Composer · investment strategy
by Composer Technologies · via Composer
Each day it checks whether bonds or risky stocks look stronger, then makes a contrarian bet: buy the biggest short‑term loser from a small list of leveraged ETFs (bullish or bearish). One holding at a time, ~90% invested, very high risk.
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 ()
11 of 14 funds in its are : DRV, EDC, PSQ, SARK, TARK, TECL, TMF, TMV, TYO, UPRO, 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.
Daily, it runs a simple heat check: compare a 7‑day “up‑vs‑down” score (often called RSI) of US Treasuries (IEI) to risky stocks (SPHB). If bonds look stronger, it buys the single worst 4‑day performer from a set of bullish, leveraged ETFs; otherwise it buys the worst from a set of inverse (bearish) ETFs. It puts ~90% in that one fund and leaves the rest in cash. It’s a short‑term contrarian bounce tactic.
Each day it checks whether bonds or risky stocks look stronger, then makes a contrarian bet: buy the biggest short‑term loser from a small list of leveraged ETFs (bullish or bearish). One holding at a time, ~90% invested, very high risk.
Out-of-sample edge: Sharpe ~1.52, Calmar ~2.40, and ~102% oos annualized return. A disciplined contrarian strategy with a cash buffer, designed to outperform the S&P 500 while managing drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.8M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $94k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, long/short, mean reversion, regime switching, tactical etf rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "IEI", "PSQ", "SARK", "SOXX", "SPHB", "TARK", "TECL", "TMF", "TMV", "TYO", "UPRO", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 |
| Remixes (copies) | 416 | 2026-10-11 | |
| Watchers | 163 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 259.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 28k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 102.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 1045% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 6.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 116.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 116.74% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 6.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.00 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.67% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 133.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 130.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
