Composer · investment strategy
by Composer Technologies · via Composer
Three buckets: a 55/45 core of 3x S&P 500 and 3x long Treasuries for growth and ballast, a 25% cash-like T‑bill buffer, and a 25% tech sleeve that shifts between 3x Nasdaq‑100 and 3x semis based on recent calmness; only rebalances on big drifts.
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.
“25%: tech boosters—Nasdaq‑100 (TQQQ) and semiconductor stocks (SOXL).”
“25%: cash‑like T‑bills (BIL).”
“a 55/45 core of 3x S&P 500 and 3x long Treasuries”
“Rebalances only if parts drift ~15% from targets.”
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.
1.1% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
72.8% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
4 of 5 funds in its are : SOXL, TMF, TQQQ, UPRO
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Your money is split into three buckets.<br>1) 50%: a 55/45 mix of funds that try to triple daily moves of S&P 500 stocks (UPRO) and long‑term U.S. Treasury bonds (TMF).<br>2) 25%: cash‑like T‑bills (BIL).<br>3) 25%: tech boosters—Nasdaq‑100 (TQQQ) and semiconductor stocks (SOXL). It leans toward whichever was calmer over ~90 days. Rebalances only if parts drift ~15% from targets. 3x funds can swing fast both ways.
Three buckets: a 55/45 core of 3x S&P 500 and 3x long Treasuries for growth and ballast, a 25% cash-like T‑bill buffer, and a 25% tech sleeve that shifts between 3x Nasdaq‑100 and 3x semis based on recent calmness; only rebalances on big drifts.
Out-of-sample: ~27.2% annualized vs 19.9% for S&P, Calmar 0.685, Sharpe 0.86. Higher upside but larger drawdowns (~40%). A leverage-bond barbell with cash buffer and tech tilt targets superior, risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $464k | 2026-10-11 | |
| Backtest regulatory fees | $10 | 2026-10-11 | |
| Backtest slippage cost | $72 | 2026-10-11 |
| AI categories (Composer) | barbell, cash/t-bills, leveraged etfs, risk parity, tactical tech tilt, us stocks, us treasuries, volatility-based weighting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 13 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SOXL", "TMF", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.20 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,081 | 2026-10-11 | |
| Out-of-sample length | 812 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4544% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.73% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -61.89% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.27% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
