Composer · investment strategy
by Composer Technologies · via Composer
Rules-based biotech strategy that flips between LABU (3x long) and LABD (3x short) using trend, volatility, and cross-asset cues. QQQ sets risk on/off; Treasuries or UVXY are used in risk-off. A kill switch avoids buying dips in macro selloffs. LABD profits fund rare-disease research.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
Goal: profit from biotech up and down moves using LABU (triple-long) or LABD (triple-short).<br>1) Market check: if QQQ is above its 35-day average we're risk-on; otherwise we sit in TMF (long Treasuries) or UVXY (volatility), with rare LABU bounce buys.<br>2) In risk-on, we choose LABU vs LABD by biotech trend (XBI), volatility (UVXY) and interest-rate trend. RSI (a short-term "heat" gauge): very high => tilt to LABD.<br>Kill switch: don't buy dips when biotech drops with the market.
Rules-based biotech strategy that flips between LABU (3x long) and LABD (3x short) using trend, volatility, and cross-asset cues. QQQ sets risk on/off; Treasuries or UVXY are used in risk-off. A kill switch avoids buying dips in macro selloffs. LABD profits fund rare-disease research.
Out-of-sample edge: ~40% annualized return vs ~20% S&P, with diversification (beta ≈ -0.33). Higher drawdowns (~41.8% vs 8.9%), but built-in risk controls and a philanthropic twist: LABD profits fund rare-disease research.
Created by Vigilante Bio, LLC. A systematic long–short biotech algorithm that dynamically allocates between LABU and LABD based on trend and cross-asset correlation, using XBI and SPY as regime signals. A built-in kill switch disables LABU exposure when XBI is in a sustained downtrend and highly correlated with SPY, treating biotech selloffs as macro liquidation regimes rather than mean-reversion opportunities. All profits made by shorting biotech (LABD) will be donated to rare disease research.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | biotech, leveraged etfs, long/short, risk management, tactical allocation, trend/momentum, volatility-aware | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.37% | ||
| Return, trailing 1 month (out-of-sample) | -0.80% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 17.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.95 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.77% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 75.42% |
Composer Technologies · Composer
Composer Technologies · Composer
