Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based blend that times 3x S&P 500/Nasdaq funds and long Treasuries. Buys big dips, runs a stocks–Treasuries barbell in calm uptrends, parks in T‑bills in turmoil, and sometimes bets on pullbacks with inverse semis. Tech/semis tilt.
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.
0.8% of weight in (IVV: 3.0%)
3 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. : 99% · 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 ()
6 of 13 funds in its are : SOXL, SOXS, TMF, TQQQ, UPRO, UVXY
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.
Blends 3 daily “autopilots”: 25% cautious surfer, 25% surfer w/ bond signal, 50% “TQQQ‑or‑not.” Tools: UPRO=3x S&P500, TQQQ=3x Nasdaq‑100, SOXL/SOXS=3x semis long/short, TMF=3x long Treasuries, BIL=T‑bills. Rules: buy 3x stocks after ~‑5% weekly dips (unless a big 1‑day rebound), run a 55/45 stocks–Treasuries barbell when calm, hide in BIL when volatility spikes, and flip to SOXS if Nasdaq gets very “hot” (RSI=0–100 strength score).
Aggressive, rules‑based blend that times 3x S&P 500/Nasdaq funds and long Treasuries. Buys big dips, runs a stocks–Treasuries barbell in calm uptrends, parks in T‑bills in turmoil, and sometimes bets on pullbacks with inverse semis. Tech/semis tilt.
High-growth edge, out-of-sample: ~54% annualized return vs SPY’s ~21%; Calmar ~1.25 (stronger risk-adjusted). Dynamic stock/bond barbell with hedges (Treasuries/cash) aims for big upside while moderating risk; max drawdown can be large (~43%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $256.8M | 2026-10-11 | |
| Backtest regulatory fees | $428k | 2026-10-11 | |
| Backtest slippage cost | $4.0M | 2026-10-11 |
| AI categories (Composer) | cash parking, daily rebalancing, dip buying, leveraged etfs, momentum/rsi, risk-on/risk-off, tactical allocation, tech/semiconductors, treasuries hedge, volatility filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,582 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SHY", "SOXL", "SOXS", "SPY", "TLT", "TMF", "TQQQ", "UPRO", "UVXY" ] | 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) | 2.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 96 | 2026-10-11 | |
| Watchers | 67 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 864 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 96.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2568k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 342.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.58% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
