Composer · investment strategy
by Composer Technologies · via Composer
A tactical, chip‑centric strategy: fades short‑term extremes with 3× semiconductor funds (SOXL/SOXS). Otherwise uses a trend filter to rotate into recent winners among chips, power/energy, or, in downtrends, broader market and commodities.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
It splits money between two chip-focused playbooks. First it checks for short-term extremes: big 5‑day/1‑day moves in a chip fund (SOXX) or in AMD/Tempus. At extremes it takes quick, contrarian trades with 3× funds—SOXL (bullish) or SOXS (bearish). If no extremes, it checks trend (10‑day vs 200‑day average). In uptrends it holds recent winners among chips and power/energy names; in downtrends it shifts to broader market or commodities. Positions are equal‑weighted.<br>Tickers: SOXX chips; SOXL/SOXS 3× bull/bear chips; AMD (Advanced Micro Devices); TEM (Tempus AI); VST (Vistra power); ENPH (Enphase solar); XLE energy; SPY S&P 500; DBC commodities.
A tactical, chip‑centric strategy: fades short‑term extremes with 3× semiconductor funds (SOXL/SOXS). Otherwise uses a trend filter to rotate into recent winners among chips, power/energy, or, in downtrends, broader market and commodities.
Chip-focused tactical strategy uses short-term mean reversion in SOXL/SOXS plus trend rotation across semis, energy, and markets. Out-of-sample: ~12%/yr return; Sharpe ~0.63 vs SPY ~1.02; max drawdown ~74% vs ~19%. Diversification and alpha when chips lead.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities, energy, leveraged etfs, mean reversion, momentum, sector rotation, semiconductors, tactical, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 20.81% | ||
| Return, trailing 1 month (out-of-sample) | 26.75% | ||
| Return, trailing 1 year (out-of-sample) | -29.94% | ||
| Return, trailing 3 months (out-of-sample) | 16.19% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.17 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -73.81% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 107.77% |
Composer Technologies · Composer
Composer Technologies · Composer
