Composer · investment strategy
by Composer Technologies · via Composer
Daily NVDA strategy: buy NVDA when volatility is easing and momentum is improving, or after sharp, oversold dips. If signals are weak, hold a low-vol mix of NVDA and Apple; otherwise sit in T-Bills (BIL).
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 ()
0 of 3 funds in its are
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.
Focuses on NVIDIA (NVDA). Each day it checks two things: volatility (how jumpy price has been) and momentum (RSI: a 0-100 gauge of recent gains vs losses). If swings are calming (20d vol < 30d) and short-term momentum improves (14d RSI > 24d), it buys NVDA.<br>If calm but momentum isn't, it blends NVDA and Apple (AAPL), favoring the steadier stock (inverse-vol).<br>If swings just spiked (14d > 28d) and NVDA looks 'washed out' (20d RSI < 39), it buys NVDA.<br>Else it parks in BIL (T-Bills). Exposure: mostly big-tech or T-Bills.
Daily NVDA strategy: buy NVDA when volatility is easing and momentum is improving, or after sharp, oversold dips. If signals are weak, hold a low-vol mix of NVDA and Apple; otherwise sit in T-Bills (BIL).
Out-of-sample edge: Sharpe ~1.43 vs SPY ~1.07; annualized return ~47.7% vs ~18.4%; Calmar ~1.86. NVDA-driven, regime-based strategy offers stronger risk-adjusted performance; note drawdowns can be larger (~25.6% vs ~18.8%).
Attempts catch a volatility downtrend paired with an RSI uptrend. Else attempts to find an aberrant dip via increase in st.dev and low RSI. Inverse volatility with AAPL when confidence is low.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.1M | 2026-10-11 | |
| Backtest regulatory fees | $6,378 | 2026-10-11 | |
| Backtest slippage cost | $46k | 2026-10-11 |
| AI categories (Composer) | aapl inverse-vol hedge, daily rebalance, momentum and volatility regime, nvda-focused, t-bill fallback | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 22 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.74 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "BIL", "NVDA" ] | 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) | 1.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 423 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 21k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.77% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.85% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.34% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.77% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -73.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
