Composer · investment strategy
by Composer Technologies · via Composer
Daily, single‑position switch that shorts when markets look overheated or fearful and otherwise owns the strongest of Microsoft, Nvidia, or Exxon. Uses leveraged inverse ETFs (SOXS, SPXU) and TQQQ/VIXM as risk thermometers.
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 2026-10-11
: 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 7 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.
Checks daily and holds one thing at a time. RSI = 0–100 “heat” score of recent moves (high=overheated). 1) If TQQQ (3x Nasdaq) is very hot (10‑day RSI>79), bet against semiconductors via SOXS (3x inverse). 2) If TQQQ plunged (>13% in 6 days): if a 1‑day bounce >6%, use SOXS; else buy NVDA. 3) Otherwise: if fear is high (VIXM volatility ETF 40‑day RSI>69), short the S&P via SPXU (3x inverse); else own the strongest of MSFT, NVDA, XOM over ~40 days.
Daily, single‑position switch that shorts when markets look overheated or fearful and otherwise owns the strongest of Microsoft, Nvidia, or Exxon. Uses leveraged inverse ETFs (SOXS, SPXU) and TQQQ/VIXM as risk thermometers.
Out-of-sample, this strategy targets stronger growth: ~45% annualized return vs ~22% for the S&P, with a Calmar ~0.84. It uses disciplined, rules-based long/short signals to capture upside while managing risk, though drawdowns can be bigger in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $96.6M | 2026-10-11 | |
| Backtest regulatory fees | $283k | 2026-10-11 | |
| Backtest slippage cost | $2.7M | 2026-10-11 |
| AI categories (Composer) | daily, energy, equities, leveraged/inverse etfs, mean‑reversion, megacap tech, momentum, s&p 500, semis, single‑position, tactical, volatility‑regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 30 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "MSFT", "NVDA", "SOXS", "SPXU", "TQQQ", "VIXM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 81 | 2026-10-11 | |
| Watchers | 31 | 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) | 80.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 966k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 185.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.39% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -25.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -25.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.82% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.00% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
