Composer · investment strategy
by Composer Technologies · via Composer
Tactical switch between 3x long or 3x short biotech using simple “heat” checks across stocks vs Treasuries, with an extra filter when the S&P 500 runs hot. Keeps a cash buffer and typically trades no more than every ~2 weeks.
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 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 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 ()
3 of 6 funds in its are : LABD, LABU, TMF
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.
What it does: flips between 3x long biotech (LABU) or 3x short biotech (LABD). Uses RSI, a short‑term “hot/cold” score of recent price moves.<br>1) Checks if the S&P 500 (SPY) looks very hot. If yes, it also checks long‑term Treasuries (TMF).<br>2) Compares momentum in small‑caps (IWM) vs Treasuries (IEF). If stocks are stronger it usually goes long; if bonds are stronger it usually goes short. When SPY is very hot, the TMF check can flip this test.<br>About 70–80% is invested (rest in cash). Trades switch no more than ~every 15 days. Uses 3x ETFs (very high risk).<br>Tickers: LABU/LABD=3x biotech up/down; IWM=small‑caps; IEF=7–10y Treasuries; TMF=3x 20+y Treasuries; SPY=S&P 500.
Tactical switch between 3x long or 3x short biotech using simple “heat” checks across stocks vs Treasuries, with an extra filter when the S&P 500 runs hot. Keeps a cash buffer and typically trades no more than every ~2 weeks.
Out-of-sample upside: ~42.8% annualized vs SPY ~18.9%. Uses a cash buffer and timing rules to aim for biotech gains when stocks are strong. Expect larger drawdowns (~67.7%); best for risk-tolerant investors seeking strong growth with cushion.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.4M | 2026-10-11 | |
| Backtest regulatory fees | $7,824 | 2026-10-11 | |
| Backtest slippage cost | $68k | 2026-10-11 |
| AI categories (Composer) | biotech, intermarket signals, leveraged etfs, long/short, market timing, momentum, risk-managed, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 32 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "IWM", "LABD", "LABU", "SPY", "TMF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 |
| Remixes (copies) | 98 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,859 | 2026-10-11 | |
| Out-of-sample length | 585 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 34k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 128.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 9.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 48.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 19.90% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 57.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 57.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 21.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.10% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -97.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -67.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 98.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 81.36% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.74% | 2026-10-11 |
Collective2
Composer Technologies · Composer
