Composer · investment strategy
by Composer Technologies · via Composer
Own the single strongest trend (chips, energy, commodities, SPY, solar). If market fear spikes, switch into VIXM to profit from volatility. Momentum with a simple crash-catcher.
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 ()
0 of 8 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Two steps:<br>1) Crash alarm: it checks a “fear gauge” using RSI on VIXM. RSI is like a speedometer of recent moves; if it reads hot (>69) on VIXM (a fund that jumps when markets panic), buy VIXM.<br>2) Otherwise, own the recent 3‑month leader among SPY (US stocks), SOXX/NVDA/AMD (chips), DBC (commodities), XLE (energy), ENPH (solar). One holding at a time; switch when the leader changes or weight drifts >5%.
Own the single strongest trend (chips, energy, commodities, SPY, solar). If market fear spikes, switch into VIXM to profit from volatility. Momentum with a simple crash-catcher.
Out-of-sample: 28.8% annualized return vs the S&P’s ~20.8%, by riding the top momentum leaders (chips, energy, commodities) and using a built-in volatility hedge (VIXM) during panics. Disciplined, regime-based risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30.6M | 2026-10-11 | |
| Backtest regulatory fees | $22k | 2026-10-11 | |
| Backtest slippage cost | $202k | 2026-10-11 |
| AI categories (Composer) | commodities, crash protection, cross-asset, energy, equities, momentum rotation, semiconductors, single-asset at a time, 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", "SPY", "VIXM", "XLE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,562 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 76.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 306k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 101.86% | 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) | 1.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | 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) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.51% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.08% | 2026-10-11 |
Collective2
Composer Technologies · Composer
