Composer · investment strategy
by Composer Technologies · via Composer
Seeks smoother returns from very fast-moving stock funds by giving bigger weights to the calmer ones over the past ~5 weeks and smaller weights to the bumpier ones. Rebalanced monthly. Optional gold can cushion declines but tends to reduce returns.
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.
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.
1.7% of weight in (IVV: 3.0%)
5 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 ()
5 of 5 funds in its are : SOXL, TECL, TQQQ, UDOW, 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 month it spreads money across five funds that track US stocks at 3x speed: UPRO (S&P 500), UDOW (Dow 30), TQQQ (big tech via Nasdaq-100), TECL (broad tech), SOXL (chipmakers). It checks the last ~25 trading days. The bumpier a fund has been (“volatility”), the smaller its slice; the calmer, the larger. Weights are scaled to 100% and reset monthly. Optional: adding a bit of UGL (2x gold) can soften drops but usually trims returns.
Seeks smoother returns from very fast-moving stock funds by giving bigger weights to the calmer ones over the past ~5 weeks and smaller weights to the bumpier ones. Rebalanced monthly. Optional gold can cushion declines but tends to reduce returns.
Out-of-sample, this strategy targets tech-heavy, 3x levered exposure with inverse-vol weighting. It delivers ~54% annualized return vs ~20% for SPY, Calmar ~1, and Sharpe ~1.08, but with higher max drawdown (~54% vs ~19%).
This strategy aims for steady, low volatility returns by dynamically adjusting asset allocations depending on how volatile each has been. The more volatile an asset, the lower your exposure. Gold (UGL) reduces return but also reduces drawdown.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-11 | |
| Backtest regulatory fees | $89 | 2026-10-11 | |
| Backtest slippage cost | $583 | 2026-10-11 |
| AI categories (Composer) | inverse volatility, leveraged equity etfs, monthly rebalance, risk parity, technology-heavy, us stocks, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SOXL", "TECL", "TQQQ", "UDOW", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,146 | 2026-10-11 | |
| Out-of-sample length | 811 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 36.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 301.79% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 75.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.49 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.04% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.22% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
