Composer · investment strategy
by Composer Technologies · via Composer
Daily: short the market with leveraged SPXU when volatility (VIXM) is strongly rising; otherwise own the two strongest names (by 40‑day momentum) from a list led by mega‑cap tech, equal‑weighted.
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.
50.3% 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 13 funds in its are : SPXU
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.
Each day: 1) Check VIXM, an ETF tied to market “fear.” If its 40‑day RSI > 69 (a 0–100 score of recent gains vs. losses), buy SPXU, a triple inverse S&P 500 ETF that rises when the market falls. 2) Otherwise, rank AAPL, MSFT, NVDA, AMD, XOM, NFLX, META, TSLA, AMZN, GOOGL, COIN by 40‑day RSI and hold the top 2 equally. Heavy tilt to big tech; also energy (XOM) and crypto (COIN).
Daily: short the market with leveraged SPXU when volatility (VIXM) is strongly rising; otherwise own the two strongest names (by 40‑day momentum) from a list led by mega‑cap tech, equal‑weighted.
Out-of-sample Sharpe ~1.39, Calmar ~2.10, and annualized return ~49% vs SPY ~21%; a volatility-trigger hedge (SPXU) plus top-momentum mega-caps deliver strong risk-adjusted upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $117k | 2026-10-11 | |
| Backtest regulatory fees | $207 | 2026-10-11 | |
| Backtest slippage cost | $1,597 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, large-cap growth tilt, leveraged inverse etf, momentum, tactical allocation, volatility trigger | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "COIN", "GOOGL", "META", "MSFT", "NFLX", "NVDA", "SPXU", "TSLA", "VIXM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,340 | 2026-10-11 | |
| Out-of-sample length | 707 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 58.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1070% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 208.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.38% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 66.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 66.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.77% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.56 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
