Composer · investment strategy
by Composer Technologies · via Composer
All-in on SVIX (bets on calm markets) unless a 4‑day 10% drop in SVXY triggers a switch to BIL (T‑bills). Rebalanced daily. Extremely risky—can suffer large losses before it moves to safety.
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 3 funds in its are : SVIX, 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.
Each day, it checks a warning light: did a “milder” inverse‑volatility fund (SVXY) drop more than 10% from a recent high in the last 4 days? If yes, it parks in BIL (T‑bills). If no, it holds SVIX, which goes up when market fear (VIX futures) falls.<br>SVIX = very risky inverse VIX futures. SVXY = tamer version used for the warning. BIL = short‑term U.S. T‑bills.
All-in on SVIX (bets on calm markets) unless a 4‑day 10% drop in SVXY triggers a switch to BIL (T‑bills). Rebalanced daily. Extremely risky—can suffer large losses before it moves to safety.
Volatility-aware strategy aiming for upside in calm markets via SVIX carry, with a risk-off switch to Treasuries on spikes. OOS return ~18.7% vs SPY ~21.2%; offers diversification with a distinct risk profile and tail risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $28k | 2026-10-11 | |
| Backtest regulatory fees | $7 | 2026-10-11 | |
| Backtest slippage cost | $50 | 2026-10-11 |
| AI categories (Composer) | high risk, inverse vix, market timing, risk on/off, t-bills, volatility trading | 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", "SVIX", "SVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 836 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 183.87% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.83% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.38 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -68.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -68.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 3.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.01 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
