Composer · investment strategy
by Composer Technologies · via Composer
A daily, contrarian mean‑reversion sleeve. It compares bond vs high‑beta‑stock “heat” (RSI) to choose a bull or bear menu, then buys the most beaten‑down ETF for a short‑term bounce. Uses leveraged long/inverse funds across equities, Treasuries, and global beta.
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 ()
16 of 20 funds in its are : DRV, EDC, HIBL, JDST, LABD, LABU, PSQ, SARK, SH, 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 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.
Daily it compares short‑term “heat” (RSI = a 0–100 gauge of how fast price has moved recently) of 3–7Y US Treasuries (IEI) vs high‑volatility US stocks (SPHB). If bonds look hotter, it picks 1 long ETF; otherwise 1 inverse ETF. It always buys the one that has fallen most over ~4 days, aiming for a bounce. Only a small sleeve (~27–30%) is used; the rest stays in cash/elsewhere.
A daily, contrarian mean‑reversion sleeve. It compares bond vs high‑beta‑stock “heat” (RSI) to choose a bull or bear menu, then buys the most beaten‑down ETF for a short‑term bounce. Uses leveraged long/inverse funds across equities, Treasuries, and global beta.
Out-of-sample, this contrarian mean-reversion sleeve targets ~71% annualized return vs ~21% for the S&P, with beta ~0.91. A ~27% sleeve plus cash buffer offers upside with risk control; drawdowns can spike in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.0M | 2026-10-11 | |
| Backtest regulatory fees | $29k | 2026-10-11 | |
| Backtest slippage cost | $248k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, long/short, mean reversion, risk-on/off, rsi signal, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 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", "IEI", "JDST", "LABD", "LABU", "PSQ", "SARK", "SH", "SOXX", "SPHB", "TARK", "TECL", "TMF", "TMV", "TYO", "UPRO", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 |
| Remixes (copies) | 107 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 840 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 342.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 70k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 71.26% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 502.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 26.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.97% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 148.69% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 148.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 48.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.84 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 77.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 71.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 148.48 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 144.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
