Composer · investment strategy
by Composer Technologies · via Composer
Daily switches between: shorting the S&P 500 at 3× when the VIX “fear gauge” is surging, or owning 1.5× Apple or Microsoft. Uses recent choppiness of T‑Mobile vs AT&T to choose MSFT (more jumpy) or AAPL (less jumpy). Very aggressive.
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 ()
3 of 6 funds in its are : AAPU, MSFU, 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 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: (1) Check the VIX “fear gauge” ETF (VIXM). If its 40‑day momentum meter (RSI) is hot (>69), buy SPXU, a fund that moves about 3× opposite the S&P 500.<br>(2) Otherwise, pick a 1.5× Apple (AAPU) or Microsoft (MSFU) ETF: if T‑Mobile (TMUS) has been jumpier than AT&T (T) over 10 days, choose MSFU; else choose AAPU.
Daily switches between: shorting the S&P 500 at 3× when the VIX “fear gauge” is surging, or owning 1.5× Apple or Microsoft. Uses recent choppiness of T‑Mobile vs AT&T to choose MSFT (more jumpy) or AAPL (less jumpy). Very aggressive.
Out-of-sample annualized return ~30% vs SPY ~22%, with strong upside in volatility and a built-in hedge. Note: higher risk; max drawdown ~51% and Sharpe ~0.76 vs SPY’s ~1.37.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $35k | 2026-10-11 | |
| Backtest regulatory fees | $71 | 2026-10-11 | |
| Backtest slippage cost | $498 | 2026-10-11 |
| AI categories (Composer) | daily tactical, inverse etfs, leveraged etfs, regime switching, single-stock etfs, volatility regime filter | 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[ "AAPU", "MSFU", "SPXU", "T", "TMUS", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,026 | 2026-10-11 | |
| Out-of-sample length | 710 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.66% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 246.62% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.91% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 4.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 16.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 6.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 78.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 78.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 83.31% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.58 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
