Composer · investment strategy
by Composer Technologies · via Composer
Buys leveraged stock funds only when they’re more “sold off” than safe bonds and markets look calm. Uses WTMF’s volatility to size risk: calm = 100% in the most dipped fund; somewhat choppy = 50/50 with SHY; very choppy = all in SHY.
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 : TQQQ, 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.
UPRO/TQQQ are 3× stock funds (S&P 500, Nasdaq‑100). SHY is short‑term US Treasuries. WTMF is a managed‑futures ETF used as a volatility thermometer. RSI is a 0–100 “dip” score (lower = more sold off). Each day:<br>- If WTMF’s 21‑day volatility <1%, buy the one fund with the lowest 21‑day RSI among UPRO, TQQQ, SHY.<br>- If it’s between 1% and 2%, go 50% that pick, 50% SHY.<br>- If ≥2%, stay 100% in SHY.
Buys leveraged stock funds only when they’re more “sold off” than safe bonds and markets look calm. Uses WTMF’s volatility to size risk: calm = 100% in the most dipped fund; somewhat choppy = 50/50 with SHY; very choppy = all in SHY.
Out-of-sample annualized return ~27.5% vs ~19.6% for the S&P, aided by a volatility-gated dip-buying rule in 3x ETFs. Seeks higher growth with disciplined risk controls in calmer markets.
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) | $5.9M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $116k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed-futures vol proxy, mean-reversion, risk-on/risk-off, rsi, treasuries, us equities, 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) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "TQQQ", "UPRO", "WTMF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.79 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,942 | 2026-10-11 | |
| Out-of-sample length | 605 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 50.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 59k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.39% | 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) | 8.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.32% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.00% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
