Composer · investment strategy
by Composer Technologies · via Composer
Blends leveraged stock and bond momentum with crash protection. Mostly holds UPRO or TMF when trends are favorable, shifts to T‑bill cash when markets look overheated/weak, and a small sleeve tactically rotates (tech, semis, EM, USD, or hedges).
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 2026-10-19
: 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.
0.0% 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. : 90% · 2026-10-19 ()
0.0% 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% · 2026-10-19 ()
11 of 32 funds in its are : SH, SOXL, SOXS, TECL, TECS, TMF, TMV, TNA, 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.
Your money is split into 3 sleeves: stocks (UPRO=3x S&P 500), bonds (TMF=3x long Treasuries), and a small tactical mix. Each day it checks a “heat” gauge (RSI), simple trends (moving averages), and recent winners. It holds the 3x ETF when the trend is healthy; moves to T‑bill cash (BIL/SHV) when things look too hot or weak; may buy tech (TECL/TQQQ/SOXL) on deep dips, or briefly hedge with VIX funds (VIXY/UVXY).
Blends leveraged stock and bond momentum with crash protection. Mostly holds UPRO or TMF when trends are favorable, shifts to T‑bill cash when markets look overheated/weak, and a small sleeve tactically rotates (tech, semis, EM, USD, or hedges).
Calmar 3.08 and Sharpe 1.23 signal stronger risk-adjusted gains, with smaller drawdowns (7.6% vs 8.9%) and low beta (~0.41) vs the S&P. Expect steadier growth, resilience, and diversified upside when risk is controlled.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $45.6M | 2026-10-19 | |
| Backtest regulatory fees | $100k | 2026-10-19 | |
| Backtest slippage cost | $904k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, macro regime, momentum rotation, tactical asset allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 422 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.77 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "BTAL", "DBC", "EEM", "IEF", "QQQ", "SH", "SHV", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPY", "STIP", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UPRO", "UUP", "UVXY", "VIXY", "VOX", "VTV", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,713 | 2026-10-19 | |
| Out-of-sample length | 363 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 77.12% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 456k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.72% | ||
| Return, trailing 1 day (out-of-sample) | 0.24% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.77% | ||
| Return, trailing 1 week (out-of-sample) | 4.02% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 35.43% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 31.93% | ||
| Return, trailing 2 weeks (out-of-sample) | 5.66% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 10.00% | ||
| SPY annualized return over the backtest window (backtest) | 14.81% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.88 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.08 | ||
| Maximum drawdown, backtest period (backtest) | -26.82% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.57% | ||
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | ||
| Sortino ratio, backtest period (backtest) | 4.53 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.86 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.28% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.43% |
| Annualized turnover, backtest period (backtest) | 45.08 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.90 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.72% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.86% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
