Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy centered on semiconductors and tech. It buys chips in calm uptrends, flips to inverse or volatility funds when markets look overheated or fearful, and parks in short-term Treasuries when trends weaken.
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.
3 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)
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 ()
0.0% 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 ()
8 of 42 funds in its are : HIBL, SOXL, SOXS, SPXL, SQQQ, TECL, TQQQ, 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.
Goal: ride fast moves in chips/tech and hedge when markets get jumpy. It checks trend (S&P 500 vs its long‑term avg) and “fear” (via UVXY). In calm uptrends it owns chip makers (SMH) or a 3× version (SOXL). Big down days: buy dips; big up days: trim or flip short (SOXS). When fear spikes it buys volatility (UVXY) or hides in short Treasuries (SHY). RSI = short‑term hot/cold score; moving average = trend line. Key ETFs: SMH, SOXL/SOXS, UVXY, TQQQ/SQQQ, SHY.
A fast, tactical strategy centered on semiconductors and tech. It buys chips in calm uptrends, flips to inverse or volatility funds when markets look overheated or fearful, and parks in short-term Treasuries when trends weaken.
Out-of-sample upside: ~41.36% annualized return vs SPY ~23.17%, with oos Sharpe ~0.84 and Calmar ~0.78. Expect larger drawdowns (~53% vs ~19%), but potential for far bigger semiconductor/tech gains.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4B | 2026-10-11 | |
| Backtest regulatory fees | $3.9M | 2026-10-11 | |
| Backtest slippage cost | $37.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, regime switching, semiconductors, tactical, tech momentum, treasuries, trend/mean‑reversion, us dollar, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 496 | 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) | 0.94 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AA", "AAPL", "ADI", "AMAT", "AMD", "ASML", "AVGO", "BIL", "BND", "BSV", "ENPH", "HIBL", "INTC", "KLAC", "LRCX", "MCHP", "MRVL", "MU", "NVDA", "NXPI", "ON", "QCOM", "QQQ", "SHY", "SMH", "SNPS", "SON", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "STM", "TECL", "TQQQ", "TSLA", "TSM", "TXN", "UUP", "UVXY", "VIXM", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 1,002 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 465.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 14456k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 296.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.98% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 14.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.46% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 8.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.83 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 81.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 65.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
