Composer · investment strategy
by Composer Technologies · via Composer
All‑in tactical plan: if market fear surges, hold VIXM as crash protection. Otherwise, go 100% into the strongest recent performer among chips (NVDA/AMD/SOXX), 2x S&P 500 (SSO), energy (XLE/ENPH), or commodities (DBC).
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 ()
1 of 8 funds in its are : SSO
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 Leveraged ETFs 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.
It watches a “fear gauge” fund (VIXM). If VIXM’s 40‑day momentum is very strong (RSI above 69), it buys VIXM to protect against crashes.<br>Otherwise, it puts 100% into whichever of these has the best ~3‑month trend: NVDA, AMD, SOXX (chips), SSO (2x S&P 500), XLE (energy), ENPH (solar), or DBC (commodities).
All‑in tactical plan: if market fear surges, hold VIXM as crash protection. Otherwise, go 100% into the strongest recent performer among chips (NVDA/AMD/SOXX), 2x S&P 500 (SSO), energy (XLE/ENPH), or commodities (DBC).
Out-of-sample, this strategy targets ~48% annualized return vs ~22% for the S&P, with solid risk-adjusted upside and a built-in VIXM crash hedge. It hunts top momentum leaders (chips/energy/commodities) for bigger upside with protection in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $32.9M | 2026-10-11 | |
| Backtest regulatory fees | $28k | 2026-10-11 | |
| Backtest slippage cost | $262k | 2026-10-11 |
| AI categories (Composer) | concentrated, leveraged, momentum rotation, sector rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 17 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "AMD", "DBC", "ENPH", "NVDA", "SOXX", "SSO", "VIXM", "XLE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.79 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 839 | 2026-10-11 | |
| Watchers | 480 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,562 | 2026-10-11 | |
| Out-of-sample length | 909 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 77.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 329k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 315.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 16.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -5.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -5.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.57% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.81% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -62.81% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
