Composer · investment strategy
by Composer Technologies · via Composer
An aggressive “three flavors” portfolio: leveraged U.S. stocks (UPRO), leveraged long‑term Treasuries (TMF), and leveraged gold (UGL) at 40/30/30. Seeks growth with diversification, but is highly volatile and can suffer large drawdowns.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
A three‑scoop, high‑octane mix copied from OptimizedPortfolio.com: 40% UPRO = a fund aiming for 3× the daily move of the S&P 500 (big U.S. stocks). 30% TMF = 3× the daily move of long‑term U.S. Treasury bonds. 30% UGL = 2× the daily move of gold. No set rebalance; a 10% band is noted to rebalance only if slices drift by ~10 points.
An aggressive “three flavors” portfolio: leveraged U.S. stocks (UPRO), leveraged long‑term Treasuries (TMF), and leveraged gold (UGL) at 40/30/30. Seeks growth with diversification, but is highly volatile and can suffer large drawdowns.
Out-of-sample shows this strategy underperforms SPY: negative annualized returns and larger drawdowns. A high-risk diversifier, not a SPY replacement—use only if you seek hedges against inflation/crisis and can tolerate big swings.
The portfolio is the leveraged version of the Neapolitan portfolio, utilizing 3 ETFs. The portfolio is copied from OptimizedPortfolio.com
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | aggressive, diversification, etf portfolio, leveraged, multi-asset, risk-parity-like, stocks-bonds-gold | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | -32.67% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.24% | ||
| Return, trailing 1 month (out-of-sample) | -3.24% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 4.25% |
| Calmar ratio, out-of-sample period (out-of-sample) | -3.71 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.82% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -1.38 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.40% |
Composer Technologies · Composer
Composer Technologies · Composer
