Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “short fear on dips” strategy. It times SVIX entries after quick SPY selloffs, uses SPY’s 200‑day trend to be pickier in downtrends, and a UVXY heat check to step aside into PULS. Exposure scales 0/50/100%.
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.
3 positions as of 2026-10-19
: 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.
0.4% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-29)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 72% · 2026-10-19 ()
50.6% 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% · 2026-10-19 ()
2 of 4 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 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.
Step 1: Label trend using SPY’s 200‑day average (above=bull, below=bear). Step 2: Look for quick dips: either (a) 2‑day RSI (a “did it fall hard lately?” meter) under 40 in bull/20 in bear, or (b) price below its 4‑day average. Each dip buys SVIX (rises when fear cools) unless UVXY’s RSI>70 (fear spiking), then hold PULS (cash‑like). Two signals run in parallel, so exposure is 0%, 50%, or 100%. Rebalances daily.
A daily, rules-based “short fear on dips” strategy. It times SVIX entries after quick SPY selloffs, uses SPY’s 200‑day trend to be pickier in downtrends, and a UVXY heat check to step aside into PULS. Exposure scales 0/50/100%.
Out-of-sample edge: ~24% annualized return vs SPY’s ~18%. A dual-dip, trend-filter approach targets volatility mean-reversion with UVXY safety. Higher upside, but also higher drawdowns than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $55k | 2026-10-19 | |
| Backtest regulatory fees | $286 | 2026-10-19 | |
| Backtest slippage cost | $2,041 | 2026-10-19 |
| AI categories (Composer) | daily, mean reversion, risk control, spy trend filter, tactical, vix futures, volatility shorting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 54 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "PULS", "SPY", "SVIX", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,142 | 2026-10-19 | |
| Out-of-sample length | 564 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 45.59% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 449.43% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.34% | ||
| Return, trailing 1 day (out-of-sample) | -8.53% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.48% | ||
| Return, trailing 1 week (out-of-sample) | -4.30% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 42.73% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 57.72% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.92% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 24.74% | ||
| SPY annualized return over the backtest window (backtest) | 13.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.09 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Maximum drawdown, backtest period (backtest) | -41.68% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.68% | ||
| Sharpe ratio, backtest period (backtest) | 1.17 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Sortino ratio, backtest period (backtest) | 1.56 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 39.05% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.61% |
| Annualized turnover, backtest period (backtest) | 74.03 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.84 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.06% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.21% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
