Composer · investment strategy
by Composer Technologies · via Composer
Buys a 3× S&P 500 fund when fear is easing or the S&P 500 is oversold; otherwise parks in T‑bills. Uses VIXY’s 9‑day trend and a 10‑day RSI filter. Rebalanced daily.
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.
3.4% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
1 of 4 funds in its are : SPXL
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.
Each day: If VIXY (tends to rise when fear/volatility jumps) is below its 9‑day average, buy SPXL, a fund that targets 3× the S&P 500’s daily move. If not, but the S&P 500 looks oversold (RSI over 10 days below 30—i.e., a short‑term slump), still buy SPXL. Otherwise hold BIL (short‑term T‑bills). Rebalanced daily.
Buys a 3× S&P 500 fund when fear is easing or the S&P 500 is oversold; otherwise parks in T‑bills. Uses VIXY’s 9‑day trend and a 10‑day RSI filter. Rebalanced daily.
Out-of-sample edge: ~45% annualized return vs SPY ~17%, Calmar ~1.49, Sharpe ~1.14. Uses a fear-regime filter plus dip-buy to capture rallies; when risk rises you stay mostly in cash. Higher growth potential with disciplined risk vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.7M | 2026-10-11 | |
| Backtest regulatory fees | $7,053 | 2026-10-11 | |
| Backtest slippage cost | $62k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, rsi dip-buy, s&p 500, t-bills, trend-following, us equities, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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", "SPXL", "SPY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,956 | 2026-10-11 | |
| Out-of-sample length | 497 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 42.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 27k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 108.63% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.23% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.75% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.26% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
