Composer · investment strategy
by Composer Technologies · via Composer
Daily, tax-aware rotation among leveraged US stocks, long Treasuries, and T‑bills. Buys big dips or runs a ~55/45 stocks/bonds mix when calm; otherwise parks in T‑bills. Avoids chasing sharp rebounds and swaps to lookalike funds at year‑end.
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 2026-07-31)
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 ()
69.4% 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 11 funds in its are : SPUU, TMF, TQQQ, TYD, 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 Tax-managed 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.
Daily, rules-based. It rotates among: UPRO=3x S&P 500, TQQQ=3x Nasdaq‑100, SPUU=2x S&P, IYW=US tech, TMF/TYD=levered long Treasuries, BIL/SGOV=T‑bills, SHY=short Treasuries.<br>It checks recent swings, whether stocks or Treasuries are leading, volatility, and drawdowns.<br>- Calm/bullish: ~55% stocks (UPRO/TQQQ), ~45% long Treasuries (TMF/TYD).<br>- Big 5‑day dips: buy UPRO/TQQQ unless a 1‑day >5% pop just hit (then hold cash or lighter funds).<br>- Else: hold BIL/SGOV. Year‑end: use SPUU/IYW & TYD/SGOV to reduce wash‑sale risk.
Daily, tax-aware rotation among leveraged US stocks, long Treasuries, and T‑bills. Buys big dips or runs a ~55/45 stocks/bonds mix when calm; otherwise parks in T‑bills. Avoids chasing sharp rebounds and swaps to lookalike funds at year‑end.
Out-of-sample, this tax-aware, rules-based strategy targets higher annualized returns (~23% vs ~22% S&P) with volatility-guided risk and dip-buying. Year-end swaps boost tax efficiency—greater upside, but with drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $53k | 2026-10-11 | |
| Backtest regulatory fees | $109 | 2026-10-11 | |
| Backtest slippage cost | $671 | 2026-10-11 |
| AI categories (Composer) | dip-buying, leveraged etfs, relative strength, tactical asset allocation, tax-aware, treasuries hedge, trend-following, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,388 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IYW", "QQQ", "SGOV", "SHY", "SPUU", "SPY", "TMF", "TQQQ", "TYD", "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) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,600 | 2026-10-11 | |
| Out-of-sample length | 715 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 430.54% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 80.23% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.88% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.97% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.77% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.92% | 2026-10-11 |
