Composer · investment strategy
by Composer Technologies · via Composer
Daily switcher: if volatility (via VIXM) is running hot, it shorts the S&P 500 with a leveraged inverse ETF (SPXU). Otherwise it holds one big tech stock—MSFT if T‑Mobile has been jumpier than AT&T, else AAPL.
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%)
No funds
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 ()
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% · 2026-10-11 ()
1 of 6 funds in its are : SPXU
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 Leveraged ETFs 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 checks: 1) If the 40‑day RSI (a 0–100 recent‑strength score) of VIXM (an ETF tied to market volatility) is above 69, it buys SPXU, which rises when the S&P 500 falls (~−3x daily).<br>2) Otherwise, it compares 10‑day “jumpiness” of TMUS vs T; if TMUS > T, buy MSFT; else buy AAPL.
Daily switcher: if volatility (via VIXM) is running hot, it shorts the S&P 500 with a leveraged inverse ETF (SPXU). Otherwise it holds one big tech stock—MSFT if T‑Mobile has been jumpier than AT&T, else AAPL.
Volatility-aware, daily-switch strategy hedging the S&P during turbulence (SPXU) and rotating MSFT/AAPL in calmer markets. Out-of-sample: ~21.3% annualized return with Calmar ~0.76—competitive risk-adjusted returns and diversification versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $618k | 2026-10-11 | |
| Backtest regulatory fees | $1,491 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etf hedge, market timing, mega-cap tech, single-stock rotation, tactical allocation, volatility signal | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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[ "AAPL", "MSFT", "SPXU", "T", "TMUS", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,924 | 2026-10-11 | |
| Out-of-sample length | 710 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.32% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6082% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 72.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 39.34% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.52% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.55% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
