Composer · investment strategy
by Composer Technologies · via Composer
A high-powered “all‑weather” mix: 36% 3x S&P 500 (UPRO), 36% 3x 7–10Y Treasuries (TYD), 28% 2x Gold (UGL). Rebalanced quarterly. Backtests show strong returns (~17%/yr) but deep drops (~44%) are possible due to leverage.
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.
3 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.
1.2% of weight in (IVV: 3.0%)
2 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. : 100% · 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 ()
3 of 3 funds in its are : TYD, UGL, 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.
It splits your money into three leveraged funds and rebalances every quarter: - 36% UPRO: about 3x the daily move of big US stocks (S&P 500) for growth - 36% TYD: about 3x 7–10 year US Treasury bonds for safety in recessions - 28% UGL: about 2x gold as an inflation/crisis hedge Leverage boosts gains and losses.
A high-powered “all‑weather” mix: 36% 3x S&P 500 (UPRO), 36% 3x 7–10Y Treasuries (TYD), 28% 2x Gold (UGL). Rebalanced quarterly. Backtests show strong returns (~17%/yr) but deep drops (~44%) are possible due to leverage.
Leverage-backed all-weather mix aiming ~28%/yr out-of-sample with strong risk-adjusted metrics (Calmar ~1.27; alpha vs S&P). Higher upside than the S&P, but expect larger drawdowns in crises due to leverage.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $238k | 2026-10-11 | |
| Backtest regulatory fees | $11 | 2026-10-11 | |
| Backtest slippage cost | $62 | 2026-10-11 |
| AI categories (Composer) | all-weather, diversification, etf, gold, leveraged, quarterly rebalance, risk management, static allocation, stocks, treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5 | 2026-10-11 | |
| Rebalance frequency | quarterly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "TYD", "UGL", "UPRO" ] | 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) | 1.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,349 | 2026-10-11 | |
| Out-of-sample length | 818 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2279% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.51% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.27% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.48% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
