Composer · investment strategy
by Composer Technologies · via Composer
A 50/50 blend of a hedged trend follower and a buy‑the‑dip surfer. It rides tech‑led markets (often with 3× ETFs) when trends are healthy, and shifts to volatility, dollar/gold, or Treasuries when markets overheat or break down.
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.
0.3% of weight in (IVV: 3.0%)
2 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. : 97% · 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 ()
10 of 16 funds in its are : PSQ, 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 money 50/50: (1) Total Market Hedged, (2) Fund Surfing.<br>(1) Watches the big trend (200‑day avg) and a “hot/cold” meter called RSI (0–100; >70 hot, <30 cold). In healthy uptrends it rides Nasdaq (QQQ/TQQQ). If things look overheated or plunge fast, it hedges with UVXY (volatility) or a defensive mix of UUP (US dollar) + GLD (gold). In downtrends it can use SQQQ (short Nasdaq).<br>(2) When volatility is calm, it “buys the dip” in QQQ/SPY (S&P 500) or 3× versions (UPRO, TQQQ, TECL, SOXL). When volatility spikes, it flips to long/short long‑Treasuries (TMF/TMV) or SPY.
A 50/50 blend of a hedged trend follower and a buy‑the‑dip surfer. It rides tech‑led markets (often with 3× ETFs) when trends are healthy, and shifts to volatility, dollar/gold, or Treasuries when markets overheat or break down.
Out-of-sample: ~30% annualized return vs ~21% S&P 500, driven by tech tilt and adaptive hedges. Higher upside in up markets but drawdowns can be steeper (~55% vs ~19%), suitable for risk-tolerant investors.
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) | $130.9M | 2026-10-11 | |
| Backtest regulatory fees | $395k | 2026-10-11 | |
| Backtest slippage cost | $3.8M | 2026-10-11 |
| AI categories (Composer) | gold/dollar, leveraged etfs, mean reversion, tactical blend, tech tilt, treasuries, trend-following, volatility hedged | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 341 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "BSV", "GLD", "PSQ", "QQQ", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TMF", "TMV", "TQQQ", "UPRO", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 1,015 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 88.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1308k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 188.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.78% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -6.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -6.97% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.46% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.04% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
