Composer · investment strategy
by Composer Technologies · via Composer
Daily switcher that shorts when tech is overheated or fear is high, buys NVDA after big slides unless there’s a sharp bounce, otherwise holds the 2 strongest large caps by 40‑day momentum.
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.
50.3% 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 15 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 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.
RSI = a 0–100 gauge of recent up vs down days; high = “hot/overbought.” TQQQ = 3x Nasdaq-100. SOXS = 3x short semis. VIXM = volatility ETF. SPXU = 3x short S&P 500.<br>Daily: if TQQQ 10d RSI >79 → SOXS. Else if TQQQ 6d <-13%: if today >+6% → SOXS, else → NVDA. Else if VIXM 40d RSI >69 → SPXU. Else hold the 2 highest 40d RSI from {AAPL, MSFT, NVDA, AMD, XOM, NFLX, META, TSLA, AMZN, GOOGL, COIN}.
Daily switcher that shorts when tech is overheated or fear is high, buys NVDA after big slides unless there’s a sharp bounce, otherwise holds the 2 strongest large caps by 40‑day momentum.
Out-of-sample annualized return ~54.8% vs S&P ~21.2%; Calmar ~1.58 signals strong risk-adjusted upside, despite larger drawdowns (~34.7% vs ~18.8%). Captures dramatic tech-led upside with disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $266k | 2026-10-11 | |
| Backtest regulatory fees | $757 | 2026-10-11 | |
| Backtest slippage cost | $6,614 | 2026-10-11 |
| AI categories (Composer) | crash filter, daily rebalance, inverse/leveraged etfs, large-cap growth, rsi momentum, semiconductors, tactical rotation, vix-based volatility signal | 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) | 0.55 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "COIN", "GOOGL", "META", "MSFT", "NFLX", "NVDA", "SOXS", "SPXU", "TQQQ", "TSLA", "VIXM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 29 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,340 | 2026-10-11 | |
| Out-of-sample length | 707 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 85.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2560% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 241.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.38% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 7.08% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.22% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.77% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.66 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.34 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.15% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
