Composer · investment strategy
by Composer Technologies · via Composer
Buys semiconductor leverage in 20% steps only when the market is weak and QQQ is deeply oversold; otherwise parks in cash‑like T‑bills. Uses a 200‑day trend filter (SPY) and multi‑window RSI on QQQ to scale risk.
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.
“If SPY is above it, hold BIL (1–3 mo T‑bill ETF; cash‑like)”
“SOXL (3× leveraged semiconductor ETF; very risky)”
“check SPY (S&P 500) vs its 200‑day average (a long‑term trend line)”
“For each window 5/10/20/40/80 days where QQQ’s RSI is below 15/30/35/40/45, put 20% in SOXL”
1 positions as of 2026-10-19
: 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)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-19 ()
1 of 4 funds in its are : SOXL
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
First, check SPY (S&P 500) vs its 200‑day average (a long‑term trend line). If SPY is above it, hold BIL (1–3 mo T‑bill ETF; cash‑like). If SPY isn’t above it, look at QQQ (Nasdaq‑100) RSI, a 0–100 gauge of recent drops: lower=more oversold. For each window 5/10/20/40/80 days where QQQ’s RSI is below 15/30/35/40/45, put 20% in SOXL (3× leveraged semiconductor ETF; very risky). The rest stays in BIL.
Buys semiconductor leverage in 20% steps only when the market is weak and QQQ is deeply oversold; otherwise parks in cash‑like T‑bills. Uses a 200‑day trend filter (SPY) and multi‑window RSI on QQQ to scale risk.
Regime-aware strategy: cash in uptrends, opportunistic 3x semis bets when SPY weak and QQQ oversold. OOS: 18.25% annualized return, 23.26% max drawdown, Calmar ~0.78—diversification with tech-cycle upside vs S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $103k | 2026-10-19 | |
| Backtest regulatory fees | $95 | 2026-10-19 | |
| Backtest slippage cost | $377 | 2026-10-19 |
| AI categories (Composer) | cash-alternatives, leveraged etfs, market-timing, mean-reversion, rsi, semiconductors, tactical | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 28 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SOXL", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.30 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,177 | 2026-10-19 | |
| Out-of-sample length | 548 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 15.10% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 928.87% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.51% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.88% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 8.94% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 14.11% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.65 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | ||
| Maximum drawdown, backtest period (backtest) | -23.26% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.26% | ||
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Sortino ratio, backtest period (backtest) | 2.15 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.78% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.12% |
| Annualized turnover, backtest period (backtest) | 3.14 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.39 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 44.98% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 78.28% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
