Composer · investment strategy
by Composer Technologies · via Composer
Daily: if volatility’s 40‑day RSI (via VIXM) is hot (>69), short the S&P 500 with SPXU. Otherwise, put 100% into the strongest of MSFU (1.5× Microsoft), NVDA (Nvidia), or XOM (Exxon) based on 40‑day RSI.
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%)
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 ()
2 of 5 funds in its are : 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, it checks a 40‑day RSI (a 0–100 score of recent price strength) on VIXM, an ETF tied to market volatility. If that RSI is above 69, it buys SPXU (a 3× inverse S&P 500 fund). Otherwise, it puts 100% into whichever has the highest 40‑day RSI: MSFU (1.5× Microsoft), NVDA (Nvidia), or XOM (Exxon). Rebalances daily.
Daily: if volatility’s 40‑day RSI (via VIXM) is hot (>69), short the S&P 500 with SPXU. Otherwise, put 100% into the strongest of MSFU (1.5× Microsoft), NVDA (Nvidia), or XOM (Exxon) based on 40‑day RSI.
Out-of-sample annualized return: 28.7% vs S&P 22.2%. Volatility-triggered, levered momentum (MSFT/NVDA/XOM) with SPXU hedges in spikes; 1,039-day OOS track record. Higher drawdown risk (55% OOS) but strong upside in volatile regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44k | 2026-10-11 | |
| Backtest regulatory fees | $80 | 2026-10-11 | |
| Backtest slippage cost | $679 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, momentum rotation, tech and energy tilt, volatility trigger | 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[ "MSFU", "NVDA", "SPXU", "VIXM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 986 | 2026-10-11 | |
| Out-of-sample length | 711 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 343.94% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 104.01% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 4.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 6.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.52% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.12% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.28% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
