Composer · investment strategy
by Composer Technologies · via Composer
Daily, momentum-driven switcher: hedge with VIXM when the market is “too hot,” tiptoe in with small 3× bull ETF bets when “too cold,” and otherwise concentrate 90% in the 3 strongest large stocks. Cash buffers help manage risk.
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.
4 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 ()
3 of 25 funds in its are : SPXL, TECL, TNA
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.
It uses a daily “heat meter” (RSI, a 0–100 gauge of how fast prices moved recently) on SPY: >77 = very hot, <30 = very cold.<br>If very hot: go 100% to VIXM, an ETF that tends to rise when market volatility jumps (defensive).<br>If very cold: put 10% into the 2 strongest of TECL, TNA, SPXL (3× bull ETFs); 90% stays in cash.<br>Otherwise: put 90% into the 3 strongest big stocks (from MSFT, AAPL, NVDA, AMZN, GOOGL, META, TSLA, etc.); 10% cash. Rebalanced daily.
Daily, momentum-driven switcher: hedge with VIXM when the market is “too hot,” tiptoe in with small 3× bull ETF bets when “too cold,” and otherwise concentrate 90% in the 3 strongest large stocks. Cash buffers help manage risk.
Out-of-sample edge: ~66% annualized return vs S&P ~20.7%, Sharpe ~1.61, Calmar ~3.20. Drawdown ~20.7% vs ~18.8% for S&P. Regime-switching and mega-cap momentum deliver far stronger risk-adjusted upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.3M | 2026-10-11 | |
| Backtest regulatory fees | $20k | 2026-10-11 | |
| Backtest slippage cost | $175k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mega-cap tech, momentum, risk-on/risk-off, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMGN", "AMZN", "AVGO", "CSCO", "GD", "GOOGL", "INTC", "META", "MSFT", "MSTR", "NFLX", "NOC", "NVDA", "PEP", "RTX", "SBUX", "SPXL", "SPY", "TECL", "TMUS", "TNA", "TSLA", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 384 | 2026-10-11 | |
| Watchers | 185 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,572 | 2026-10-11 | |
| Out-of-sample length | 974 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 112k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 66.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 611.57% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.62% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.20 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.89 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.17% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
