Composer · investment strategy
by Composer Technologies · via Composer
A bold, static mix: leveraged US stocks (SPXL, TQQQ) paired with big positions in the US dollar (UUP) and gold (GLD). No timing or rebalancing. Very volatile; can rise or fall quickly depending on tech stocks, the dollar, and gold.
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.
4 positions as of 2026-10-19
: 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.
0.9% 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. : 99% · 2026-10-19 ()
40.8% 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% · 2026-10-19 ()
2 of 4 funds in its are : SPXL, TQQQ
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 four funds and then just holds them: 25% in SPXL (aims for triple the S&P 500’s daily move), 15% in TQQQ (triple the Nasdaq‑100’s daily move), 40% in UUP (bet on a stronger US dollar), and 20% in GLD (gold). No rebalancing.<br><br>This means the stock slice is highly amplified, while the dollar and gold act as macro hedges.
A bold, static mix: leveraged US stocks (SPXL, TQQQ) paired with big positions in the US dollar (UUP) and gold (GLD). No timing or rebalancing. Very volatile; can rise or fall quickly depending on tech stocks, the dollar, and gold.
Fixed 3x equity exposure with USD and gold hedges. Aims for higher risk-adjusted returns than the S&P, with out-of-sample results showing ~26.3% annualized vs ~17.7%, Sharpe ~1.14 vs ~1.06, Calmar ~1.04. No timing; expect larger drawdowns (~25%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $217k | 2026-10-19 | |
| Backtest regulatory fees | $46 | 2026-10-19 | |
| Backtest slippage cost | $181 | 2026-10-19 |
| AI categories (Composer) | gold, high risk, leveraged etfs, multi-asset, static allocation, tech tilt, us dollar, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SPXL", "TQQQ", "UUP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,196 | 2026-10-19 | |
| Out-of-sample length | 494 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.31% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2075% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 57.38% | ||
| Return, trailing 1 day (out-of-sample) | -2.09% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.19% | ||
| Return, trailing 1 week (out-of-sample) | -3.14% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 17.77% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.96% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.23% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.07% | ||
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.55 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Maximum drawdown, backtest period (backtest) | -37.18% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.25% | ||
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Sortino ratio, backtest period (backtest) | 1.37 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.51% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.77% |
| Annualized turnover, backtest period (backtest) | 1.32 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.37 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.89% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.67% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
