Composer · investment strategy
by Composer Technologies · via Composer
Daily contrarian swing strategy. Compares a short momentum “heat” score of Treasuries vs small caps, then buys one recently beaten‑down high‑octane ETF (bull or bear) from a preset list. Keeps a cash buffer. High turnover and 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.
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)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
14 of 17 funds in its are : DRV, EDC, HIBL, LABD, LABU, PSQ, SARK, SH, TARK, TECL, TMF, TMV, 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.
Each day it compares a quick “heat” score (RSI: 0–100 of recent ups vs downs) of Treasuries (IEF) to small caps (IWM). If bonds’ score is higher, it buys 1 recently fallen bullish ETF (tech, small-caps, semis, China, biotech, ARK, long bonds). Otherwise it buys 1 fallen bearish ETF (inverse QQQ/ARKK/S&P, inverse bonds/biotech/real estate). ~70–80% invested; rest in cash. Very volatile.
Daily contrarian swing strategy. Compares a short momentum “heat” score of Treasuries vs small caps, then buys one recently beaten‑down high‑octane ETF (bull or bear) from a preset list. Keeps a cash buffer. High turnover and volatility.
Out-of-sample, the daily contrarian swing strategy offers ~56% annualized return vs ~23% for the S&P, with Sharpe ~0.99 and Calmar ~0.93. It trades with higher volatility and draws (~60%), but aims for much bigger upside when bets snap back.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.3M | 2026-10-11 | |
| Backtest regulatory fees | $132k | 2026-10-11 | |
| Backtest slippage cost | $1.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, global sectors, leveraged/inverse etfs, mean-reversion, risk-on/off, single-position, tactical swing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 25 | 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", "HIBL", "IEF", "IWM", "LABD", "LABU", "PSQ", "SARK", "SH", "SOXX", "TARK", "TECL", "TMF", "TMV", "URTY", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 748 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 480.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 233k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 275.14% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 8.98% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 28.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 12.66% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 69.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 68.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 17.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -60.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 75.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 69.10% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 142.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 133.41 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
