Composer · investment strategy
by Composer Technologies · via Composer
Daily strategy that rotates among SVIX (fear falls), VXX (fear rises), or BIL (cash) using simple overbought/oversold gauges on SPY and “too-hot” alerts from tech/consumer/financials. High risk; designed for short-term moves, not buy-and-hold.
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.
“If signals aren’t clear—or right after a spike—it sits in T‑bills (BIL).”
“It blends several very short lookbacks and rebalances daily.”
“When parts of the market look too hot (RSI over ~75–80 in SPY/TQQQ/XLY/FAS/XLP), it bets fear will jump (VXX).”
“When the S&P 500 looks very washed out (a 0–100 gauge called RSI is under ~25), it bets fear will cool (SVIX).”
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%)
1 fund (SEC N-PORT, as of 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
30.2% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
4 of 10 funds in its are : FAS, SVIX, SVXY, TQQQ
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Capital preservation 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.
2 missing
The text the rules are quoted from, with where it came from.
It makes quick, rules-based bets on “fear” in the stock market. When the S&P 500 looks very washed out (a 0–100 gauge called RSI is under ~25), it bets fear will cool (SVIX). When parts of the market look too hot (RSI over ~75–80 in SPY/TQQQ/XLY/FAS/XLP), it bets fear will jump (VXX). If signals aren’t clear—or right after a spike—it sits in T‑bills (BIL). It blends several very short lookbacks and rebalances daily.
Daily strategy that rotates among SVIX (fear falls), VXX (fear rises), or BIL (cash) using simple overbought/oversold gauges on SPY and “too-hot” alerts from tech/consumer/financials. High risk; designed for short-term moves, not buy-and-hold.
Out-of-sample, this strategy targets higher risk-adjusted gains than the S&P 500: ~66% annualized return vs ~30%, Sharpe ~2.49 vs ~2.22, max drawdown ~7.1% vs ~8.9%, Calmar ~9.35. Strong upside with controlled drawdowns.
Short-term VIX ETF strategy using SPY RSI and other fund RSI to identify when VIX will rise or fall. Invests in BIL other wise. This strategy is can also be set up for mid-term VIX. Uses 3 tickers to minimize risk of wash trading across accounts.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $126k | 2026-10-11 | |
| Backtest regulatory fees | $255 | 2026-10-11 | |
| Backtest slippage cost | $1,783 | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, mean reversion, risk-managed, short-term volatility, systematic, tactical etf, vix etp rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 336 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.53 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "FAS", "SPY", "SVIX", "SVXY", "TQQQ", "VIXY", "VXX", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.10 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 406 | 2026-10-11 | |
| Watchers | 160 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 368 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 75.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1160% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 66.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 110.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 58.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 58.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 9.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -12.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.49 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.28 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
