Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tactical system: usually long SOXL (3x semiconductors) in uptrends or after oversold dips; switches to UVXY (2x volatility) when markets look overbought; parks in BIL (T‑Bills) when the S&P 500 is below its 200‑day average. Very high 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.
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 ()
5 of 16 funds in its are : FAS, SOXL, 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.
Each day it picks one fund. If chip/tech or the S&P look washed out (10‑day RSI, a 0–100 heat score of recent selling/buying, is very low), it buys SOXL (3x bull on chipmakers) for a rebound. If many indexes/sectors look red‑hot (RSI very high), it flips to UVXY (2x VIX; spikes when stocks drop). If neither, trend: if SPY > 200‑day average, hold SOXL; else sit in BIL (T‑Bills). Very high risk.
Aggressive, tactical system: usually long SOXL (3x semiconductors) in uptrends or after oversold dips; switches to UVXY (2x volatility) when markets look overbought; parks in BIL (T‑Bills) when the S&P 500 is below its 200‑day average. Very high risk.
Leveraged semiconductor tilt with volatility hedges delivers outsized, risk-adjusted upside: oos Sharpe 1.36, Calmar 2.28, and ~145% annualized return vs SPX. Higher risk, higher potential.
25% Referral Code: fczMHII-TRADE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $37.6B | 2026-10-11 | |
| Backtest regulatory fees | $21.2M | 2026-10-11 | |
| Backtest slippage cost | $204.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, momentum, semiconductors, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 63 | 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[ "BIL", "FAS", "QQQ", "QQQE", "SMH", "SOXL", "SPY", "TECL", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 4.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 304 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 184.43% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 376232k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 144.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 195.74% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -14.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 152.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 152.66% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -27.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.01 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 81.10% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 116.26% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
