Composer · investment strategy
by Composer Technologies · via Composer
Daily, it either flips to a 3x inverse S&P fund when a volatility gauge overheats, or holds the two least-bumpy big-tech stocks (Apple, Microsoft, Nvidia, AMD). Equal-weighted; quickly adapts to market stress.
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
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 a volatility fund (VIXM) that tends to jump when markets are stressed. If that fund has run unusually hot for ~40 trading days (score >69 on a 0–100 heat meter), it goes 100% into SPXU, a very aggressive fund that rises when the S&P 500 falls. Otherwise, it splits money equally into the two “calmest” of Apple, Microsoft, Nvidia, and AMD based on their last 10 days of price bumpiness.
Daily, it either flips to a 3x inverse S&P fund when a volatility gauge overheats, or holds the two least-bumpy big-tech stocks (Apple, Microsoft, Nvidia, AMD). Equal-weighted; quickly adapts to market stress.
Out-of-sample annualized return ~23.6% vs SPY ~22.2%, with a volatility-triggered hedge and low-vol tech rotation. Aims for higher upside with disciplined risk; Calmar ~0.97 signals solid risk-adjusted performance vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $1,436 | 2026-10-11 | |
| Backtest slippage cost | $9,123 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etf, leveraged, low-volatility filter, tactical, tech rotation, volatility signal | 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[ "AAPL", "AMD", "MSFT", "NVDA", "SPXU", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 1 | 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 | 711 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 10k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.83% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.85% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.91% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.27% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.42% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 13.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
