Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-driven, daily strategy. It leans into 3x biotech and tech/semis when conditions look healthy, but quickly flips to hedges (inverse Nasdaq or volatility) or cash-like ETFs when markets overheat or crack. Very high risk and turnover.
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 ()
37 of 76 funds in its are : DOG, DPST, DRN, DRV, EDC, ERX, ERY, FAS, FAZ, LABD, LABU, NAIL, PSQ, QID, RWM, SH, SOXL, SOXS, SPXL, SPXS, SQQQ, SRTY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UPRO, URTY, UVXY, WANT, 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 checks: (a) the S&P 500 vs its 200‑day average, (b) short‑term “heat” (RSI—like a speedometer for ‘too hot/cold’), (c) small‑caps (IWM) vs Treasuries (IEF/TMF), and (d) volatility (VIX via VIXY/UVXY). If risk looks good, it buys 3x biotech and tech/semis (LABU; TQQQ/SOXL). If overheated or falling, it flips to hedges (SQQQ or UVXY) or parks in T‑bills/short bonds (BIL/BSV). Two core sleeves also rotate among 3x bull/bear sector baskets. Rules‑only, rebalanced daily.
A fast, rules-driven, daily strategy. It leans into 3x biotech and tech/semis when conditions look healthy, but quickly flips to hedges (inverse Nasdaq or volatility) or cash-like ETFs when markets overheat or crack. Very high risk and turnover.
Out-of-sample edge: ~24.5% annualized return vs 20.9% for the S&P 500, driven by agile biotech/tech tilts and hedges. Caveat: higher volatility and drawdowns (up to ~65%). Best for high‑risk, long‑term investors.
www.investorcollab.com
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $319.4M | 2026-10-11 | |
| Backtest regulatory fees | $1.3M | 2026-10-11 | |
| Backtest slippage cost | $12.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, long/short, momentum/trend, risk-on/off timing, sector rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 333 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.79 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMZN", "BA", "BIL", "BSV", "C", "CSX", "DOG", "DPST", "DRN", "DRV", "EDC", "EEM", "ERX", "ERY", "FAS", "FAZ", "GE", "GOOG", "IBM", "IEF", "INTC", "IWM", "JPM", "LABD", "LABU", "LLY", "MDB", "META", "MSFT", "NAIL", "NFLX", "NVDA", "PSQ", "QID", "QQQ", "RWM", "SH", "SOXL", "SOXS", "SOXX", "SPLV", "SPXL", "SPXS", "SPY", "SQQQ", "SRTY", "STX", "TBF", "TECL", "TECS", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSM", "UCO", "UDOW", "UPRO", "UPS", "URTY", "USRT", "UVXY", "VIXM", "VIXY", "WANT", "WDC", "WFC", "XLK", "XLRE", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,929 | 2026-10-11 | |
| Out-of-sample length | 616 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 287.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3194k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.53% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 9.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 36.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 19.90% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 21.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -24.02% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.40% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -80.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 86.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 73.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 84.65 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 83.08 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.05% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
