Composer · investment strategy
by Composer Technologies · via Composer
All-in SVXY for calm markets, but if SVXY falls more than 20% over two days, move to BIL (cash‑like T‑bills) until things settle. A simple, daily-checked circuit breaker for a risky volatility ETF; not tied to any stock sector.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
It’s a simple crash guard for a very risky ETF.<br>- SVXY: an ETF that benefits when market “fear” (VIX futures) falls, but can crash in panics.<br>- BIL: a cash‑like fund of 1–3 month U.S. Treasury bills.<br>Each day, if SVXY has fallen more than 20% over the last 2 trading days, the strategy holds BIL. Otherwise it holds SVXY. It switches back once the 2‑day drop is no longer worse than −20%.
All-in SVXY for calm markets, but if SVXY falls more than 20% over two days, move to BIL (cash‑like T‑bills) until things settle. A simple, daily-checked circuit breaker for a risky volatility ETF; not tied to any stock sector.
Crash-protective, rules-based: stay with SVXY in calm markets; switch to BIL after a -20% two-day drop to curb losses. Out-of-sample: 13.32% return, 36.35% max drawdown vs SPY 18.54%/18.76%. Diversifies risk in turbulent markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | all-in/all-out, crash-protection, high risk, rules-based, short vix futures, tactical etf rotation, treasury bills, volatility | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.32% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.38% | ||
| Return, trailing 1 month (out-of-sample) | 3.71% | ||
| Return, trailing 1 year (out-of-sample) | 27.54% | ||
| Return, trailing 3 months (out-of-sample) | 12.10% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.37 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.35% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.54 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 33.63% |
Composer Technologies · Composer
Composer Technologies · Composer
