Composer · investment strategy
by Composer Technologies · via Composer
A daily, 90%-invested tactical strategy. It checks whether bonds or small‑cap stocks look stronger, then buys one high‑octane ETF from a long or inverse list. It intentionally buys the recent loser (last 4 days) to catch short‑term rebounds.
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. : 100% · 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 ()
10 of 13 funds in its are : DRV, EDC, HIBL, JDST, PSQ, TECL, TMF, TMV, TYO, UPRO
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 compares recent “heat” (RSI, a 0–100 recent‑strength score) of 7–10yr US Treasuries (IEF) vs small‑cap US stocks (IWM). If bonds look stronger, it picks one aggressive long fund (e.g., 3x tech/S&P, semis, long Treasuries). Otherwise it picks one inverse fund (e.g., short Nasdaq, Treasuries, real estate). It buys the one that fell most over 4 days, betting on a snap‑back. ~90% invested; ~10% cash.
A daily, 90%-invested tactical strategy. It checks whether bonds or small‑cap stocks look stronger, then buys one high‑octane ETF from a long or inverse list. It intentionally buys the recent loser (last 4 days) to catch short‑term rebounds.
Out-of-sample annualized return ~33% vs ~19% for the S&P 500; Sharpe ~0.76, Calmar ~0.81. Stronger risk-adjusted upside from daily tactical mean-reversion, with higher drawdowns (~41%) possible.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7M | 2026-10-11 | |
| Backtest regulatory fees | $13k | 2026-10-11 | |
| Backtest slippage cost | $102k | 2026-10-11 |
| AI categories (Composer) | daily tactical rotation, high turnover, leveraged etfs, long/short, mean reversion, rsi regime filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 19 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DRV", "EDC", "HIBL", "IEF", "IWM", "JDST", "PSQ", "SOXX", "TECL", "TMF", "TMV", "TYO", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 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) | 0.39 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,734 | 2026-10-11 | |
| Out-of-sample length | 657 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 110.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 111.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 23.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.90% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.83% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -9.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -80.98% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 73.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 126.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 117.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
