Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based blend: half a cautious trend/dip‑buyer in 3x S&P/Nasdaq/Treasuries, half a “pop” engine that hedges after surges or buys tech after sharp drops. Many risk filters; defaults to T‑bills (BIL) when conditions are poor. No K‑1 funds.
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.
4 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%)
4 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. : 98% · 2026-10-11 ()
100.0% 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 ()
9 of 26 funds in its are : ERX, FAS, SOXL, TECL, TECS, TMF, TMV, 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.
Each day it checks: is the market calm and trending, selling off hard, or overheated? In calm uptrends it runs a 3x stock/3x bond barbell (UPRO/TQQQ + TMF). On sharp drops it buys the dip in 3x S&P/Nasdaq, but avoids chasing big up days. When readings look extreme (RSI/VIX), it briefly hedges (VXX/TECS) or mean‑reverts (TECL). If signals are poor, it sits in T‑bills (BIL).
A daily, rules‑based blend: half a cautious trend/dip‑buyer in 3x S&P/Nasdaq/Treasuries, half a “pop” engine that hedges after surges or buys tech after sharp drops. Many risk filters; defaults to T‑bills (BIL) when conditions are poor. No K‑1 funds.
Out-of-sample, a rules-based 3x ETF blend targets ~40% annualized return vs ~21% for the S&P, with Calmar ~1.02. It pursues upside in up markets and uses hedges and cash to limit downside; higher drawdowns are possible, but the upside potential is compelling.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17.2M | 2026-10-11 | |
| Backtest regulatory fees | $51k | 2026-10-11 | |
| Backtest slippage cost | $449k | 2026-10-11 |
| AI categories (Composer) | dip buying, leveraged etfs, tactical asset allocation, trend following, us equities, us treasuries, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,561 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "ERX", "FAS", "IEF", "QQQ", "QQQE", "SHY", "SOXL", "SPY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,189 | 2026-10-11 | |
| Out-of-sample length | 849 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 135.68% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 172k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 214.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.10% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.83% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.08 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 53.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.72% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
