Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based rotation in leveraged stock and Treasury ETFs. Buys the most cooled‑off candidate, rides bond trends, hedges with VXX when stocks are overheated, and moves to T‑bills when volatility spikes. High 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.
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 ()
32.2% 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 ()
7 of 14 funds in its are : QLD, SOXL, SPXL, SSO, TMF, TMV, 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.
Goal: ride trends, avoid wipeouts.<br>When stocks are calm, 70% goes to the cooled‑off fund (by RSI, a hot/cold gauge): TQQQ, SPXL, or SOXL. 30% rides a Treasury trend (TMF if long Treasuries rising; TMV if falling). If volatility jumps, shift to BIL. A black‑swan rule switches to VXX when stocks look overheated, or buys oversold TQQQ/SPXL/SOXL.<br>Tickers: TQQQ=3x Nasdaq‑100; SPXL=3x S&P 500; SOXL=3x semis; TMF/TMV=3x long/short Treas.; VXX=volatility; BIL=T‑bills; SHY=1‑3yr Treas.
Aggressive, rules‑based rotation in leveraged stock and Treasury ETFs. Buys the most cooled‑off candidate, rides bond trends, hedges with VXX when stocks are overheated, and moves to T‑bills when volatility spikes. High risk.
Out-of-sample edge: ~52% annualized vs ~21% S&P, Sharpe ~1.13, Calmar ~1.20. A rules-based rotation with hedges (VXX, Treasuries, T-bills) aims for big upside while limiting losses—though drawdowns can be larger than the S&P.
Backtest to 4/28/2009. 2x version of "Fund Surfing". If not too volatile, ride the wave of a fund with the least RSI, otherwise invest in the leveraged treasury bonds strategy to ride the waves. By Michael B | v1.2 added black swan catcher with pop bots by okhi2u.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.1M | 2026-10-11 | |
| Backtest regulatory fees | $32k | 2026-10-11 | |
| Backtest slippage cost | $278k | 2026-10-11 |
| AI categories (Composer) | bonds vs stocks, leveraged etfs, mean reversion, tactical rotation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 236 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QLD", "SHY", "SOXL", "SPXL", "SPY", "SSO", "TLT", "TMF", "TMV", "TQQQ", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 178 | 2026-10-11 | |
| Watchers | 77 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 611 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 131.74% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 150k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.43% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 82.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 82.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.31 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.61 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.05% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
