Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based rotation that rides strength in semiconductors, hedges with volatility when the S&P 500 looks overheated, and otherwise trend-trades 3x S&P/Nasdaq funds. Uses RSI and short MAs. Very high risk due to leverage and VIX ETPs.
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 2026-07-31)
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 ()
7 of 11 funds in its are : SOXL, SOXS, SPXU, SQQQ, TQQQ, UPRO, UVXY
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.
Rules-based switcher using RSI (a 0–100 “heat” score) and short-term trends.<br>- If semiconductors (SOXX) outrun cash (BIL): ride SOXL (3x long). If the S&P 500 looks very hot (SPY RSI > ~75): buy UVXY/VIXY (volatility).<br>- Else: flip SOXL vs SOXS by RSI. If no clear semi signal: trend-trade UPRO/SPXU (S&P) or TQQQ/SQQQ (Nasdaq). Very high risk.
Aggressive, rules-based rotation that rides strength in semiconductors, hedges with volatility when the S&P 500 looks overheated, and otherwise trend-trades 3x S&P/Nasdaq funds. Uses RSI and short MAs. Very high risk due to leverage and VIX ETPs.
Dynamic, risk-aware strategy targeting higher upside by riding semis with 3x exposure and hedging volatility when markets heat up; otherwise trend-follow. Out-of-sample: ~25% annualized return vs SPY ~21%; but with larger drawdowns.
Believe
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $101.6M | 2026-10-11 | |
| Backtest regulatory fees | $1.1M | 2026-10-11 | |
| Backtest slippage cost | $10.1M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, mean reversion, momentum, semiconductors, tactical allocation, trend following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 44 | 2026-10-11 | |
| Rebalance corridor width | 6.90% | 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", "SOXL", "SOXS", "SOXX", "SPXU", "SPY", "SQQQ", "TQQQ", "UPRO", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 652 | 2026-10-11 | |
| Watchers | 245 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 818 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 85.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1016k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.98% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 106.43% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.32% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 2.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.93% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -21.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -83.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.17 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 79.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 102.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 134.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
