Composer · investment strategy
by Composer Technologies · via Composer
A barbell: 55% in T‑bills for stability, plus 24.75% in 3× semiconductors (SOXL), 16.2% in short VIX futures (SVXY), and 4.05% in 3× short long‑term Treasuries (TMV). Seeks upside in calm, chip‑led, rising‑rate markets; high crash risk; no rebalancing.
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.
0.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30)
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 ()
43.7% 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 4 funds in its are : SOXL, SVXY, TMV
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 Capital preservation 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.
55% goes to BIL (very short‑term US Treasury bills—cash‑like). The other 45% splits into 24.75% SOXL (tries to triple daily moves of big chip stocks—very volatile), 16.2% SVXY (benefits when market “fear” stays low), and 4.05% TMV (gains when long‑term interest rates rise).<br>No rebalancing. It’s a barbell: mostly safe, small bold bets. Works best when chips rally, markets are calm, and rates rise; can drop sharply in panics.
A barbell: 55% in T‑bills for stability, plus 24.75% in 3× semiconductors (SOXL), 16.2% in short VIX futures (SVXY), and 4.05% in 3× short long‑term Treasuries (TMV). Seeks upside in calm, chip‑led, rising‑rate markets; high crash risk; no rebalancing.
Out-of-sample, this barbell targets far higher upside than the S&P 500: ~37.4% vs ~21.2%, with 55% cash for stability and bets on semis, volatility, and rates. It shines in calm, rising-rate markets, but can endure larger drawdowns in crises.
Do not run this live FFS.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $283k | 2026-10-11 | |
| Backtest regulatory fees | $87 | 2026-10-11 | |
| Backtest slippage cost | $386 | 2026-10-11 |
| AI categories (Composer) | barbell, cash/t-bills, leveraged etfs, semiconductors, short long-term treasuries, short volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SOXL", "SVXY", "TMV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 836 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 24.99% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2729% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 187.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.49% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 73.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 73.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
