Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rotates 40% into the three strongest 3x sector ETFs and adds up to 30% each into 3x Nasdaq (TQQQ) and 3x S&P (UPRO) when they trend above key averages; any “off” slices park in BIL (T‑Bills). Very aggressive, but can retreat to cash.
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.
1.1% 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 ()
59.6% 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 ()
19 of 20 funds in its are : CURE, DFEN, DPST, DRN, DUSL, FAS, HIBL, LABU, NAIL, PILL, RETL, SOXL, TECL, TPOR, TQQQ, UPRO, UTSL, WANT, WEBL
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.
Every day: 1) 40% goes to the three “hottest” 3x sector funds by a 14‑day up‑vs‑down score (RSI). BIL (cash‑like T‑Bills) is in that race and can win slots. Examples: SOXL=semis, TECL=tech, LABU=biotech, FAS=financials. 2) Up to 30% to 3x Nasdaq (TQQQ): 5% for each timeframe where price is above its average; else that slice sits in BIL. 3) Same 0–30% rule for 3x S&P (UPRO).
Daily, it rotates 40% into the three strongest 3x sector ETFs and adds up to 30% each into 3x Nasdaq (TQQQ) and 3x S&P (UPRO) when they trend above key averages; any “off” slices park in BIL (T‑Bills). Very aggressive, but can retreat to cash.
Out-of-sample, this strategy aims to match the S&P’s ~20% annual return while cutting drawdowns to ~15% (vs ~18.8% for SPY) and boosting risk-adjusted performance (Calmar ~1.34) with lower beta and similar upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $57k | 2026-10-11 | |
| Backtest regulatory fees | $140 | 2026-10-11 | |
| Backtest slippage cost | $830 | 2026-10-11 |
| AI categories (Composer) | cash hedge, daily rebalance, leveraged etfs, momentum (rsi), sector rotation, tactical allocation, trend following (mas) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 73 | 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", "CURE", "DFEN", "DPST", "DRN", "DUSL", "FAS", "HIBL", "LABU", "NAIL", "PILL", "RETL", "SOXL", "TECL", "TPOR", "TQQQ", "UPRO", "UTSL", "WANT", "WEBL" ] | 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) | 0.89 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,724 | 2026-10-11 | |
| Out-of-sample length | 799 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 466.90% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.77% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.05% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.26% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
