Composer · investment strategy
by Composer Technologies · via Composer
Daily, all‑in strategy. If market “fear” (VIXM) is surging (RSI>69), buy a 3x inverse S&P 500 fund (SPXU). Otherwise, own whichever of Apple, Exxon, or Coinbase shows the strongest 10‑day momentum.
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.
100.0% 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 5 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 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, the system checks a “fear gauge” fund (VIXM). If its recent-surge score (RSI, a 0–100 measure of how fast it’s been rising) is above 69, it buys SPXU—a fund that goes up when the S&P 500 falls (at 3x speed).<br>Otherwise, it buys just one stock: whichever of Apple (AAPL), Exxon Mobil (XOM), or Coinbase (COIN) has the strongest 10‑day momentum (highest RSI). It stays 100% in that pick until the next day’s check.
Daily, all‑in strategy. If market “fear” (VIXM) is surging (RSI>69), buy a 3x inverse S&P 500 fund (SPXU). Otherwise, own whichever of Apple, Exxon, or Coinbase shows the strongest 10‑day momentum.
Out-of-sample edge: ~23.2% annualized return vs ~22.3% for the S&P 500, with beta ~1.01. In volatility spikes it hedges with 3x SPXU, aiming for downside protection and stronger rallies—though drawdowns can be higher (~39%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $102k | 2026-10-11 | |
| Backtest regulatory fees | $313 | 2026-10-11 | |
| Backtest slippage cost | $2,819 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged inverse etf, momentum, single-position, tactical allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 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", "COIN", "SPXU", "VIXM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,370 | 2026-10-11 | |
| Out-of-sample length | 713 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 923.93% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 80.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.58% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.36% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -17.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -17.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.27% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -15.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
