Composer · investment strategy
by Composer Technologies · via Composer
Daily, it checks if short‑term cash (BIL) beat US stocks (SPY). If yes, go 50% 3x Dow (UDOW) + 50% 2x gold (UGL). If not, go 50% 3x S&P 500 (UPRO) + 50% 3x Nasdaq‑100 (TQQQ). Simple, aggressive, and high risk 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.
2 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.
1.9% 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% · 2026-10-11 ()
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 ()
4 of 6 funds in its are : TQQQ, UDOW, 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 Macro signals 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.
Each day, it compares the last ~60 days of BIL (cash‑like US T‑Bills) vs SPY (large US stocks). If BIL ≥ SPY, hold 50% UDOW (3x Dow 30) + 50% UGL (2x gold). Otherwise, hold 50% UPRO (3x S&P 500) + 50% TQQQ (3x Nasdaq‑100). Rebalances daily; leveraged = big swings.
Daily, it checks if short‑term cash (BIL) beat US stocks (SPY). If yes, go 50% 3x Dow (UDOW) + 50% 2x gold (UGL). If not, go 50% 3x S&P 500 (UPRO) + 50% 3x Nasdaq‑100 (TQQQ). Simple, aggressive, and high risk due to leverage.
Out-of-sample, this strategy targets ~43.6% annualized returns vs SPY's ~20.6%, with Calmar ~1.37 and Sharpe ~1.08. A simple cash-vs-stocks rule with levered trend bets plus gold offers higher upside and diversification over the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-11 | |
| Backtest regulatory fees | $2,420 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, equity and gold, leveraged etfs, risk-on/risk-off, tactical asset allocation, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPY", "TQQQ", "UDOW", "UGL", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 917 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 273.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.77% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.44% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.06% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.62 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.42% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
