Composer · investment strategy
by Composer Technologies · via Composer
Daily switches among SOXX (semiconductors), SOXL (3× semis during tech selloffs), and SHY (short‑term Treasuries) using simple trend checks on SPY and an oversold signal on QQQ.
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 not, park in SHY (short‑term Treasuries)”
“buy SOXL (3× leveraged semis) for a rebound”
“Checked daily.”
“if SPY is above its 31‑day average, own SOXX”
“If SPY (S&P 500) is in an uptrend—its 21‑day average price is above its 210‑day—own SOXX”
“falls below 30, buy SOXL (3× leveraged semis) for a rebound”
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)
No stated fossil-fuel rule; the exposure is shown for reference. : 97% · 2026-10-11 ()
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% · 2026-10-11 ()
1 of 5 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.
Checked daily. If SPY (S&P 500) is in an uptrend—its 21‑day average price is above its 210‑day—own SOXX (semiconductor stocks). If not: when QQQ’s (big‑tech) 10‑day RSI—a 0–100 gauge of recent losses vs gains—falls below 30, buy SOXL (3× leveraged semis) for a rebound. Otherwise, if SPY is above its 31‑day average, own SOXX; if not, park in SHY (short‑term Treasuries).
Daily switches among SOXX (semiconductors), SOXL (3× semis during tech selloffs), and SHY (short‑term Treasuries) using simple trend checks on SPY and an oversold signal on QQQ.
Out-of-sample upside is compelling: ~59% annualized vs 22% for the S&P, with Calmar ~1.23. The strategy tilts to semiconductors in uptrends and uses selective 3x leverage on oversold tech rebounds—targeting stronger long-term growth (with higher drawdowns).
This simple strategy beats the market and has less drawdown. 2x leverage added during oversold condition. Mod Backtested to 6/21/2006.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $217 | 2026-10-11 | |
| Backtest slippage cost | $1,319 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, semiconductors, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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[ "QQQ", "SHY", "SOXL", "SOXX", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 480.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 93.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 93.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.77% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 4.77 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
