Composer · investment strategy
by Composer Technologies · via Composer
A 50/50 blend: one sleeve rides QQQ/TQQQ in uptrends and adds crash hedges (UVXY, UUP, GLD, inverse funds) when risk rises; the other “surfs” the most oversold pick, switching to TMF/TMV or commodities when volatility spikes.
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.
3 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.
0.4% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 95% · 2026-10-11 ()
48.0% 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 ()
11 of 19 funds in its are : PSQ, SH, SOXL, SPXL, SQQQ, 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.
Split 50/50.<br>1) Hedged sleeve: If SPY trends up (above its 200‑day avg), own QQQ or TQQQ (3x QQQ). When markets look too hot/cold (RSI = 0–100 “heat” gauge) or drop fast, shift to UVXY (volatility), UUP (U.S. dollar), GLD (gold), or inverse funds (PSQ/SH/SQQQ).<br>2) Fund Surfing: Buy the most “on sale” pick among QQQ, SPY, TQQQ/UPRO/SOXL/TECL, or SHY (short‑term bonds). If volatility spikes, use TMF/TMV (3x long/short 20‑yr Treasuries) or DBC/DBA (commodities).
A 50/50 blend: one sleeve rides QQQ/TQQQ in uptrends and adds crash hedges (UVXY, UUP, GLD, inverse funds) when risk rises; the other “surfs” the most oversold pick, switching to TMF/TMV or commodities when volatility spikes.
Dynamic hedging targets higher upside: oos return 32.2% vs 22.4% S&P, but with larger drawdowns (56.7% vs 18.8%) and lower risk-adjusted return. Best for risk-tolerant investors seeking tech-led growth with hedging.
50-50 blend of BrianE's "Total Market Hedged (V 1.0)" symphony and Michael B's "Fund Surfing" symphony. Rebalancing between the two creates a higher return than either symphony has alone
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $68.8M | 2026-10-11 | |
| Backtest regulatory fees | $218k | 2026-10-11 | |
| Backtest slippage cost | $2.0M | 2026-10-11 |
| AI categories (Composer) | hedged growth, leveraged etfs, mean reversion, multi-asset, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 399 | 2026-10-11 | |
| Rebalance corridor width | 25.00% | 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[ "BSV", "DBA", "DBC", "GLD", "PSQ", "QQQ", "SH", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TMF", "TMV", "TQQQ", "UPRO", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 104 | 2026-10-11 | |
| Watchers | 39 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 1,012 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 80.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 688k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 207.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.89% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.50% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -4.97% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -4.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -11.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.30% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
