backtest regulatory fees | $53 | 2026-10-19 | |
| Backtest slippage cost | $55 | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, gold, leveraged etfs, long-term treasuries, multi-asset, nasdaq-100, small-cap value | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AVUV", "GLD", "TMF", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.34 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,774 | 2026-10-19 | |
| Out-of-sample length | 368 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.90% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 107.25% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.31% | ||
| Return, trailing 1 day (out-of-sample) | -1.81% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.46% | ||
| Return, trailing 1 week (out-of-sample) | -1.19% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -3.40% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 4.22% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.83% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -5.26% | ||
| SPY annualized return over the backtest window (backtest) | 16.04% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.20 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Maximum drawdown, backtest period (backtest) | -54.69% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.33% | ||
| Sharpe ratio, backtest period (backtest) | 0.53 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Sortino ratio, backtest period (backtest) | 0.75 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.11% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.74% |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.61% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.43% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
