Composer · investment strategy
by Composer Technologies · via Composer
Daily rotates among NVDA, Eli Lilly, or a short‑semiconductors ETF. It fades overheated tech with SOXS, buys NVDA on healthy trends or oversold resets (especially when falling rates help), and prefers LLY in riskier regimes. High risk; rapid shifts.
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.
1 positions as of 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
3 of 10 funds in its are : SOXS, TMF, 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 Macro signals 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.
Each day holds one: NVDA (chips), LLY (defensive pharma), or SOXS (3× short semis).<br>Extreme heat: if leveraged Nasdaq (TQQQ) looks very “hot” or after a big snapback day in a crash ⇒ use SOXS.<br>Big selloff: if TQQQ looks “cold” ⇒ buy NVDA; else a bond‑stress check picks NVDA vs LLY.<br>Normal: avoid NVDA after sharp drops in tech or bonds; if Nasdaq‑100 (QQQ) > ~1‑mo average ⇒ NVDA; else bond trends/yield‑curve decide: stronger bonds ⇒ NVDA, otherwise LLY.<br>RSI=0–100 heat; MA=average; max drawdown=worst drop.
Daily rotates among NVDA, Eli Lilly, or a short‑semiconductors ETF. It fades overheated tech with SOXS, buys NVDA on healthy trends or oversold resets (especially when falling rates help), and prefers LLY in riskier regimes. High risk; rapid shifts.
Dynamic NVDA/LLY/SOXS rotation offers diversification from the S&P 500 and a distinct risk/return profile. Out-of-sample annualized return ~17.8% vs SPY ~21.9%; uses tech-cycle hedges and rate-regime signals to navigate volatility.
(a) Handle huge volatility; (b) Mean reversion with 10D RSI (c) Momentum with 25D MA; (d) BondSignal with bond > stock and inverted yield curve. BIL removed and replaced with LLY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $262.7M | 2026-10-19 | |
| Backtest regulatory fees | $924k | 2026-10-19 | |
| Backtest slippage cost | $8.9M | 2026-10-19 |
| AI categories (Composer) | tactical rotation; nvda/lly; momentum + mean reversion; bond regime filter; inverse etf hedge; daily rebalance | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 63 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "IEF", "LLY", "NVDA", "QQQ", "SOXS", "SPY", "TLT", "TMF", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.30 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,177 | 2026-10-19 | |
| Out-of-sample length | 715 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 84.74% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2627k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 58.52% | ||
| Return, trailing 1 day (out-of-sample) | 0.41% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.66% | ||
| Return, trailing 1 week (out-of-sample) | 3.05% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -10.57% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -16.62% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.91% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.26% | ||
| SPY annualized return over the backtest window (backtest) | 14.11% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.65 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.34 | ||
| Maximum drawdown, backtest period (backtest) | -51.51% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.51% | ||
| Sharpe ratio, backtest period (backtest) | 0.88 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Sortino ratio, backtest period (backtest) | 3.25 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 92.96% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.10% |
| Annualized turnover, backtest period (backtest) | 43.20 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.64 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.67% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.85% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
