Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based switcher that toggles between 3x biotech (LABU/LABD), leveraged tech/semis, hedges, or T‑bills based on simple “hot/cold” readings, dips, and volatility. It buys weakness, fades extremes, and can hedge fast. 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.
1 positions as of 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
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 reads a few simple “speedometers” of markets (RSI = how hot/cold recent moves are; moving averages; short‑term gains/losses). If things look stretched or panicky, it hedges with inverse funds, volatility (UVXY), or T‑bills (BIL). If conditions look strong or like a dip is stabilizing, it buys high‑octane funds—mainly flipping between 3x biotech up (LABU) and down (LABD), plus 3x tech/semis (TQQQ, SOXL). A meta layer often picks the hottest sleeve.
A daily, rules‑based switcher that toggles between 3x biotech (LABU/LABD), leveraged tech/semis, hedges, or T‑bills based on simple “hot/cold” readings, dips, and volatility. It buys weakness, fades extremes, and can hedge fast. High risk.
A dynamic, rules-based rotation into high-beta biotech/tech with hedges; out-of-sample returns exceed the S&P (22.37% vs 20.35%), with positive alpha, but higher volatility and drawdowns for bigger upside.
www.investorcollab.com
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $128.6M | 2026-10-19 | |
| Backtest regulatory fees | $435k | 2026-10-19 | |
| Backtest slippage cost | $4.2M | 2026-10-19 |
| AI categories (Composer) | biotech/tech focus, daily rebalance, high risk, leveraged etfs, long/short, momentum (rsi), sector rotation, tactical rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 337 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.84 | 2026-10-19 | |
| 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" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-19 |
| Remixes (copies) | 26 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,935 | 2026-10-19 | |
| Out-of-sample length | 620 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 242.66% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1285k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.66% | ||
| Return, trailing 1 day (out-of-sample) | -10.80% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 31.29% | ||
| Return, trailing 1 week (out-of-sample) | -8.28% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 31.80% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 63.26% | ||
| Return, trailing 2 weeks (out-of-sample) | 8.42% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 19.16% | ||
| SPY annualized return over the backtest window (backtest) | 16.10% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.32 | ||
| Maximum drawdown, backtest period (backtest) | -81.73% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -70.87% | ||
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Sortino ratio, backtest period (backtest) | 2.83 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 91.28% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 76.35% |
| Annualized turnover, backtest period (backtest) | 70.32 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 70.86 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.06% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.81% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
