Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane mix of 3x‑leveraged U.S. stock funds and Bitcoin. It sizes positions by recent 42‑day volatility: steadier holdings get more, choppier ones get less. No calendar rebalancing; only small drift‑based adjustments.
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.
10 positions as of 2026-10-19
: 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.
1.8% of weight in (IVV: 3.0%)
8 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% · 2026-10-19 ()
78.2% 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% · 2026-10-19 ()
8 of 9 funds in its are : FAS, NAIL, RETL, SOXL, TQQQ, UDOW, UMDD, URTY
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.
It holds very aggressive funds that try to triple the daily moves of: Nasdaq‑100 (TQQQ), semiconductors (SOXL), mid‑caps (UMDD), small‑caps (URTY), financials (FAS), retail (RETL), homebuilders (NAIL), the Dow 30 (UDOW), plus Bitcoin (GBTC, listed twice).<br>Each day it looks at the last ~42 trading days: calmer assets get bigger slices, jumpier ones get smaller. No fixed rebalance—only small, drift‑based tweaks.
A high‑octane mix of 3x‑leveraged U.S. stock funds and Bitcoin. It sizes positions by recent 42‑day volatility: steadier holdings get more, choppier ones get less. No calendar rebalancing; only small drift‑based adjustments.
Satellite growth engine: levered tech/crypto bets sized by inverse volatility, drift-tuned for risk control. 923 days of out-of-sample data aim for higher upside in risk-on markets and diversification beyond the S&P 500.
Current set of assets from Hydromod's Okay Adventure
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $253k | 2026-10-19 | |
| Backtest regulatory fees | $121 | 2026-10-19 | |
| Backtest slippage cost | $572 | 2026-10-19 |
| AI categories (Composer) | crypto, inverse-vol weighting, leveraged etfs, risk-on growth, sector rotation, threshold rebalancing, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 12 | 2026-10-19 | |
| Rebalance corridor width | 0.50% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "GBTC", "NAIL", "RETL", "SOXL", "TQQQ", "UDOW", "UMDD", "URTY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.21 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.55 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,765 | 2026-10-19 | |
| Out-of-sample length | 640 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 34.22% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2429% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.47% | ||
| Return, trailing 1 day (out-of-sample) | -2.74% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.38% | ||
| Return, trailing 1 week (out-of-sample) | -2.65% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 6.02% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 7.83% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.54% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.52% | ||
| SPY annualized return over the backtest window (backtest) | 14.71% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.45 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.33 | ||
| Maximum drawdown, backtest period (backtest) | -76.29% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.28% | ||
| Sharpe ratio, backtest period (backtest) | 0.83 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.56 | ||
| Sortino ratio, backtest period (backtest) | 1.16 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 52.28% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.90% |
| Annualized turnover, backtest period (backtest) | 2.26 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.34 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.07% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.03% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
