Composer · investment strategy
by Composer Technologies · via Composer
In calm markets, buy the 3× stock fund (broad S&P 500 or tech) that’s most “on sale” by a simple dip score; in medium chop, hold half bonds; in high chop, hold only short‑term Treasuries. Uses SPY’s volatility and 21‑day RSI to decide.
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 ()
2 of 4 funds in its are : TECL, UPRO
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.
- First, it checks how “jumpy” the stock market is using SPY’s past‑month volatility (21‑day standard deviation).<br>- If very calm (<1%), buy the fund that has dipped the most lately (lowest 21‑day RSI) among: UPRO=3× S&P 500, TECL=3× tech, or SHY=short‑term Treasuries (RSI: lower = more oversold).<br>- If somewhat calm (1–2%), split 50/50 between that pick and SHY.<br>- If choppy (≥2%), hold SHY.
In calm markets, buy the 3× stock fund (broad S&P 500 or tech) that’s most “on sale” by a simple dip score; in medium chop, hold half bonds; in high chop, hold only short‑term Treasuries. Uses SPY’s volatility and 21‑day RSI to decide.
Out-of-sample edge: ~22.12% annualized vs 21.84% for the S&P, aided by a volatility gate and a dynamic levered equity/bonds mix. Attractive upside in calm markets, but expect higher drawdowns and potentially lower risk-adjusted returns than SPY.
When the waters aren't too choppy, this strategy "surfs the wave", catching dips in the relative strength index RSI of leveraged funds when they become more oversold than short term treasury bonds. Volatility checks are added based on the standard deviation of returns of SPY, where the strategy is additionally smoothed out by averaging together the results of two standard deviation of returns percentages (1% and 2%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.5M | 2026-10-11 | |
| Backtest regulatory fees | $7,303 | 2026-10-11 | |
| Backtest slippage cost | $58k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, technology tilt, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SPY", "TECL", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,328 | 2026-10-11 | |
| Out-of-sample length | 912 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 106.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -3.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -3.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.82% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
