Composer · investment strategy
by Composer Technologies · via Composer
Daily blend of three tactics: surf leveraged S&P 500/Nasdaq in calm trends, buy sharp dips, or sit in T‑bills. A TQQQ on/off switch uses trend and bond cues, with UVXY/SOXL for extremes. Adds 3x Treasuries for balance. Very high risk.
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 2026-10-11
: 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 ()
5 of 12 funds in its are : SOXL, 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.
It splits your money 25/25/50 across three rule‑sets, rebalanced daily.<br>1) When markets are calm/trending, it “surfs” two 3x stock funds (UPRO=S&P 500, TQQQ=Nasdaq), sized by how choppy they’ve been; if stress rises it hides in T‑bills (BIL) or pairs stocks with 3x Treasuries (TMF).<br>2) It buys sharp 5‑day dips in QQQ or SPY but skips big one‑day snap‑backs.<br>3) A switch turns TQQQ on only in uptrends and friendly bond signals; otherwise BIL. RSI=hot/cold; stdev=how jumpy; drawdown=fall from high.
Daily blend of three tactics: surf leveraged S&P 500/Nasdaq in calm trends, buy sharp dips, or sit in T‑bills. A TQQQ on/off switch uses trend and bond cues, with UVXY/SOXL for extremes. Adds 3x Treasuries for balance. Very high risk.
Out-of-sample edge: ~54.5% annualized return vs ~21.6% for the S&P, with Calmar ~1.26. Accept a higher drawdown (~43%) for a markedly higher upside, guided by regime-aware trend and bond signals.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $838.0M | 2026-10-11 | |
| Backtest regulatory fees | $1.3M | 2026-10-11 | |
| Backtest slippage cost | $12.2M | 2026-10-11 |
| AI categories (Composer) | bond signals, leveraged etfs, mean reversion, risk management, tactical allocation, treasuries, trend following, us equities, volatility regime | 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", "SPY", "TLT", "TMF", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 16 | 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) | 113.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8380k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 345.26% | 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) | 49.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 49.24% | 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) | 2.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.26 | 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) | 2.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.83% | 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) | 55.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.48% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
