Composer · investment strategy
by Composer Technologies · via Composer
Shifts to a 3× inverse S&P 500 ETF during volatility spikes; otherwise holds the two least‑volatile YieldMax option‑income ETFs tied to Apple, Microsoft, Nvidia, and AMD. Aims to defend in sell‑offs and collect income in calmer markets; rebalanced daily.
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%)
No funds · not identified: MSFO 50%, APLY 50%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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, check VIXM (an ETF linked to market fear). If its 40‑day RSI—a 0–100 momentum/overheating gauge—is above 69, buy SPXU (an ETF that targets ~3× the opposite of the S&P 500 each day). Otherwise, hold the two calmest YieldMax single‑stock option‑income ETFs among APLY (Apple), MSFO (Microsoft), NVDY (Nvidia), AMDY (AMD), based on lowest 10‑day volatility. Split equally; rebalance daily. Sector tilt: mega‑cap tech when calm; market short in spikes. Risks: SPXU is very volatile; YieldMax funds cap upside and can still fall.
Shifts to a 3× inverse S&P 500 ETF during volatility spikes; otherwise holds the two least‑volatile YieldMax option‑income ETFs tied to Apple, Microsoft, Nvidia, and AMD. Aims to defend in sell‑offs and collect income in calmer markets; rebalanced daily.
Out-of-sample Sharpe ~0.99 with beta ~0.86, delivering income in calm markets and a defensive shift to SPXU during spikes; lower market sensitivity and solid risk-adjusted upside versus SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18k | 2026-10-11 | |
| Backtest regulatory fees | $41 | 2026-10-11 | |
| Backtest slippage cost | $105 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etf, option-income, rules-based, tech concentration, volatility-regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 13 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMDY", "APLY", "MSFO", "NVDY", "SPXU", "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) | 0.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 757 | 2026-10-11 | |
| Out-of-sample length | 711 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.48% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 84.04% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.16% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 7.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 24.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.65 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.98% | 2026-10-11 |
Collective2
Composer Technologies · Composer
