Composer · investment strategy
by Composer Technologies · via Composer
Daily, single-position tactic: buy triple-long semiconductors when they look washed out; else short real estate if the market looks hot; else hold the strongest 60‑day performer among DE, ES, NU, TS. Uses 3x ETFs—very volatile.
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 ()
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 ()
2 of 8 funds in its are : DRV, SOXL
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:<br>1) If chip stocks (SOXX) look “washed out” (RSI, a 0–100 too cold/too hot gauge, is below 35), buy SOXL (triple‑long semiconductors).<br>2) Else if the S&P 500 (SPY) looks “hot” (RSI above 62), buy DRV (triple‑short real estate).<br>3) Else, buy the best 60‑day performer among DE (farm equipment), ES (utility), NU (fintech bank), TS (energy pipes). One holding. Very volatile due to 3x ETFs.
Daily, single-position tactic: buy triple-long semiconductors when they look washed out; else short real estate if the market looks hot; else hold the strongest 60‑day performer among DE, ES, NU, TS. Uses 3x ETFs—very volatile.
Strong upside: out-of-sample annualized return ~48% vs SPY ~21%. Calmar ~1.29 signals solid risk-adjusted performance, despite higher drawdowns (~38% vs ~19%). A single-position, momentum-based strategy aimed at outperforming the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $159k | 2026-10-11 | |
| Backtest regulatory fees | $480 | 2026-10-11 | |
| Backtest slippage cost | $3,331 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum, real estate inverse, rsi, semiconductors, single-stock rotation, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 24 | 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[ "DE", "DRV", "ES", "NU", "SOXL", "SOXX", "SPY", "TS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,152 | 2026-10-11 | |
| Out-of-sample length | 818 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 83.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1491% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 261.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -4.87% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.41% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.41% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.27% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.23% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.47% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
