Composer · investment strategy
by Composer Technologies · via Composer
Default 50/50 NVIDIA and Eli Lilly. If market “fear” spikes, flip to SH (short S&P 500). If tech froth is extreme, shift to BTAL (market‑neutral). Daily check aims to reduce risk during stress or overheating.
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 ()
2 of 6 funds in its are : SH, 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: 1) If VIXM’s 40‑day RSI > 69, hold SH (an inverse 1x S&P 500 ETF). VIXM tracks expected market volatility (“fear”); a high RSI means volatility is surging. 2) Else if TQQQ’s 10‑day RSI > 79, hold BTAL (market‑neutral: owns steadier stocks and shorts riskier ones). TQQQ is a 3x Nasdaq‑100 fund, used as a “heat” gauge for tech. 3) Otherwise hold 50% NVDA (NVIDIA) and 50% LLY (Eli Lilly). Rebalanced daily.
Default 50/50 NVIDIA and Eli Lilly. If market “fear” spikes, flip to SH (short S&P 500). If tech froth is extreme, shift to BTAL (market‑neutral). Daily check aims to reduce risk during stress or overheating.
Out-of-sample Sharpe ~1.53 vs SPY ~1.36; Calmar ~2.12; 53.6% annualized vs 21.9%. A regime-driven strategy that hedges with SH in spikes and BTAL in froth, delivering stronger risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.7M | 2026-10-11 | |
| Backtest regulatory fees | $3,365 | 2026-10-11 | |
| Backtest slippage cost | $27k | 2026-10-11 |
| AI categories (Composer) | concentrated, daily rebalance, defensive overlay, healthcare, market-neutral, rsi filters, semiconductors, tactical, volatility-regime | 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[ "BTAL", "LLY", "NVDA", "SH", "TQQQ", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 57k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 235.02% | 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) | 28.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.41% | 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) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.10% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.70% | 2026-10-11 |
Collective2
Quantbase · Surmount
