Composer · investment strategy
by Composer Technologies · via Composer
A 60/40 mix of leveraged U.S. stock funds and Treasury bond funds. Within each group it favors the options that have been calmer lately. Seeks high growth with a Treasury cushion, but expect big ups and downs—especially from the 3x stock 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.
8 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.
1.3% of weight in (IVV: 3.0%)
7 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 ()
59.5% 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 ()
3 of 7 funds in its are : SOXL, SPXL, 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.
Split the portfolio: 60% in 3 leveraged stock funds—TQQQ (3x Nasdaq‑100, big tech), SOXL (3x semiconductors), SPXL (3x S&P 500); 40% in Treasury bond funds—IEF (7‑10y), IEI (3‑7y), UTWO (2y), TLT (20y+). Inside each sleeve, it gives more to the choices that have been calmer recently (stocks use ~69 days; bonds ~42 days), less to the jumpier ones. No fixed rebalance schedule is set here.
A 60/40 mix of leveraged U.S. stock funds and Treasury bond funds. Within each group it favors the options that have been calmer lately. Seeks high growth with a Treasury cushion, but expect big ups and downs—especially from the 3x stock funds.
Out-of-sample edge: ~39.6% annualized return vs ~19.9% for the S&P, with Treasury ballast and volatility-aware weights. Calmar ~1.02, Sharpe ~1.12. Higher upside, but larger drawdowns in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $48k | 2026-10-11 | |
| Backtest regulatory fees | $4 | 2026-10-11 | |
| Backtest slippage cost | $16 | 2026-10-11 |
| AI categories (Composer) | hfea-style, inverse volatility weighting, leveraged stocks, tactical allocation, u.s. treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance corridor width | 1.62% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "IEI", "SOXL", "SPXL", "TLT", "TQQQ", "UTWO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.96 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,004 | 2026-10-11 | |
| Out-of-sample length | 809 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 47.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 375.49% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 192.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 48.90% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 48.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.69% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 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) | 1.25 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
