Composer · investment strategy
by Composer Technologies · via Composer
A volatility‑aware rotation. When fear is normal, blend “buy the dip” and short‑term momentum across big market/tech funds. When fear spikes, pivot to Treasuries (long or inverse) or, if bonds are calm, a defensive mix of bonds, commodities, US dollar, and staples.
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 2026-07-31)
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 14 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 Leveraged ETFs 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.
1) Check market “fear” via UVXY’s RSI (a 0–100 hot/cold meter). If it’s below 70 (calmer), split: half into the single fund that’s most “cold” (lowest RSI) among big tech/market funds, and half into the top 2 performers over ~20 days.<br>2) If fear runs hot (RSI ≥ 70), prefer Treasuries—pick TMF (3x long) or TMV (3x short) based on recent damage; if both sides of bonds look calm, rotate among safer plays (short‑term Treasuries, commodities, US dollar, staples) using the same dip‑and‑momentum mix.
A volatility‑aware rotation. When fear is normal, blend “buy the dip” and short‑term momentum across big market/tech funds. When fear spikes, pivot to Treasuries (long or inverse) or, if bonds are calm, a defensive mix of bonds, commodities, US dollar, and staples.
Volatility-aware rotation targets outsized upside. Out-of-sample returns approach ~50% annualized vs SPY’s ~20%, driven by regime-tuned momentum and dips; with fear spikes hedged by Treasuries. Higher potential rewards, but expect larger drawdowns in downturns.
Mellower version of "Fund Surfing v2.0" with lower drawdown and lower return due to mixing with top cumulative return momentum funds. 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) | $25.4M | 2026-10-11 | |
| Backtest regulatory fees | $57k | 2026-10-11 | |
| Backtest slippage cost | $491k | 2026-10-11 |
| AI categories (Composer) | commodities, defensive rotation, leveraged etfs, mean-reversion, momentum, regime-switching, treasuries, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 64 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBA", "DBC", "QQQ", "SHY", "SOXL", "SPY", "TECL", "TMF", "TMV", "TQQQ", "UPRO", "UUP", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 958 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 69.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 254k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 367.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.07% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.25% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 55.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 55.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -11.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -69.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -69.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
