Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based, high‑risk strategy. It compares short‑term bond vs stock strength, then buys the biggest recent dip either in leveraged bullish funds (if bonds look stronger) or in inverse funds (if stocks look stronger). Split across 5 equal sleeves.
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.
4 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 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 61% · 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 ()
18 of 23 funds in its are : DRV, EDC, HIBL, JDST, LABD, LABU, PSQ, SH, TECL, TMF, TMV, TYD, TYO, UPRO, URTY, WEBL, 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.
It splits your money into 5 equal sleeves. Each day, each sleeve asks: over the last 10–15 days, are bonds (BND/AGG/SCHZ/TYD) stronger than stocks (QQQ or small‑caps via URTY)? RSI is a quick “who’s stronger now?” score. If bonds look stronger, it buys the biggest 4‑day dip from bullish funds (e.g., TECL tech 3x, UPRO S&P 3x, TMF Treasuries 3x). If stocks look stronger, it buys the biggest 4‑day dip among inverse funds (e.g., PSQ short QQQ, SH short S&P). Rebalanced daily.
A daily, rules‑based, high‑risk strategy. It compares short‑term bond vs stock strength, then buys the biggest recent dip either in leveraged bullish funds (if bonds look stronger) or in inverse funds (if stocks look stronger). Split across 5 equal sleeves.
Rule-based, daily-rebalanced strategy betting on bond-vs-stock strength and buying beaten-down leveraged/inverse ETFs for short-term rebounds. OOS return ~59% vs SPY ~20%; Calmar ~1.30. Higher drawdowns (~45%), but strong upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18.2M | 2026-10-11 | |
| Backtest regulatory fees | $83k | 2026-10-11 | |
| Backtest slippage cost | $740k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, multi-asset, relative strength, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 124 | 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[ "AGG", "BND", "DRV", "EDC", "HIBL", "JDST", "LABD", "LABU", "PSQ", "QQQ", "SCHZ", "SH", "SOXX", "TECL", "TMF", "TMV", "TYD", "TYO", "UPRO", "URTY", "WEBL", "YANG", "YINN" ] | 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) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,734 | 2026-10-11 | |
| Out-of-sample length | 815 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 197.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 182k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.44% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 352.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 30.16% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 140.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 140.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 11.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 29.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -79.61% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 70.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 126.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 123.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.86% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
