Composer · investment strategy
by Composer Technologies · via Composer
Half systematically trades VIX via mid‑term ETFs, flipping long/short using an S&P 500 overbought/oversold gauge. The other half rotates among TQQQ, SQQQ+gold, or a UVXY hedge using signals from QQQ, SPY and KMLM.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
Two halves, rebalanced daily: 1) VIX engine: shifts between betting on volatility rising (VXZ/UVXY), falling (ZVOL—think SVXY), or parking in cash (PULS). It sizes those bets with a simple “overbought/oversold” gauge on the S&P 500 (RSI) and a few big‑move tripwires, favoring mid‑term vol to cut whipsaws. 2) Tech/managed‑futures switch: if QQQ looks overheated, add a UVXY hedge; otherwise hold TQQQ when tech is washed‑out or stronger than KMLM (a trend‑following futures ETF), or hold SQQQ+gold when weak.
Half systematically trades VIX via mid‑term ETFs, flipping long/short using an S&P 500 overbought/oversold gauge. The other half rotates among TQQQ, SQQQ+gold, or a UVXY hedge using signals from QQQ, SPY and KMLM.
Two-sleeve, regime-aware strategy blending mid-term VIX exposure with a tech/managed-futures overlay. OOS stats show negative alpha and larger drawdowns than SPY, but it offers diversification and volatility hedging to reduce risk in turbulence.
Updated with netting 9/4/26 ---> Updating to include another mean reversion product to see about enhancing returns. 6/1/26 ---> I wanted to create a very simple strategy that earns from VIX. I use mid-term volatility ETFs to reduce variability the size of movements. SPY RSI predicts whether to short or go long VIX Mid-Term Futures ETPs. Added in Vixation strategy and modified for the mid-term futures. Additionally, since this uses a fairly unpopular set of ETPs, it doesn't conflict with many other symphonies for wash sales, etc. To back test further, use SVXY instead of ZVOL. Future improvements research could include SVIX and UVIX. Uses PULS to have an alternative to BIL to avoid wash sale issues.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, mean reversion, momentum, tactical rotation, volatility trading | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -12.56% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -1.32% | ||
| Return, trailing 1 month (out-of-sample) | -1.20% | ||
| Return, trailing 1 year (out-of-sample) | 27.30% | ||
| Return, trailing 3 months (out-of-sample) | 0.45% |
| Calmar ratio, out-of-sample period (out-of-sample) | -2.96 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.24% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.81 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.82% |
Composer Technologies · Composer
Composer Technologies · Composer
