Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical “fund surfer” that rotates among leveraged S&P/Nasdaq, leveraged Treasuries, and a defensive USD/gold/staples mix. It buys sharp 5‑day dips (but avoids chasing big one‑day rebounds) and uses trend/volatility filters to switch risk on/off.
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.
1.2% of weight in (IVV: 3.0%)
3 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. : 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 9 funds in its are : TMF, TQQQ, 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.
Every day it checks: (1) how bumpy markets have been lately, and (2) whether stocks or safe bonds have stronger recent momentum. It then does one of three things:<br>- Ride the bull: UPRO (3x S&P 500) + TQQQ (3x Nasdaq‑100) with TMF (3x long Treasuries).<br>- Buy the dip: if QQQ or SPY fell ~5% in 5 days, buy TQQQ/UPRO—unless they just popped >+5% in a day, then step aside.<br>- Hide out: equal UUP (US dollar), GLD (gold), XLP (consumer staples).
A daily tactical “fund surfer” that rotates among leveraged S&P/Nasdaq, leveraged Treasuries, and a defensive USD/gold/staples mix. It buys sharp 5‑day dips (but avoids chasing big one‑day rebounds) and uses trend/volatility filters to switch risk on/off.
Out-of-sample, this strategy seeks ~49% annualized upside vs ~22% for the S&P, with disciplined risk via regime switching and a defensive sleeve, plus stock/bond diversification—Calmar ~1 signaling balanced risk-adjusted performance.
Backtest to 5/26/2010.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19.2M | 2026-10-11 | |
| Backtest regulatory fees | $22k | 2026-10-11 | |
| Backtest slippage cost | $175k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, leveraged etfs, momentum/trend, multi-asset, risk management, tactical asset allocation, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,278 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SHY", "SPY", "TMF", "TQQQ", "UPRO", "UUP", "XLP" ] | 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) | 2.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,148 | 2026-10-11 | |
| Out-of-sample length | 912 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 58.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 192k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 321.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.91% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.76% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.82% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.19 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
