Composer · investment strategy
by Composer Technologies · via Composer
An automated “heat meter” for markets: it flips between 3x long or 3x short semiconductors (SOXL/SOXS). If chips give no clear cue, it either hedges with volatility (VIXM), buys 3x index funds on deep dips, or holds the 3 strongest mega‑cap stocks. Very aggressive.
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 28 funds in its are : SOXL, SOXS, SPXL, TECL, TNA
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.
Think of RSI as a 0–100 “heat meter” of recent up vs. down days.<br>1) If chips (SOXX = broad semiconductor fund) look very hot (10‑day heat >73), it shorts chips via SOXS (3x inverse).<br>2) If chips look short‑term weak (2‑day heat <42) and SOXL’s 10‑day heat <57, it goes long chips via SOXL (3x). Otherwise it stays short via SOXS.<br>3) If no clear chip signal, it uses SPY’s heat: too hot (>77) → VIXM (volatility). Very cold (<30) → top 2 of TECL/TNA/SPXL (3x tech/small‑cap/S&P). Else → top 3 strongest mega‑cap stocks. Trades only when signals flip (~7% drift band).
An automated “heat meter” for markets: it flips between 3x long or 3x short semiconductors (SOXL/SOXS). If chips give no clear cue, it either hedges with volatility (VIXM), buys 3x index funds on deep dips, or holds the 3 strongest mega‑cap stocks. Very aggressive.
Out-of-sample: ~50% annualized return vs SPY’s ~21%, from semiconductor timing and mega-cap rotation with hedges. Higher upside, but much larger drawdowns (~67% vs ~19%), so best for risk-tolerant investors chasing tech-cycle alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $328.3M | 2026-10-11 | |
| Backtest regulatory fees | $1.4M | 2026-10-11 | |
| Backtest slippage cost | $13.6M | 2026-10-11 |
| AI categories (Composer) | inverse/volatility hedge, leveraged etfs, mega-cap rotation, rsi momentum, semiconductor timing, tactical rules-based | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 52 | 2026-10-11 | |
| Rebalance corridor width | 6.90% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.65 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMGN", "AMZN", "AVGO", "CSCO", "GD", "GOOGL", "INTC", "META", "MSFT", "MSTR", "NFLX", "NOC", "NVDA", "PEP", "RTX", "SBUX", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "TECL", "TMUS", "TNA", "TSLA", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 312 | 2026-10-11 | |
| Watchers | 139 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,572 | 2026-10-11 | |
| Out-of-sample length | 818 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 108.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3283k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 49.98% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 273.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 27.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 9.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 88.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 88.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.65% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.25% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -67.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -67.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 69.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 99.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 92.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
