Composer · investment strategy
by Composer Technologies · via Composer
A rules‑driven tech/semiconductor swing strategy. It gauges fear (via UVXY), then flips between 3x bull/bear semis, Nasdaq, or safety (bonds, dollar, volatility) using short‑term drops/rips and trend filters. Very active and 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.
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 2026-07-31)
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 ()
74.0% 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 ()
10 of 41 funds in its are : SOXL, SOXS, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, UPRO, 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.
1) Measure fear with UVXY’s RSI (a 0–100 “speed of gains” score; >70 = hot/overbought, <30 = cold/oversold) to pick High/Medium/Low volatility mode.<br>2) In each mode, watch semiconductors (SMH). On sharp 1‑day drops/rips and RSI extremes, flip between SOXL (3x long semis), SOXS (3x short), or park some in SHY; add hedges (UVXY/VIXM, UUP) when vol jumps.<br>3) If the S&P 500 is in an uptrend (above its 200‑day average), use a “normal” plan: trend/RSI checks choose SOXL or SMH, or a basket of top chip stocks; otherwise lean safer (SHY/BSV).<br>4) In calm times, it “buys the dip” in big tech funds; in panic, it toggles TMF/TMV (long/short long‑Treasuries).
A rules‑driven tech/semiconductor swing strategy. It gauges fear (via UVXY), then flips between 3x bull/bear semis, Nasdaq, or safety (bonds, dollar, volatility) using short‑term drops/rips and trend filters. Very active and high risk.
Out-of-sample edge: ~32.4% annualized return vs ~20.7% for the S&P 500. Uses hedges to capture big tech/semis moves; higher upside potential, but expect higher volatility and larger drawdowns in stressed markets.
Updated 10/4/22
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.0B | 2026-10-11 | |
| Backtest regulatory fees | $5.0M | 2026-10-11 | |
| Backtest slippage cost | $47.8M | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, mean reversion, momentum, semiconductors, swing trading, tactical allocation, trend-following, volatility regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 497 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AA", "ADI", "AMAT", "AMD", "ASML", "AVGO", "BSV", "ENPH", "EQT", "INTC", "KLAC", "LRCX", "MCHP", "MRVL", "MU", "NVDA", "NXPI", "ON", "QCOM", "QQQ", "SHY", "SMH", "SNPS", "SON", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "STM", "TECL", "TMF", "TMV", "TQQQ", "TSM", "TXN", "UPRO", "UUP", "UVXY", "VIXM", "VRTX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 122 | 2026-10-11 | |
| Watchers | 39 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,491 | 2026-10-11 | |
| Out-of-sample length | 978 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 221.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 10436k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 197.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.96% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.40% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -7.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -7.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -4.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -12.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.53 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 79.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 77.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.17% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
