Composer · investment strategy
by Composer Technologies · via Composer
A daily, contrarian, inverse‑ETF strategy. A bond‑vs‑Nasdaq test flips between aggressive shorts and patience. It buys leveraged bearish funds (tech, energy, biotech, bonds) only after sharp pops; otherwise it holds T‑bills.
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.
“if not, it parks in T‑bills (BIL)”
“It buys leveraged bearish funds (tech, energy, biotech, bonds) only after sharp pops”
“A daily, contrarian, inverse‑ETF strategy.”
“KMLM is a trend gauge for biotech/bond shorts.”
“it picks one bearish ETF (tech, energy, S&P, bonds) using drawdown/volatility”
“it buys a bearish ETF only when its RSI is very low”
“It compares bonds (IEF, 8‑day RSI) to a Nasdaq‑bear fund (PSQ, 45‑day RSI).”
1 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 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-11 ()
9 of 12 funds in its are : ERY, FAZ, LABD, PSQ, SMN, SPDN, SPXS, SQQQ, TMV
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Each day it checks “heat” scores (RSI: 0–100; low = very beaten down). It compares bonds (IEF, 8‑day RSI) to a Nasdaq‑bear fund (PSQ, 45‑day RSI). If bonds look weaker, it picks one bearish ETF (tech, energy, S&P, bonds) using drawdown/volatility. Otherwise it waits for big pops: it buys a bearish ETF only when its RSI is very low; if not, it parks in T‑bills (BIL). KMLM is a trend gauge for biotech/bond shorts.
A daily, contrarian, inverse‑ETF strategy. A bond‑vs‑Nasdaq test flips between aggressive shorts and patience. It buys leveraged bearish funds (tech, energy, biotech, bonds) only after sharp pops; otherwise it holds T‑bills.
Out-of-sample return ~25.9% vs SPY ~18.5%, Sharpe ~1.00, beta ~-0.48 for diversification. Calmar ~0.90; max drawdown ~28.7%. A contrarian, RSI-driven inverse-ETF strategy seeking higher upside with market independence.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $217k | 2026-10-11 | |
| Backtest regulatory fees | $908 | 2026-10-11 | |
| Backtest slippage cost | $7,180 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etfs, leveraged, mean reversion, risk-on/off, rsi, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 116 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.85 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "ERY", "FAZ", "IEF", "KMLM", "LABD", "PSQ", "SMN", "SPDN", "SPXS", "SQQQ", "TMV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.29 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,425 | 2026-10-11 | |
| Out-of-sample length | 641 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2068% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.67% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.55% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.55% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.38% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.65% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.98% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
