Composer · investment strategy
by Composer Technologies · via Composer
A daily “fear vs calm” switch: if VIXM (fear) heats up vs SVXY (calm), rotate into hedges and defensive names; if calm leads, load the strongest leveraged stock‑market funds. Equal-weight, momentum/mean‑reversion blend.
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 2026-10-11
: 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.
52.2% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
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 ()
6 of 13 funds in its are : DIG, QLD, SCO, SSO, SVXY, UDOW
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 compares a short‑term “hot/cold” score (RSI) of two volatility funds: VIXM (goes up when fear rises) vs SVXY (goes up when fear falls). If fear wins, it splits into a hedge (BTAL) plus the strongest defensives (utilities, staples, healthcare, Walmart/Costco) or energy up/down. If calm wins, it buys the hottest leveraged stock funds (SSO, QLD, UDOW) or energy. Equal‑weight; rotate daily.
A daily “fear vs calm” switch: if VIXM (fear) heats up vs SVXY (calm), rotate into hedges and defensive names; if calm leads, load the strongest leveraged stock‑market funds. Equal-weight, momentum/mean‑reversion blend.
Volatility-driven, regime-switching strategy delivers superior risk-adjusted gains: oos return ~41%/yr vs ~20% for the S&P, Sharpe ~1.49 vs ~1.19, drawdown ~13% vs ~19%, Calmar ~3.12. Higher upside, smoother downside.
Created August 7th, 2024 BT = Nov. 21st 2012 AR At Creation = 51.4% Sharpe at Creation = 1.65 MDD at Creation = 25.5% Std. Dev. At Creation = 27.5%
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.2M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $106k | 2026-10-11 |
| AI categories (Composer) | defensive rotation, factor hedge, leveraged etfs, momentum/trend, volatility-regime switching | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 34 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "COST", "DIG", "QLD", "SCO", "SSO", "SVXY", "UDOW", "UNH", "VIXM", "WMT", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,491 | 2026-10-11 | |
| Out-of-sample length | 541 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 54.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 42k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 69.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 69.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 53.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.29% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.16% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
