Composer · investment strategy
by Composer Technologies · via Composer
Daily, one-position strategy: short the S&P 500 during fear spikes; otherwise hold Microsoft or Apple. The MSFT/AAPL choice uses a simple volatility read from T‑Mobile vs AT&T. Uses SH (safer -1x inverse) instead of leveraged SPXU.
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%)
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 : SH
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 plan does two checks: 1) Is the market’s “fear gauge” ETF (VIXM) unusually hot? It uses RSI, a 0–100 score of how stretched a move has been. If RSI>69 (over ~40 days), hold SH, which goes up when the S&P 500 goes down. 2) Otherwise, compare recent choppiness (10‑day volatility) of T‑Mobile vs AT&T. If T‑Mobile is choppier, hold Microsoft; else hold Apple.
Daily, one-position strategy: short the S&P 500 during fear spikes; otherwise hold Microsoft or Apple. The MSFT/AAPL choice uses a simple volatility read from T‑Mobile vs AT&T. Uses SH (safer -1x inverse) instead of leveraged SPXU.
Out-of-sample return ~22.7% vs SPY 21.9%, with beta ~0.94 and Sharpe ~0.90. A single-position, daily-rebalanced strategy hedges with SH during fear spikes and rotates to MSFT/AAPL otherwise, delivering higher risk-adjusted upside versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $456k | 2026-10-11 | |
| Backtest regulatory fees | $1,122 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse-etf hedge, risk management, single-stock rotation, tactical, volatility-driven | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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", "MSFT", "SH", "T", "TMUS", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 2 | 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 | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4462% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 77.99% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 39.34% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
