Composer · investment strategy
by Composer Technologies · via Composer
Daily, buy SOXL (3× semiconductor fund) only when both semis and big‑tech look deeply sold off; otherwise sit in BIL (T‑Bills). High risk when in SOXL; cash‑like most other 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.
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 2026-06-30)
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 ()
0.0% 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 ()
1 of 3 funds in its are : SOXL
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 checks “RSI”—a 0–100 score of recent up vs down days—for two funds: SOXL (a very volatile 3× fund tied to semiconductor stocks) and QQQ (big‑tech Nasdaq‑100). If SOXL’s 10‑day RSI < 29 and QQQ’s < 32 (both deeply sold off), it buys SOXL to bet on a rebound. Otherwise it holds BIL, a short‑term T‑Bill fund (cash‑like). Rebalances daily.
Daily, buy SOXL (3× semiconductor fund) only when both semis and big‑tech look deeply sold off; otherwise sit in BIL (T‑Bills). High risk when in SOXL; cash‑like most other times.
Out-of-sample edge: ~33.3% annual return vs SPY’s ~22.1% (S&P 500), with Calmar ~1.20—solid risk-adjusted upside. Drawdowns are larger (≈28% vs ≈19%), but it targets sharp semis/tech rebounds after deep oversold signals.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $271k | 2026-10-11 | |
| Backtest regulatory fees | $270 | 2026-10-11 | |
| Backtest slippage cost | $1,181 | 2026-10-11 |
| AI categories (Composer) | cash parking, contrarian, daily rebalance, leveraged etf, momentum filter, oversold, risk-on/risk-off, semiconductors, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 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", "QQQ", "SOXL" ] | 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) | 1.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,161 | 2026-10-11 | |
| Out-of-sample length | 547 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.11% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2607% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.82% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 3.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 44.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 78.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
