Composer · investment strategy
by Composer Technologies · via Composer
A tactical “surfing” strategy: when fear is contained, buy the one fund (often tech/leveraged) that looks most sold‑off; when fear is high, switch to a leveraged Treasury long/short trade, picking the side that just dropped. High risk; 3× funds swing fast.
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%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
7 of 10 funds in its are : SOXL, 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 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.
4 missing
The text the rules are quoted from, with where it came from.
First it checks market stress using UVXY, a volatility (“fear”) ETF. If UVXY’s 20‑day RSI (a 0–100 recent‑heat score) is below 70, it buys 1 fund from a menu (SPY/QQQ/SHY and 3× tech/market funds) with the lowest RSI (most sold‑off). If stress is high, it flips to bonds: between TMF (3× long 20+yr Treasuries) and TMV (3× short), it buys the one that fell most over 5 days, aiming for a bounce. If both seem calm, it holds SPY.
A tactical “surfing” strategy: when fear is contained, buy the one fund (often tech/leveraged) that looks most sold‑off; when fear is high, switch to a leveraged Treasury long/short trade, picking the side that just dropped. High risk; 3× funds swing fast.
Regime-adaptive, fear-driven strategy that diversifies beyond SPY by switching between contrarian, levered equity bets and leveraged Treasuries. While OOS returns trail SPY, it offers distinct risk dynamics to diversify and guard against volatility spikes.
Backtest to 11/1/2011. 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) | $74.5M | 2026-10-11 | |
| Backtest regulatory fees | $282k | 2026-10-11 | |
| Backtest slippage cost | $2.7M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean-reversion, tactical allocation, tech-heavy equities, treasuries, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 32 | 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[ "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) | 57 | 2026-10-11 | |
| Watchers | 20 | 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) | 81.88% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 745k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.63% | 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) | 0.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -82.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -82.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 73.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.61 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
