Composer · investment strategy
by Composer Technologies · via Composer
A daily, 5-sleeve, short-term contrarian system. It checks whether bonds or stocks look stronger lately, then buys the most beaten-down leveraged funds (or inverse funds) for a quick bounce. Uses very volatile ETFs; 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.
4 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%)
3 funds (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 61% · 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 ()
18 of 23 funds in its are : DRV, EDC, HIBL, JDST, LABD, LABU, PSQ, SH, TECL, TMF, TMV, TYD, TYO, UPRO, URTY, WEBL, 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.
Each day it runs 5 quick checks comparing recent strength of bonds vs stocks over 10–15 days (RSI: a 0–100 ‘heat’ score; higher=stronger). It then buys the worst 4‑day performer (a short‑term bounce bet) from a preset list. If bonds look stronger → 1 bullish fund (e.g., TECL=3x tech, UPRO=3x S&P, TMF=3x Treasuries). If stocks look stronger → 1–2 bearish funds (PSQ=short Nasdaq, DRV=short real estate, YANG=short China). Rebalances daily; very risky.
A daily, 5-sleeve, short-term contrarian system. It checks whether bonds or stocks look stronger lately, then buys the most beaten-down leveraged funds (or inverse funds) for a quick bounce. Uses very volatile ETFs; high risk.
Out-of-sample upside can be far higher than the S&P: around 59% annualized vs ~20% for SPY, with Calmar ~1.30. Daily contrarian bets on volatile ETFs aim for quick rebounds; higher drawdowns (~45%) are the price for potentially bigger gains.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18.2M | 2026-10-11 | |
| Backtest regulatory fees | $83k | 2026-10-11 | |
| Backtest slippage cost | $740k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, mean reversion, regime filter, short-term, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 124 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "DRV", "EDC", "HIBL", "JDST", "LABD", "LABU", "PSQ", "QQQ", "SCHZ", "SH", "SOXX", "TECL", "TMF", "TMV", "TYD", "TYO", "UPRO", "URTY", "WEBL", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,734 | 2026-10-11 | |
| Out-of-sample length | 815 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 197.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 182k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.44% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 352.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 30.16% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 140.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 140.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 11.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 29.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -79.61% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 70.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 126.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 123.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
