Composer · investment strategy
by Composer Technologies · via Composer
Half rides market trends with built‑in hedges (dollar, gold, crash hedge) and can go defensive or short in downtrends. The other half “surfs” a few funds, buying what’s recently cooled off. Signals use trend, short‑term heat (RSI), and drawdown to manage 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.
0.4% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 95% · 2026-10-11 ()
48.1% 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 ()
11 of 19 funds in its are : PSQ, SH, SOXL, SPXL, SQQQ, TECL, TMF, TMV, 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.
Split 50/50 between two rule-sets; only rebalance if that split drifts a lot.<br><br>1) Total Market Hedged: In uptrends (price above 200‑day avg), ride QQQ/TQQQ (tech‑heavy). If things look “hot” or choppy (RSI, big drops), park in UUP (US dollar) and GLD (gold). In downtrends, rotate to PSQ/SH or SQQQ and short‑term bonds. Briefly use UVXY when crash risk spikes.<br><br>2) Fund Surfing: When fear is low, buy the most “rested” of SPY, UPRO, TECL, SOXL, SHY. When fear is high, flip between TMF/TMV (3x long/short 20‑yr Treasuries) or add commodities (DBC, DBA). RSI = 0–100 “heat” gauge (high=hot, low=cold).
Half rides market trends with built‑in hedges (dollar, gold, crash hedge) and can go defensive or short in downtrends. The other half “surfs” a few funds, buying what’s recently cooled off. Signals use trend, short‑term heat (RSI), and drawdown to manage risk.
Out-of-sample upside: ~26.8% annualized vs SPY’s ~22.4%, backed by built-in hedges and trend rules that ride rallies and protect in downturns. Note: larger drawdowns (~55% vs ~19%) and lower risk-adjusted return.
50-50 blend of BrianE's "Total Market Hedged (V 1.0)" symphony and Michael B's "Fund Surfing" symphony. Rebalancing between the two creates a higher return than either symphony has alone
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $81.6M | 2026-10-11 | |
| Backtest regulatory fees | $277k | 2026-10-11 | |
| Backtest slippage cost | $2.6M | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, hedged equities, leveraged etfs, tactical allocation, trend + mean‑reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 395 | 2026-10-11 | |
| Rebalance corridor width | 25.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DBA", "DBC", "GLD", "PSQ", "QQQ", "SH", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TMF", "TMV", "TQQQ", "UPRO", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 47 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 949 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 83.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 816k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 144.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.89% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.50% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -19.35% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -19.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -20.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.23 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
