Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule-based switcher: fade overheated tech or sharp bounces by shorting semis (SOXS), hedge persistent fear by shorting the S&P 500 (SPXU), and in calmer times own the two strongest of AAPL/MSFT/NFLX/NVDA/XOM. Very aggressive (uses 3x inverse ETFs).
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.
50.2% 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 9 funds in its are : SOXS, SPXU, TQQQ
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.
Rebalances daily:<br>1) TQQQ = fast Nasdaq-100 thermometer. If its 0–100 “heat” gauge of recent up vs down days is very hot (>79), short semis via SOXS (3x inverse).<br>2) Else if Nasdaq-100 fell >13% in 6 days: if it just bounced >6% in a day, use SOXS; else buy NVDA.<br>3) Else VIXM = fear gauge. If its heat is high (>69), short S&P 500 via SPXU (3x inverse).<br>4) Otherwise own the 2 strongest of AAPL, MSFT, NFLX, NVDA, XOM.
A daily, rule-based switcher: fade overheated tech or sharp bounces by shorting semis (SOXS), hedge persistent fear by shorting the S&P 500 (SPXU), and in calmer times own the two strongest of AAPL/MSFT/NFLX/NVDA/XOM. Very aggressive (uses 3x inverse ETFs).
Daily tactical strategy aiming for higher upside than the S&P: ~36% out-of-sample annualized return vs ~22% for SPY, ~0.99 Sharpe. Uses 3x inverse ETFs to fade extremes and momentum in mega-caps. Higher risk, higher potential reward.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $80.6M | 2026-10-11 | |
| Backtest regulatory fees | $314k | 2026-10-11 | |
| Backtest slippage cost | $3.0M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged inverse etfs, mega-cap tech, momentum and mean reversion, semiconductors, tactical rotation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 33 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.55 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "MSFT", "NFLX", "NVDA", "SOXS", "SPXU", "TQQQ", "VIXM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 77 | 2026-10-11 | |
| Watchers | 40 | 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) | 78.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 805k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 138.09% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.32% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -29.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -29.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.37% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.37% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.53% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
