Composer · investment strategy
by Composer Technologies · via Composer
A static, equal-weight basket of nine ETFs—many 3x leveraged—including both bullish and bearish Nasdaq, plus S&P 500, semiconductors, Treasuries, and short-term bonds. No automatic rebalancing; risk and volatility are high.
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 2026-10-11
: 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.
1.0% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
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 ()
51.2% 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% · 2026-10-11 ()
5 of 9 funds in its are : SOXL, SQQQ, TMF, TQQQ, 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 evenly across 9 funds and then just holds them. The mix is: SPY (big US stocks), UPRO/TQQQ/SOXL (3x leveraged bets on S&P 500, Nasdaq-100, and semiconductors), SQQQ (3x short Nasdaq-100), XLP (consumer staples), TMF (3x long US Treasuries), BSV/BIL (short-term bonds/cash).<br>No automatic rebalancing.
A static, equal-weight basket of nine ETFs—many 3x leveraged—including both bullish and bearish Nasdaq, plus S&P 500, semiconductors, Treasuries, and short-term bonds. No automatic rebalancing; risk and volatility are high.
Out-of-sample edge: ~20.8% annualized return vs ~19.95% for the S&P, driven by a diversified mix of leveraged bets and a bond tilt. More upside potential, but note larger drawdowns and a lower Sharpe—suitable for growth-oriented, risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $89k | 2026-10-11 | |
| Backtest regulatory fees | $3 | 2026-10-11 | |
| Backtest slippage cost | $16 | 2026-10-11 |
| AI categories (Composer) | equal-weight, leveraged etfs (3x), long/short mix, semiconductors, short-term bonds, static allocation, treasuries, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 13 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "SOXL", "SPY", "SQQQ", "TMF", "TQQQ", "UPRO", "XLP" ] | 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) | 1.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 967 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 14.11% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 788.69% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.82% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 106.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.24% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.32 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.05% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.50% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
