Composer · investment strategy
by Composer Technologies · via Composer
Daily mean‑reversion in China and U.S. biotech using 3x bull/bear ETFs. If no recent extreme, it buys a leveraged volatility fund (UVXY) when markets look overheated, otherwise holds T‑bills (BIL). Very volatile and high risk.
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 2026-10-19
: 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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
6 of 10 funds in its are : LABD, LABU, TQQQ, UVXY, YANG, YINN
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.
The portfolio runs two sleeves: China stocks and U.S. biotech. Each day, if either area moved ~±10% over 5 days, it bets on a short‑term snap‑back: after a down day it buys the 3x bull fund (YINN or LABU); after an up day it buys the 3x bear (YANG or LABD). If there’s no recent extreme, it either buys UVXY—a leveraged “fear/volatility” fund—when a 0–100 heat meter (RSI) shows the U.S. market is overheated, or it parks in T‑bills (BIL). Very high risk.
Daily mean‑reversion in China and U.S. biotech using 3x bull/bear ETFs. If no recent extreme, it buys a leveraged volatility fund (UVXY) when markets look overheated, otherwise holds T‑bills (BIL). Very volatile and high risk.
A diversified two-sleeve strategy (China and U.S. biotech) with a volatility hedge. OOS: ~16.7%/yr return, ~0.79 Sharpe, ~0.79 Calmar over ~956 days—delivering risk-adjusted gains and diversification vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-19 | |
| Backtest regulatory fees | $1,952 | 2026-10-19 | |
| Backtest slippage cost | $17k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, rsi timing, sector/region rotation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 61 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "FXI", "LABD", "LABU", "SPY", "TQQQ", "UVXY", "XBI", "YANG", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 |
| Remixes (copies) | 79 | 2026-10-19 | |
| Watchers | 27 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,865 | 2026-10-19 | |
| Out-of-sample length | 662 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 53.83% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.75% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 49.73% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -16.76% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -16.72% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 13.82% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.54 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Maximum drawdown, backtest period (backtest) | -21.21% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.11% | ||
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Sortino ratio, backtest period (backtest) | 3.83 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 32.92% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.61% |
| Annualized turnover, backtest period (backtest) | 16.71 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.46 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.19% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 75.68% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
