Composer · investment strategy
by Composer Technologies · via Composer
Times volatility using SPY’s trend/strength: short vol in calm uptrends (SVIX), selectively long vol on quick dips (VXX/UVXY), and otherwise holds anti‑beta (BTAL) plus gold, energy, commodities, and T‑bills for low correlation. Rebalances daily.
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.
1 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 ()
2 of 12 funds in its are : SVIX, UVXY
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 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.
4 missing
The text the rules are quoted from, with where it came from.
Daily it checks the S&P 500 (SPY). If SPY is above its 50‑day average, it mostly trades volatility: short volatility (SVIX) when the market is strong or rebounds, and occasionally long‑vol (VXX/UVXY/VIXM/VXZ) on brief dips. If strength fades, it shifts to an anti‑beta fund (BTAL) plus a small mix of gold, energy, commodities, and T‑bills. If SPY is below its 50‑day average, it holds that low‑correlation mix. RSI = speed of recent moves; MAs = average price.
Times volatility using SPY’s trend/strength: short vol in calm uptrends (SVIX), selectively long vol on quick dips (VXX/UVXY), and otherwise holds anti‑beta (BTAL) plus gold, energy, commodities, and T‑bills for low correlation. Rebalances daily.
Out-of-sample annualized return ~26.0% vs SPY ~21.5%, with ~0.26% alpha. Provides diversification via low-beta, low-correlation assets and volatility timing for stronger upside and risk-adjusted performance—though max drawdown may be higher (~39%).
Volatility Only Long/Short based on SPY RSI
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $70k | 2026-10-11 | |
| Backtest regulatory fees | $591 | 2026-10-11 | |
| Backtest slippage cost | $4,004 | 2026-10-11 |
| AI categories (Composer) | anti-beta/market-neutral, daily rebalanced, defensive/alternatives, low correlation, tactical momentum, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 48 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.79 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "COM", "GLD", "SHV", "SPY", "SVIX", "UVXY", "VIXM", "VXX", "VXZ", "XLE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 23 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 782 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 54.07% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 602.96% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 7.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.41% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.29% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.29% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.30% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 97.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 103.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
