Composer · investment strategy
by Composer Technologies · via Composer
Daily switch: if volatility surges (VIXM’s 40‑day RSI > 69), short the market via 3x inverse SPXU. Otherwise, hold the strongest of three YieldMax single‑stock income ETFs—MSFO (Microsoft), NVDY (Nvidia), or XOMO (Exxon)—based on 40‑day RSI momentum.
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.
0.0% of weight in (IVV: 3.0%)
No funds · not identified: MSFO 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 5 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 Aggressive risk 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 the strategy puts all money in ONE fund:<br>- If market turbulence is jumping—judged by a volatility fund (VIXM) having a high 40‑day RSI (>69)—it buys SPXU, which rises ~3x when the S&P 500 falls.<br>- Otherwise it buys exactly one YieldMax fund tied to a single stock: MSFO (Microsoft), NVDY (Nvidia), or XOMO (Exxon). It picks the one with the strongest recent gains over ~2 months using RSI (a 0–100 gauge of recent ups vs downs; higher = stronger).
Daily switch: if volatility surges (VIXM’s 40‑day RSI > 69), short the market via 3x inverse SPXU. Otherwise, hold the strongest of three YieldMax single‑stock income ETFs—MSFO (Microsoft), NVDY (Nvidia), or XOMO (Exxon)—based on 40‑day RSI momentum.
Dynamic regime strategy aims to outperform SPY: oos return ~22.7% vs 22.2%, leveraging momentum in MSFO/NVDY/XOMO and a volatility hedge with SPXU. Note higher drawdowns (~34%) and lower risk-adjusted Sharpe/Calmar than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20k | 2026-10-11 | |
| Backtest regulatory fees | $53 | 2026-10-11 | |
| Backtest slippage cost | $245 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inverse etf hedge, momentum, single‑stock option‑income etfs, volatility trigger | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 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[ "MSFO", "NVDY", "SPXU", "VIXM", "XOMO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 739 | 2026-10-11 | |
| Out-of-sample length | 711 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 25.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 95.76% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.30% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -1.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -1.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 25.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.55 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.16% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.84% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
