Composer · investment strategy
by Composer Technologies · via Composer
A concentrated, leveraged chip-sector bet: 70% in 3× long SOXL and 30% in 3× inverse SOXS. Delivers about +1.2× the semiconductor index’s daily move, with very high volatility, path‑dependent returns, and no rebalancing so exposure can drift.
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.
2 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%)
2 funds (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 ()
2 of 2 funds in its are : SOXL, SOXS
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 puts 70% into SOXL, a fund that tries to move about 3× the semiconductor stock index’s daily return, and 30% into SOXS, which targets −3× that same index. Net effect: roughly +1.2× the index’s daily move. There’s no scheduled rebalancing, so whichever side wins can take over, changing risk. Because these funds reset daily, longer‑term results can differ a lot from the simple math.
A concentrated, leveraged chip-sector bet: 70% in 3× long SOXL and 30% in 3× inverse SOXS. Delivers about +1.2× the semiconductor index’s daily move, with very high volatility, path‑dependent returns, and no rebalancing so exposure can drift.
Turbocharged semiconductor exposure with outsized upside: OOS annualized return ~43% vs ~20% for the S&P, Sharpe ~1.0. Expect higher volatility and drawdowns (~55%), but potential for rapid gains when semiconductors rally.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $886k | 2026-10-11 | |
| Backtest regulatory fees | $153 | 2026-10-11 | |
| Backtest slippage cost | $972 | 2026-10-11 |
| AI categories (Composer) | high risk, leveraged etfs, long/short, no rebalancing, sector concentration, semiconductors | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4 | 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) | 0.59 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SOXL", "SOXS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 966 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.10% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8755% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 297.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.85% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -7.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 87.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 87.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.98% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.80% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.59% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.92% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.76% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
