Composer · investment strategy
by Composer Technologies · via Composer
Equal‑weighted combo: (1) when calm, buy the most beaten‑down of select tech/Nasdaq or Treasury funds; when rough, hide in Treasuries. (2) In selloffs, buy 5‑day dips with 3x stock funds; in normal times, run a 55/45 3x stocks/3x Treasuries mix or T‑bills.
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.
0.6% of weight in (IVV: 3.0%)
5 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% · 2026-10-11 ()
50.5% 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 : TECL, 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 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.
Two sleeves run together.<br>1) If markets are calm, buy the single fund that fell the most lately from a short list (3x Tech—TECL, 3x Nasdaq—TQQQ, or Treasuries—IEF/SHY). If markets get jumpy, sit in Treasuries (SHY/TLT).<br>2) If the S&P 500 is >10% off its high, buy 5‑day dips in 3x Nasdaq/S&P (TQQQ/UPRO) unless a big same‑day rebound already happened; else hold T‑bills (BIL). If not in a selloff, use ~55% 3x stocks (UPRO/TQQQ, sized by calmness) + ~45% 3x long Treasuries (TMF), or T‑bills when risk spikes.
Equal‑weighted combo: (1) when calm, buy the most beaten‑down of select tech/Nasdaq or Treasury funds; when rough, hide in Treasuries. (2) In selloffs, buy 5‑day dips with 3x stock funds; in normal times, run a 55/45 3x stocks/3x Treasuries mix or T‑bills.
Out-of-sample edge: ~33.7% annualized vs SPY ~21.5%, using regime switches to Treasuries in turbulence and dip-buying of 3x tech/equity ETFs. Higher upside, but larger bear-market drawdowns than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-11 | |
| Backtest regulatory fees | $4,422 | 2026-10-11 | |
| Backtest slippage cost | $33k | 2026-10-11 |
| AI categories (Composer) | dip buying, leveraged etfs, no k-1, risk-on/risk-off, tactical allocation, tech tilt, treasuries, volatility filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 72 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IEF", "QQQ", "SHY", "SPY", "TECL", "TLT", "TMF", "TQQQ", "UPRO" ] | 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) | 1.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 39.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 177.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.52% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.40% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.39% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
