Composer · investment strategy
by Composer Technologies · via Composer
A two‑sleeve, volatility‑gated dip‑buyer: when the S&P 500 is calm, it buys the most “beaten‑down” pick among two 3x tech funds or Treasuries; when markets are rough, it parks in short‑term Treasuries (SHY).
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.
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. : 100% · 2026-10-11 ()
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% · 2026-10-11 ()
2 of 5 funds in its are : TECL, TQQQ
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.
Two sleeves split the portfolio 50/50 and use SPY (an S&P 500 fund) as a 1‑month “weather report.”<br>Very calm: buy the fund that has fallen most recently from TECL, TQQQ, or IEF.<br>Somewhat calm: keep half in SHY and use the other half to buy the one that has fallen most from TECL, TQQQ, or SHY.<br>Rough: 100% SHY.<br>TECL/TQQQ=3x tech/Nasdaq‑100; IEF=7–10y Treasuries; SHY=1–3y Treasuries.
A two‑sleeve, volatility‑gated dip‑buyer: when the S&P 500 is calm, it buys the most “beaten‑down” pick among two 3x tech funds or Treasuries; when markets are rough, it parks in short‑term Treasuries (SHY).
Out-of-sample edge: 46% annualized return vs 21% S&P 500, with Calmar ~1.04. A regime-aware dip-buyer that leverages beaten-down tech and SHY ballast to chase upside while trimming risk in turbulence.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.3M | 2026-10-11 | |
| Backtest regulatory fees | $8,623 | 2026-10-11 | |
| Backtest slippage cost | $68k | 2026-10-11 |
| AI categories (Composer) | leveraged tech, mean reversion, nasdaq-100, risk-on/risk-off, tactical, us treasuries, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.67 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "SHY", "SPY", "TECL", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 33k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 280.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.80% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.30% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.10 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
