Composer · investment strategy
by Composer Technologies · via Composer
A tactical, semiconductor‑focused strategy: buys 3x long on sharp down days, shorts 3x on sharp up days, adjusts thresholds by volatility, and otherwise holds SMH or top chip stocks with bond/dollar/volatility hedges. Uses a SPY trend filter.
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 ()
3 of 27 funds in its are : SOXL, SOXS, 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) It checks market “fear” using UVXY’s 30‑day RSI (a 0–100 recent‑speed score) to label Low/Medium/High volatility. 2) It watches SMH (chip ETF) for big 1‑day moves: big drops buy SOXL (3x bull); big spikes buy SOXS (3x bear). Often 30% goes to hedges (VIXM/UVXY, UUP, or SHY). 3) If no extremes, it uses trends (SPY 200‑day, moving averages, RSI) to hold SMH or 5 leading chip stocks. Trades when rules change.
A tactical, semiconductor‑focused strategy: buys 3x long on sharp down days, shorts 3x on sharp up days, adjusts thresholds by volatility, and otherwise holds SMH or top chip stocks with bond/dollar/volatility hedges. Uses a SPY trend filter.
Semiconductors-focused, regime-tuned strategy aiming for outsized upside. OOS annualized return ~31.6% vs SPY ~22.5%, aided by hedges and trend filters. Note higher drawdowns (~63.6% vs ~18.8%). Potential tech-cycle alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $239.8M | 2026-10-11 | |
| Backtest regulatory fees | $3.0M | 2026-10-11 | |
| Backtest slippage cost | $28.5M | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, mean reversion, semiconductors, tactical, trend filter, volatility regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 349 | 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) | 0.71 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ADI", "AMAT", "AMD", "ASML", "AVGO", "INTC", "KLAC", "LRCX", "MCHP", "MRVL", "MU", "NVDA", "NXPI", "ON", "QCOM", "SHY", "SMH", "SNPS", "SOXL", "SOXS", "SPY", "STM", "TSM", "TXN", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 |
| Remixes (copies) | 68 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,696 | 2026-10-11 | |
| Out-of-sample length | 985 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 98.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2398k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 193.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -11.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -12.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -28.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -28.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -10.54% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -21.32% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 88.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 162.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 164.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
