Composer · investment strategy
by Composer Technologies · via Composer
A one‑position, rules‑based swing strategy that flips between leveraged “long” ETFs and inverse ETFs. It decides with a bonds‑vs‑stocks strength test (RSI) and then picks the week’s strongest ETF, favoring the version with lower recent drawdowns/volatility.
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%)
2 funds (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 51% · 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.
Every ~2 weeks it asks: are U.S. Treasury bonds showing more short‑term strength than risky stocks? (RSI = recent up‑vs‑down strength, 0–100.) If yes, it buys the strongest 1 fund from a list of aggressive longs (tech, small‑caps, semis, biotech, China/EM, or long Treasuries). If no, it buys the strongest 1 inverse fund (short QQQ/ARKK, bonds, real estate, biotech, or S&P 500). A meta‑layer prefers the calmer of two near‑identical rule sets.
A one‑position, rules‑based swing strategy that flips between leveraged “long” ETFs and inverse ETFs. It decides with a bonds‑vs‑stocks strength test (RSI) and then picks the week’s strongest ETF, favoring the version with lower recent drawdowns/volatility.
Out-of-sample upside: ~40.5% annualized return vs SPY ~23%; Sharpe ~0.84; Calmar ~0.69; beta ~0.81. A rules-based rotation between leveraged longs and inverse ETFs targets faster upside in regime shifts, with disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.1M | 2026-10-11 | |
| Backtest regulatory fees | $32k | 2026-10-11 | |
| Backtest slippage cost | $266k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, momentum, risk-on/risk-off, tactical rotation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 102 | 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) | 0.88 | 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) | 0.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,091 | 2026-10-11 | |
| Out-of-sample length | 748 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 320.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 51k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 174.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 4.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 26.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 7.82% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 57.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 57.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 12.77% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.76% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.47 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 69.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.29% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 145.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 138.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.36% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
