Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based swing strategy. Buys leveraged stock funds after sharp drops, and jumps into UVXY after hot stock surges. Otherwise it “surfs” the most beaten‑down fund; in high fear it pivots to long or inverse long‑term Treasuries. High risk.
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 2026-07-31)
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 ()
8 of 13 funds in its are : SOXL, SPXL, 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 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.
Each day it checks for extremes in fast-moving stock funds. If Nasdaq/S&P/semis have fallen hard, it buys those (aiming for a bounce). If stocks just had a big run-up, it briefly buys a volatility fund (UVXY). If neither, it buys the most beaten‑down fund from a small menu. If market fear looks hot, it instead picks between long or inverse long‑term Treasuries; when both are calm, it briefly adds a short-term “surf” that can include commodities.<br>It splits money across several near-identical modules, so multiple slices can choose the same pick.
Daily, rules-based swing strategy. Buys leveraged stock funds after sharp drops, and jumps into UVXY after hot stock surges. Otherwise it “surfs” the most beaten‑down fund; in high fear it pivots to long or inverse long‑term Treasuries. High risk.
Out-of-sample annualized return ~43.6% vs SPY ~21.3% (≈2x). Uses hedges to chase big upside, but drawdowns are far larger (~78% vs ~19%). Sharpe trails SPY, so best for very risk-tolerant investors seeking outsized gains.
Testing Pop Bots in action, I replaced BIL with Fund Surfing V2
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3B | 2026-10-11 | |
| Backtest regulatory fees | $4.2M | 2026-10-11 | |
| Backtest slippage cost | $40.8M | 2026-10-11 |
| AI categories (Composer) | daily tactical, leveraged etfs, mean reversion, multi-asset, rules-based, swing trading, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 312 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBA", "DBC", "QQQ", "SHY", "SOXL", "SPXL", "SPY", "TECL", "TMF", "TMV", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.62 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 987 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 120.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13002k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 313.26% | 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) | -7.57% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -7.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -19.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -77.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -77.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 74.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 58.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.22% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
