Composer · investment strategy
by Composer Technologies · via Composer
Holds 50/50 NVIDIA and Eli Lilly most days. If market fear surges, switch to a 3× short S&P 500 fund. If tech looks extremely overheated, switch to a 3× short Nasdaq fund. Rebalanced daily.
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 ()
3 of 6 funds in its are : SPXU, SQQQ, 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 Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 two “heat” gauges (RSI = a simple speed/heat measure of recent price moves). If a volatility fund (VIXM) looks very hot on a 40‑day RSI (>69), it goes 100% into a 3× short S&P 500 fund (SPXU). Otherwise, if a 3× tech fund (TQQQ) looks extremely hot on a 10‑day RSI (>79), it goes 100% into a 3× short Nasdaq fund (SQQQ). If neither, it holds 50% NVIDIA (NVDA) and 50% Eli Lilly (LLY).
Holds 50/50 NVIDIA and Eli Lilly most days. If market fear surges, switch to a 3× short S&P 500 fund. If tech looks extremely overheated, switch to a 3× short Nasdaq fund. Rebalanced daily.
Out-of-sample edge: ~50% annualized return vs SPY ~22%, Sharpe ~1.41, Calmar ~1.90. Core 50/50 NVDA/LLY with hedges to SPXU/SQQQ during fear or froth—greater upside, disciplined risk 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) | $7.2M | 2026-10-11 | |
| Backtest regulatory fees | $4,164 | 2026-10-11 | |
| Backtest slippage cost | $36k | 2026-10-11 |
| AI categories (Composer) | concentrated equities, daily rebalance, leveraged inverse etfs, momentum/mean reversion, tactical hedging, volatility trigger | 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) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "LLY", "NVDA", "SPXU", "SQQQ", "TQQQ", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 3 | 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) | 52.60% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 72k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 212.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.16% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.32 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.14% | 2026-10-11 |
Collective2
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