Composer · investment strategy
by Composer Technologies · via Composer
A fast, high-risk strategy that flips between bullish and bearish leveraged ETFs using a quick bond-vs-small-cap strength check, then buys the most beaten‑down choices for a short‑term bounce, with a dedicated biotech long/short sleeve.
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.
3 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%)
3 funds (SEC N-PORT, as of 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 48% · 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 ()
13 of 16 funds in its are : DRV, EDC, HIBL, LABD, LABU, PSQ, SARK, SH, TARK, TECL, TMF, TMV, URTY
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.
Daily check: a quick “heat” test compares recent strength in bonds (IEF) to small caps (IWM) using a short-term up-vs-down-days gauge (RSI). If bonds look stronger, it uses bullish ETFs; if not, it uses inverse (bearish) ETFs.<br>Then it buys the 1–2 funds that have slumped most over ~4 days, aiming for a bounce. A biotech sleeve separately flips between LABU (up) and LABD (down) on the same test.
A fast, high-risk strategy that flips between bullish and bearish leveraged ETFs using a quick bond-vs-small-cap strength check, then buys the most beaten‑down choices for a short‑term bounce, with a dedicated biotech long/short sleeve.
Unique regime-switching strategy targeting short-term mean-reversion in leveraged ETFs and biotech bets. It delivers ~19.2% annualized out-of-sample returns with diversification versus the S&P, but comes with higher drawdowns and lower risk-adjusted Sharpe.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $439k | 2026-10-11 | |
| Backtest regulatory fees | $2,397 | 2026-10-11 | |
| Backtest slippage cost | $18k | 2026-10-11 |
| AI categories (Composer) | biotech, daily rebalance, high risk, inverse etfs, leveraged etfs, mean reversion, momentum filter, regime switch, small caps, tech, treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 130 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DRV", "EDC", "HIBL", "IEF", "IWM", "LABD", "LABU", "PSQ", "SARK", "SH", "SOXX", "TARK", "TECL", "TMF", "TMV", "URTY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,046 | 2026-10-11 | |
| Out-of-sample length | 710 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 148.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4294% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.12% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.85% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.14% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.76% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 71.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 80.10 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 85.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
