Composer · investment strategy
by Composer Technologies · via Composer
A biotech‑first switcher: 2x long (BIB) in healthy uptrends, 2x short (BIS) when biotech is overheated, otherwise rotates into a safety basket (gold, U.S. dollar, and defensive sectors) using simple heat and drawdown checks.
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.
2 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. : 89% · 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 ()
3 of 16 funds in its are : BIB, BIS, TMF
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.
Focus: biotech. It rides uptrends with BIB (a 2x bullish biotech fund) and can short sharp spikes with BIS (a 2x bearish biotech fund). When biotech looks weak or jumpy, it parks in a safety mix: GLD (gold), USDU (long U.S. dollar), and 1–3 sector funds such as XLV (health care), XLU (utilities), XLP (staples). It switches using simple heat checks: stretched vs beaten‑down prices, price vs a short‑term average, big recent drops, and whether bonds are outpacing stocks.
A biotech‑first switcher: 2x long (BIB) in healthy uptrends, 2x short (BIS) when biotech is overheated, otherwise rotates into a safety basket (gold, U.S. dollar, and defensive sectors) using simple heat and drawdown checks.
Biotech-focused, levered bets with a defensive sleeve seek outsized gains. OOS: 23.76% annualized vs 20.34% S&P; but larger drawdowns (38.4% vs 18.8%) and a lower Sharpe (~0.88 vs 1.30). Gold/USD/defensives add resilience and diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $574k | 2026-10-11 | |
| Backtest regulatory fees | $3,945 | 2026-10-11 | |
| Backtest slippage cost | $32k | 2026-10-11 |
| AI categories (Composer) | biotech tactical, defensive rotation, gold & usd hedges, leveraged long/short, momentum/mean-reversion, volatility & drawdown filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 135 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.64 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIB", "BIS", "BND", "GLD", "IEF", "TLT", "TMF", "USDU", "XBI", "XLB", "XLE", "XLI", "XLP", "XLRE", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,761 | 2026-10-11 | |
| Out-of-sample length | 797 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5637% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.52% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.10% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.32% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 78.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 75.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.33% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
