Composer · investment strategy
by Composer Technologies · via Composer
Sits in a T‑bill fund most of the time. If the S&P 500’s very short‑term volatility spikes above a high bar, it switches 100% into UVXY to try to profit from market panics, then goes back to T‑bills when conditions calm.
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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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% · 2026-10-19 ()
1 of 3 funds in its are : 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.
It checks how bumpy the S&P 500 (via SPY) has been over the last 2 days. If that short‑term volatility jumps above a high threshold, it moves 100% into UVXY, a fund tied to market “fear” that can surge in panics. Otherwise it stays in BIL, a cash‑like T‑bill fund. No routine rebalancing; it trades only when the signal flips. Note: UVXY is extremely volatile and tends to lose value quickly outside of crashes.
Sits in a T‑bill fund most of the time. If the S&P 500’s very short‑term volatility spikes above a high bar, it switches 100% into UVXY to try to profit from market panics, then goes back to T‑bills when conditions calm.
Out-of-sample crash-hedge strategy: ~15.8% annual return with only ~3.23% max drawdown vs SPY’s ~18.76%, negative beta, and Calmar ~4.90. Strong risk-adjusted downside protection with meaningful upside potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $46k | 2026-10-19 | |
| Backtest regulatory fees | $5 | 2026-10-19 | |
| Backtest slippage cost | $43 | 2026-10-19 |
| AI categories (Composer) | cash/t-bills, crash-capture, tactical, tail-risk hedge, vix futures (uvxy), volatility spike trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPY", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.24 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.20 | 2026-10-19 |
| Remixes (copies) | 33 | 2026-10-19 | |
| Watchers | 22 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 509 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 10.73% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 361.44% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.81% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.12% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 3.65% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 3.71% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.72 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.90 | ||
| Maximum drawdown, backtest period (backtest) | -14.98% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.23% | ||
| Sharpe ratio, backtest period (backtest) | 0.56 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Sortino ratio, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 7.16 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.28% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.07% |
| Annualized turnover, backtest period (backtest) | 0.53 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.99 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 46.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 78.00% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
