Composer · investment strategy
by Composer Technologies · via Composer
A daily switch. If the market’s fear gauge is running hot, take a 3× short on the S&P 500. Otherwise, hold the two calmest among Apple 1.5×, Microsoft 1.5×, NVIDIA, and AMD based on recent volatility.
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 ()
50.8% 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 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:<br>- Check VIXM, an ETF linked to market fear/volatility. If its 40‑day RSI (a speed/heat meter) > 69, buy SPXU, a fund targeting 3× the opposite of the S&P 500.<br>- Otherwise, split equally between the two least‑volatile (past 10 days) among: AAPU (Apple 1.5×), MSFU (Microsoft 1.5×), NVDA, AMD.<br>Rebalance daily.
A daily switch. If the market’s fear gauge is running hot, take a 3× short on the S&P 500. Otherwise, hold the two calmest among Apple 1.5×, Microsoft 1.5×, NVIDIA, and AMD based on recent volatility.
Out-of-sample: a regime-driven strategy targeting ≈21.6% annualized return with SPY diversification. In spikes, it uses a 3× inverse hedge; in calm markets, it selects two low-vol tech bets for growth—an adaptive, risk-aware alternative to the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $33k | 2026-10-11 | |
| Backtest regulatory fees | $96 | 2026-10-11 | |
| Backtest slippage cost | $564 | 2026-10-11 |
| AI categories (Composer) | 3x inverse s&p (spxu), daily rebalance, leveraged tech (aapu/msfu), low-vol filter, nvda/amd, risk-on/risk-off, vix-based trigger | 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[ "AAPU", "AMD", "MSFU", "NVDA", "SPXU", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,016 | 2026-10-11 | |
| Out-of-sample length | 711 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 232.45% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.25% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.00% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.35% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.53% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
