Composer · investment strategy
by Composer Technologies · via Composer
Always 100% in LABU, a 3× leveraged biotech fund that magnifies the daily moves of biotech stocks. Rebalanced daily. Extremely volatile—intended for short‑term traders who can tolerate big ups and downs.
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. : 96% · 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 ()
1 of 1 funds in its are : LABU
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
It holds one fund: Direxion Daily S&P Biotech Bull 3X (ticker: LABU). LABU aims to move about 3× the DAILY move of a broad U.S. biotech stock index. The strategy keeps 100% in LABU and checks daily to stay fully invested. No timing or hedging—just constant, leveraged biotech exposure. Expect very large swings; gains and losses compound quickly, and in choppy markets value can erode.
Always 100% in LABU, a 3× leveraged biotech fund that magnifies the daily moves of biotech stocks. Rebalanced daily. Extremely volatile—intended for short‑term traders who can tolerate big ups and downs.
Leverage biotech with 3x LABU for outsized, non-S&P-like gains. Out-of-sample annualized return ~69% vs SPY ~18.6%, Sharpe ~1.04, Calmar ~1.10. Expect high volatility and drawdowns up to ~63%—a tactical, not long-term hold.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $797 | 2026-10-11 | |
| Backtest regulatory fees | $0 | 2026-10-11 | |
| Backtest slippage cost | $1 | 2026-10-11 |
| AI categories (Composer) | biotech sector, daily rebalance, directional long-only, equities, high risk, leveraged etf, single-asset | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "LABU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,859 | 2026-10-11 | |
| Out-of-sample length | 440 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | -19.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | -92.03% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 68.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 150.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 9.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -12.88% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 118.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 118.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -25.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | -0.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -99.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -62.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 98.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.23% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.77% | 2026-10-11 |
Collective2
Composer Technologies · Composer
