Composer · investment strategy
by Composer Technologies · via Composer
A rules-driven “surfing” strategy. When fear is moderate, buy the most recently beaten‑down fund from a tech/market list; when fear spikes, rotate into 3x long/short long‑Treasuries (TMF/TMV), occasionally taking short, fast mean‑reversion trades in stocks/commodities.
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.
“If fear is high, it holds 3x long/short 20+yr Treasuries (TMF/TMV), picking the steadier one by 5‑day drawdown.”
“it buys the 2 lowest 1‑week RSI across stocks and commodities (DBC=broad, DBA=ag)”
“it buys 1 fund with the lowest ~1‑month RSI from big US stock funds”
“If fear isn’t extreme (UVXY 20‑day RSI<70)”
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 2026-07-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
7 of 12 funds in its are : SOXL, TECL, TMF, TMV, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Macro signals 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.
2 missing
The text the rules are quoted from, with where it came from.
It watches UVXY, a fund that jumps when market fear rises. RSI is a 0–100 recent‑moves gauge: low=weak, high=hot.<br>If fear isn’t extreme (UVXY 20‑day RSI<70), it buys 1 fund with the lowest ~1‑month RSI from big US stock funds and 3x tech/market funds (TQQQ, TECL, SOXL, UPRO), or SHY (short‑term Treasuries).<br>If fear is high, it holds 3x long/short 20+yr Treasuries (TMF/TMV), picking the steadier one by 5‑day drawdown. If both are calm, it buys the 2 lowest 1‑week RSI across stocks and commodities (DBC=broad, DBA=ag).
A rules-driven “surfing” strategy. When fear is moderate, buy the most recently beaten‑down fund from a tech/market list; when fear spikes, rotate into 3x long/short long‑Treasuries (TMF/TMV), occasionally taking short, fast mean‑reversion trades in stocks/commodities.
Compelling value: aims for near‑SPY returns (21.42% vs 21.54%) with a dynamic risk-control overlay that switches to Treasuries and hedges in stress, delivering diversification and steadier risk without sacrificing upside.
Backtest to 11/1/2011. Mod: Includes fund surfing commodities in the volatile stage. Improved results. If not too volatile, ride the wave of a fund with the least RSI, otherwise invest in the TMV/TMF 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) | $94.1M | 2026-10-11 | |
| Backtest regulatory fees | $352k | 2026-10-11 | |
| Backtest slippage cost | $3.4M | 2026-10-11 |
| AI categories (Composer) | commodities, leveraged etfs, mean-reversion, regime-switching, rsi filter, treasuries (long/short), us equities (tech tilt), volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 46 | 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) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBA", "DBC", "QQQ", "SHY", "SOXL", "SPY", "TECL", "TMF", "TMV", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.35 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 104 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 865 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 84.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 940k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -9.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -12.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -12.25% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -22.73% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -82.61% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -82.61% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.39% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 73.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.02% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.49% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
