Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based switch that rotates among 3× S&P (UPRO), 3× Tech (TECL), long Treasuries (TLT/TMF), or T‑Bills (BIL) using stock trend, overbought/oversold signals, and a bonds‑vs‑high‑beta check. Very aggressive; uses leveraged ETFs.
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.
3.2% of weight in (IVV: 3.0%)
1 fund (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 ()
3 of 10 funds in its are : TECL, TMF, 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 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.
Each day it picks one or two ETFs using simple “thermometers.” It reads the S&P 500 (SPY) and Nasdaq‑100 (QQQ).<br>- Uptrend: hold a 3× S&P fund (UPRO) unless stocks look overheated (then T‑Bills, BIL) or very hot (then 3× long Treasuries, TMF).<br>- Downtrend: buy 3× Tech (TECL) only on deep dips; otherwise toggle among UPRO, long Treasuries (TLT), or BIL using short‑term trend and a bonds‑vs‑high‑beta check (IEI/BSV vs SPHB). Uses ETFs only (no K‑1).
A daily, rules‑based switch that rotates among 3× S&P (UPRO), 3× Tech (TECL), long Treasuries (TLT/TMF), or T‑Bills (BIL) using stock trend, overbought/oversold signals, and a bonds‑vs‑high‑beta check. Very aggressive; uses leveraged ETFs.
Out-of-sample edge: ~44.7% annualized vs ~20.7% for the S&P. Calmar ~1.25. Daily, rules-based rotation uses cash/bonds hedges to chase higher upside with managed risk, though drawdowns can be larger than the index.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27.6M | 2026-10-11 | |
| Backtest regulatory fees | $34k | 2026-10-11 | |
| Backtest slippage cost | $307k | 2026-10-11 |
| AI categories (Composer) | cash, equities, leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical allocation, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 54 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "IEI", "QQQ", "SPHB", "SPY", "TECL", "TLT", "TMF", "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) | 2.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,866 | 2026-10-11 | |
| Out-of-sample length | 817 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 67.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 276k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 232.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
