Composer · investment strategy
by Composer Technologies · via Composer
A daily, cross‑asset, contrarian trader: compare 1‑week “heat” of Treasuries vs high‑beta stocks to pick a side, then buy one leveraged ETF that’s been the biggest 4‑day laggard on that side. Typically holds ~2 weeks and uses only a slice of cash.
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.
2 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 ()
14 of 17 funds in its are : DRV, EDC, HIBL, JDST, LABU, 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 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 asks what’s been hotter over the last week: safe US bonds (IEI) or very volatile stocks (SPHB). If bonds are hotter, it buys one bullish leveraged ETF (tech/innovation, semis, biotech, China/EM, long bonds), picking the one that fell most in the last 4 days. If stocks are hotter, it buys one bearish/inverse ETF (short ARKK/Nasdaq/bonds/real estate/gold miners), again choosing the recent laggard. It often holds ~2 weeks and usually deploys only ~30%, leaving the rest in cash.
A daily, cross‑asset, contrarian trader: compare 1‑week “heat” of Treasuries vs high‑beta stocks to pick a side, then buy one leveraged ETF that’s been the biggest 4‑day laggard on that side. Typically holds ~2 weeks and uses only a slice of cash.
Out-of-sample annualized return ~95% vs ~22% for the S&P. Calmar ~1.91 and Sharpe ~1.35 show strong risk‑adjusted gains. Drawdowns can approach ~50%, but a cash buffer and ~2-week cross-asset contrarian bets seek big upside from a single leveraged ETF.
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 | $20k | 2026-10-11 | |
| Backtest slippage cost | $165k | 2026-10-11 |
| AI categories (Composer) | cross-asset signal, daily rebalance, leveraged etfs, mean reversion, risk-on/off timing, tactical, tech/growth tilt | 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", "IEI", "JDST", "LABU", "PSQ", "SARK", "SOXX", "SPHB", "TARK", "TECL", "TMF", "TMV", "TYO", "UPRO", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 |
| Remixes (copies) | 138 | 2026-10-11 | |
| Watchers | 46 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 853 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 311.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 51k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 95.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 865.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 8.98% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 32.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 12.66% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 103.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 103.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 12.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.57% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 72.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 141.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 138.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.96% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
