Composer · investment strategy
by Composer Technologies · via Composer
A binary, high‑risk plan: usually all‑in SVXY (betting on calm markets). If SVXY drops more than 10% within 4 days, switch to BIL (T‑bills) until that drop no longer shows in the 4‑day lookback. Daily checks; very risky and prone to whipsaws.
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
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 ()
100.0% 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 2 funds in its are : SVXY
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.
Every day it checks SVXY—an ETF that usually rises when market turbulence calms and can drop fast when turbulence spikes. If SVXY has fallen more than 10% from a recent 4‑day high, it moves fully into BIL (a very short‑term U.S. Treasury bill fund). Otherwise it stays fully in SVXY. The aim is to ride calm periods and step aside after sharp drops.
A binary, high‑risk plan: usually all‑in SVXY (betting on calm markets). If SVXY drops more than 10% within 4 days, switch to BIL (T‑bills) until that drop no longer shows in the 4‑day lookback. Daily checks; very risky and prone to whipsaws.
Volatility-driven strategy adds diversification to the S&P 500. Out-of-sample return ~19.6% with positive risk-adjusted Sharpe ~0.75 and Calmar ~0.50. Its crash-filter shifts to cash during spikes to help mitigate extreme drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $907k | 2026-10-11 | |
| Backtest regulatory fees | $576 | 2026-10-11 | |
| Backtest slippage cost | $4,612 | 2026-10-11 |
| AI categories (Composer) | crash filter, daily rebalancing, high risk, inverse vix futures, short volatility, tactical, t‑bills | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 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[ "BIL", "SVXY" ] | 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) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,772 | 2026-10-11 | |
| Out-of-sample length | 836 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.13% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8973% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.47% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.09% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.10% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.58% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -64.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.01 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
