Composer · investment strategy
by Composer Technologies · via Composer
A daily, biotech‑first, tactical strategy using leveraged ETFs. Buys after selloffs, shorts after spikes, shifts to dollar/gold/defensives when risk rises, with small rotations in big pharma/semis and a volatility hedge.
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.
6 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%)
2 funds (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. : 100% · 2026-10-11 ()
25.5% 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 ()
10 of 33 funds in its are : BIB, BIS, LABD, LABU, SPXL, SPXS, TECL, TMF, TQQQ, 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.
Core trades biotech with simple signals.<br>- After sharp drops buy bull (BIB/LABU); after big spikes flip to bear (BIS/LABD).<br>- If bonds lead or drawdowns rise, move to US dollar (USDU), gold (GLD) and a defensive sector.<br>- Small sleeves rotate LLY/AVGO/TLT and short‑term momentum in NVDA/KLAC/AMD/LLY/NVO; hedge with UVXY when QQQ/SPY overheat; buy TECL when TQQQ is washed out.<br>RSI = 0–100 “heat”; drawdown = drop from a recent high.
A daily, biotech‑first, tactical strategy using leveraged ETFs. Buys after selloffs, shorts after spikes, shifts to dollar/gold/defensives when risk rises, with small rotations in big pharma/semis and a volatility hedge.
Out-of-sample annualized return: 25.6% vs 19.5% for the S&P. A biotech-led, rules-based strategy with hedges to safety assets (USD, gold, bonds) offering higher upside with built-in risk controls—though drawdowns can be larger.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.5M | 2026-10-11 | |
| Backtest regulatory fees | $91k | 2026-10-11 | |
| Backtest slippage cost | $840k | 2026-10-11 |
| AI categories (Composer) | biotech, bonds, gold, hedging, leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, tactical, us dollar | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 389 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.54 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AMD", "AVGO", "BIB", "BIS", "BND", "GLD", "IEF", "IWM", "KLAC", "LABD", "LABU", "LLY", "NVDA", "NVO", "QQQ", "SPXL", "SPXS", "SPY", "TECL", "TLT", "TMF", "TQQQ", "USDU", "UVXY", "XBI", "XLB", "XLE", "XLI", "XLP", "XLRE", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,751 | 2026-10-11 | |
| Out-of-sample length | 631 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 103.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 235k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 77.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.57% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 35.78% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.67% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.48% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 83.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 84.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
