Composer · investment strategy
by Composer Technologies · via Composer
A high‑risk, tactical switcher between SVXY (betting fear falls), UVXY (betting fear jumps), and T‑Bills. It watches 10‑day “overheated” readings across many market areas and a rapid‑drop rule to front‑run volatility spikes or step aside.
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 ()
5 of 16 funds in its are : FAS, SVXY, TECL, TQQQ, 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.
Most of the time it holds SVXY, which benefits when market fear is fading. If a short 10‑day “heat” score shows parts of the market are unusually hot (across big indexes, sectors, and leveraged tech funds), it flips 100% to UVXY, a bet on fear jumping soon. After a rapid Nasdaq drop (>12% in 6 days), it avoids SVXY: if there’s a big 1‑day bounce it buys UVXY; if not, it parks in T‑Bills (BIL). This is very high risk.
A high‑risk, tactical switcher between SVXY (betting fear falls), UVXY (betting fear jumps), and T‑Bills. It watches 10‑day “overheated” readings across many market areas and a rapid‑drop rule to front‑run volatility spikes or step aside.
Out-of-sample: 32.4% annualized return vs 21.2% for the S&P, Calmar ~0.64. Seeks upside in volatility regimes and offers diversification in stress, but carries larger drawdowns (~51% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.7M | 2026-10-11 | |
| Backtest regulatory fees | $23k | 2026-10-11 | |
| Backtest slippage cost | $208k | 2026-10-11 |
| AI categories (Composer) | risk-on/off, rsi-based, short-term, svxy, tactical, uvxy, vix-driven, volatility rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 68 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 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", "FAS", "QQQE", "SPY", "SVXY", "TECL", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLC", "XLE", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,078 | 2026-10-11 | |
| Out-of-sample length | 695 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 127.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 87k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.22% | 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) | 5.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.50% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.09% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.38% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.16% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.90 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
