Composer · investment strategy
by Composer Technologies · via Composer
In calm markets, buy the big US stock fund (or its 2x version) that just fell the most; in choppy markets, flip to 3x Treasury bond funds and buy the side that just slumped, aiming for quick rebounds. High risk due to 2x/3x leverage.
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.
1 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%)
1 fund (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 ()
4 of 7 funds in its are : QLD, SSO, TYD, TYO
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.
Big idea: surf short‑term swings. - If stocks are calm, pick 1 fund from SPY (S&P 500), QQQ (Nasdaq‑100), SSO/QLD (their 2x versions), or SHY (short‑term Treasuries) that has the lowest “RSI” (a score of recent up vs down days). Low RSI = just fell; buy for a bounce. - If stocks are jumpy, switch to TYD/TYO (3x up/down 7–10yr Treasuries) and buy the side that just dropped most over ~1 week, aiming for a rebound.
In calm markets, buy the big US stock fund (or its 2x version) that just fell the most; in choppy markets, flip to 3x Treasury bond funds and buy the side that just slumped, aiming for quick rebounds. High risk due to 2x/3x leverage.
Out-of-sample edge: ~26.9% annualized return vs SPY's ~21.5%, driven by dynamic leveraged tilts to chase swing moves. Calm markets: 2x equities; volatile regimes: 3x Treasuries. Higher upside, but larger drawdowns.
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
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.6M | 2026-10-11 | |
| Backtest regulatory fees | $8,087 | 2026-10-11 | |
| Backtest slippage cost | $60k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, tactical rotation, treasuries, us equities, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 30 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QLD", "QQQ", "SHY", "SPY", "SSO", "TYD", "TYO" ] | 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) | 1.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,394 | 2026-10-11 | |
| Out-of-sample length | 865 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 26k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 126.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.37% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
