Composer · investment strategy
by Composer Technologies · via Composer
Daily, stay in T‑Bills unless bonds look weak and the inverse Nasdaq trend is strong. If “on,” split between 3x inverse biotech (LABD) and 3x inverse long‑Treasuries (TMV) only when a trend gauge (KMLM) is strong; anything else sits in 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.
No rules extracted from this strategy’s text yet.
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)
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 ()
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% · 2026-10-11 ()
3 of 6 funds in its are : LABD, PSQ, TMV
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 checks a simple 0–100 “recent strength” score (RSI). If 7–10y Treasuries (IEF, 8‑day score) look weaker than the 45‑day score of an inverse Nasdaq fund (PSQ), it tries inverse trades; otherwise it parks in T‑Bills (BIL).<br>When “on,” it buys: (1) a 3x bear biotech fund (LABD) and/or (2) a 3x bear long‑Treasury fund (TMV) only if each looks weak versus a trend barometer (KMLM, a managed‑futures ETF). It splits money equally among picks; anything not picked stays in BIL.
Daily, stay in T‑Bills unless bonds look weak and the inverse Nasdaq trend is strong. If “on,” split between 3x inverse biotech (LABD) and 3x inverse long‑Treasuries (TMV) only when a trend gauge (KMLM) is strong; anything else sits in T‑Bills.
Out-of-sample, this strategy earns higher risk-adjusted returns than the S&P: oos return 34.85% vs 19.09%, oos Sharpe 1.34 vs 1.19, Calmar 1.82, beta -0.41. Drawdown ≈19% with added diversification and trend-driven risk management.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $99k | 2026-10-11 | |
| Backtest regulatory fees | $227 | 2026-10-11 | |
| Backtest slippage cost | $1,709 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etfs, leveraged etfs, managed futures proxy, rsi momentum, tactical allocation, trend-following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 21 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.87 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IEF", "KMLM", "LABD", "PSQ", "TMV" ] | 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) | -0.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.27 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,439 | 2026-10-11 | |
| Out-of-sample length | 643 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.42% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 892.09% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 114.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.46% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.16% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.13% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.45% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 61.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 71.07% | 2026-10-11 |
Collective2
Composer Technologies · Composer
