Composer · investment strategy
by Composer Technologies · via Composer
Blends two engines: a low‑vol “surf” that buys the most beaten‑down fund, and a regime system that buys 3x stock ETFs on big dips or runs a 3x stocks/3x long‑bond mix. Parks in T‑bills when risk is high. Very aggressive; expect big swings.
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.
6 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 9 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-part tactical plan.<br>1) When markets are calm, it “surfs” by buying whichever has fallen most lately: 3x tech stocks, 3x Nasdaq, or 7–10yr Treasuries. If markets are choppy, it holds short‑term Treasuries.<br>2) Regime switch: If the S&P 500 has had a big drop in the past year, it buys 3x Nasdaq or 3x S&P 500 after a sharp weekly slide (skipping days after a big rebound); otherwise it holds T‑bills. If no big drop, it runs a growth mix of 3x stocks (tilted to the steadier one) plus 3x long Treasuries, or T‑bills when risk rises.
Blends two engines: a low‑vol “surf” that buys the most beaten‑down fund, and a regime system that buys 3x stock ETFs on big dips or runs a 3x stocks/3x long‑bond mix. Parks in T‑bills when risk is high. Very aggressive; expect big swings.
Out-of-sample edge: 33.9% annualized return vs 21.5% for the S&P, Sharpe 1.05, Calmar 0.90. A dual‑engine, risk‑managed approach aims for higher growth with cash buffers to cap drawdowns vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3M | 2026-10-11 | |
| Backtest regulatory fees | $4,260 | 2026-10-11 | |
| Backtest slippage cost | $32k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, leveraged etfs, momentum & mean reversion, risk-on/risk-off, stocks+bonds barbell, tactical allocation, tech-heavy | 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) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IEF", "QQQ", "SHY", "SPY", "TECL", "TMF", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 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 | 5 | 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) | 39.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 23k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.62% | 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) | 1.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 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) | 1.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.28 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
