Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based switch between a 2x Nvidia ETF and T‑Bills. It buys NVDX after a 1‑day lag vs QQQ (contrarian) or after 2–3 days of strength when buying pressure beats a trend gauge (KMLM). Otherwise it stays in T‑Bills.
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 2026-10-19
: 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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
0.0% 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% · 2026-10-19 ()
1 of 5 funds in its are : NVDX
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.
Each day it switches between a 2x Nvidia ETF (NVDX) and T‑Bills (BIL).<br>- If Nvidia (NVDA) did worse than the Nasdaq‑100 fund (QQQ) yesterday, buy NVDX (bet on a bounce).<br>- Otherwise, if NVDA beat QQQ over 2 and 3 days, buy NVDX only if its 10‑day RSI (a 0–100 score of recent buying vs selling) is higher than that of KMLM (a broad trend‑following fund).<br>- Else, hold BIL.
A rules‑based switch between a 2x Nvidia ETF and T‑Bills. It buys NVDX after a 1‑day lag vs QQQ (contrarian) or after 2–3 days of strength when buying pressure beats a trend gauge (KMLM). Otherwise it stays in T‑Bills.
Out-of-sample: ~24.4%/yr vs S&P ~17.7%, with oos Sharpe ~0.67 and Calmar ~0.42. It toggles between 2x Nvidia and T-Bills on short-term signals for higher upside, accepting larger drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $254k | 2026-10-19 | |
| Backtest regulatory fees | $1,307 | 2026-10-19 | |
| Backtest slippage cost | $8,984 | 2026-10-19 |
| AI categories (Composer) | leveraged single‑stock etf, momentum & mean reversion, nvda‑focused, risk‑on/risk‑off, tactical | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 21 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "KMLM", "NVDA", "NVDX", "QQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.83 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 741 | 2026-10-19 | |
| Out-of-sample length | 516 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 199.92% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2438% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.36% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 55.58% | ||
| Return, trailing 1 day (out-of-sample) | -2.83% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -12.27% | ||
| Return, trailing 1 week (out-of-sample) | -5.23% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 24.15% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 30.43% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.21% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 16.56% | ||
| SPY annualized return over the backtest window (backtest) | 23.12% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.42 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.42 | ||
| Maximum drawdown, backtest period (backtest) | -58.51% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.51% | ||
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Sortino ratio, backtest period (backtest) | 2.84 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 80.06% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 75.13% |
| Annualized turnover, backtest period (backtest) | 96.24 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.21 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 51.15% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.42% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
