Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rule-driven ETF strategy centered on semiconductors. It rides uptrends with SOXL, flips to SOXS when overheated, and can park in gold, commodities, or cash. Uses bond‑vs‑stock signals; small sector tilts at times.
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.
7 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%)
4 funds (SEC N-PORT, as of 2026-05-31)
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 ()
44.9% 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 20 funds in its are : PSQ, SH, SOXL, SOXS, UGL
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 Macro signals 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.
This fast, rules-based ETF mix leans hard into semiconductors and flips quickly.<br>RSI = a short‑term “heat meter” of price (high=overbought, low=oversold).<br>Core idea: ride semis up with SOXL or hedge with SOXS; use bonds vs stocks as a safety check; when stocks look too hot, shift to gold, cash, or commodities.<br>Tickers: SOXL/SOXS (3x semis bull/bear), UGL (2x gold), DBC (commodities), BIL (T‑bills), SH/PSQ (short S&P/Nasdaq).
An aggressive, rule-driven ETF strategy centered on semiconductors. It rides uptrends with SOXL, flips to SOXS when overheated, and can park in gold, commodities, or cash. Uses bond‑vs‑stock signals; small sector tilts at times.
Outperforms the S&P: ~40% annualized out-of-sample return vs ~25%, with Calmar ~1.38. Semiconductor‑tilt plus hedges (gold/commodities/cash) and bond risk checks aim for outsized upside while containing risk—though max drawdown may run higher (~29%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.0M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $93k | 2026-10-11 |
| AI categories (Composer) | commodities, gold, leveraged semiconductors, macro risk-on/off, momentum/mean‑reversion, sector rotation, tactical etf rotation, us dollar | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 192 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "COST", "DBC", "IEF", "IEI", "PSQ", "SH", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPY", "UGL", "UNH", "USDU", "UUP", "VTI", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,206 | 2026-10-11 | |
| Out-of-sample length | 740 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 65.37% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 60k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 169.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.27% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.06% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.07% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.68 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
