Composer · investment strategy
by Composer Technologies · via Composer
A one‑holding, tactical strategy: it gauges whether bonds or high‑risk stocks look “hotter,” chooses a bull or bear list, then buys the single leveraged ETF that just dipped over ~4 days. If its two versions disagree, it keeps the calmer one. High risk, very concentrated.
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 ()
17 of 22 funds in its are : DRV, EDC, HIBL, JDST, LABD, LABU, PSQ, SARK, SH, TARK, TECL, TMF, TMV, TYO, UPRO, URTY, 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 Macro signals 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 first decides the market mood by checking which looks “hotter” lately: safe US bonds or risky stocks (a simple hot/cold gauge called RSI). That picks a bull list (bet on stocks) or a bear list (bet against them). It then buys just one high‑octane ETF from that list—the one that fell most over ~4 days (a buy‑the‑dip tilt). If two near‑twin versions disagree, it keeps the calmer one over the last 15 days. Many choices are 2x/3x leveraged funds.
A one‑holding, tactical strategy: it gauges whether bonds or high‑risk stocks look “hotter,” chooses a bull or bear list, then buys the single leveraged ETF that just dipped over ~4 days. If its two versions disagree, it keeps the calmer one. High risk, very concentrated.
Strategic tilt to regime shifts and one lagging, leveraged ETF after a dip; plus a volatility screen. Out-of-sample: ~34% annualized vs ~23% for the S&P; potential bigger drawdowns in downturns but higher upside in up markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.4M | 2026-10-11 | |
| Backtest regulatory fees | $37k | 2026-10-11 | |
| Backtest slippage cost | $316k | 2026-10-11 |
| AI categories (Composer) | contrarian dip-buying, leveraged etfs, long/short, regime switching, rsi signal, tactical allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 52 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DRV", "EDC", "HIBL", "IEF", "IEI", "IWM", "JDST", "LABD", "LABU", "PSQ", "SARK", "SH", "SOXX", "SPHB", "TARK", "TECL", "TMF", "TMV", "TYO", "UPRO", "URTY", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,095 | 2026-10-11 | |
| Out-of-sample length | 748 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 341.78% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 64k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 139.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 24.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.97% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 96.35% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 96.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -64.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -64.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 73.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 69.81% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 149.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 142.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
