Composer · investment strategy
by Composer Technologies · via Composer
Mostly sits in cash-like T‑bills and jumps into VIXY when major stock ETFs look overheated or after a sharp drop‑then‑bounce, aiming to catch volatility spikes. High risk when in VIXY.
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%)
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% · 2026-10-11 ()
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% · 2026-10-11 ()
3 of 15 funds in its are : FAS, TECL, TQQQ
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.
It flips between two funds: VIXY (tracks the market’s “fear” via VIX futures) and BIL (T‑bills/cash‑like).<br>1) If many big U.S. stock/sector funds look extremely “hot” over ~2 weeks (RSI≈75–80; a short‑term heat score), it buys VIXY, betting on a pullback/volatility spike.<br>2) If none are hot but the Nasdaq 100 (TQQQ) fell >12% in 6 days and then jumped >5.5% in 1 day, it also buys VIXY.<br>Otherwise it stays in BIL.
Mostly sits in cash-like T‑bills and jumps into VIXY when major stock ETFs look overheated or after a sharp drop‑then‑bounce, aiming to catch volatility spikes. High risk when in VIXY.
Out-of-sample: ~21.7% annualized vs SPY ~19.8%, with negative beta and ~18.7% drawdown. It hedges risk via VIXY and cash, offering diversification and potential higher long-run upside than the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $417k | 2026-10-11 | |
| Backtest regulatory fees | $1,043 | 2026-10-11 | |
| Backtest slippage cost | $8,706 | 2026-10-11 |
| AI categories (Composer) | cash-or-long-volatility, contrarian/mean reversion, risk-off hedge, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 68 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 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", "TECL", "TQQQ", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLC", "XLE", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.24 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,078 | 2026-10-11 | |
| Out-of-sample length | 807 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 57.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4068% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -0.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -0.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.38% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 73.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
