Composer · investment strategy
by Composer Technologies · via Composer
A contrarian, quality‑screened chip‑stock strategy that buys recent short‑term losers (by 12‑day RSI) and overweights the most beaten‑down. Highly concentrated and volatile. 3‑yr backtest: AR 26.1%, SR 0.82, vol 36%, max drawdown ~38%.
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%)
No funds
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 ()
0 of 10 funds in its are
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 Fundamental research label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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) Build a list of financially strong chip/related hardware firms (high profits, cash flow, low debt; e.g., Texas Instruments, ON Semi, Skyworks). 2) Every review, score them by a 12‑day RSI (0–100 gauge of how hard prices moved; low = recently sold off). 3) Buy the 6 lowest, giving extra weight to the very lowest via 6 stacked groups. 4) Recheck and rebalance periodically.
A contrarian, quality‑screened chip‑stock strategy that buys recent short‑term losers (by 12‑day RSI) and overweights the most beaten‑down. Highly concentrated and volatile. 3‑yr backtest: AR 26.1%, SR 0.82, vol 36%, max drawdown ~38%.
Tech-focused, high-conviction semiconductor strategy using a 12-day RSI mean-reversion with a quality screen. OOS return ~19.6% vs SPY ~20.2%; higher drawdowns and beta, but adds diversification and upside exposure to chip cycles beyond the S&P.
Charged Pool model (uses 6 copies of same pool with decreasing number of picks in the sort to rebalance weighting) ; Stock Pool from following criteria: Sectors (Aerospace & Defense, Industries Semiconductors, Specialty Telecommunications, Alternative Power Generation) Market Cap >$50M ROE > 20% Current Ratio >= 1.5 Debt to Equity Ratio <= 0.75 Free Cash Flow Margin >= 10%
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $631k | 2026-10-11 | |
| Backtest regulatory fees | $2,633 | 2026-10-11 | |
| Backtest slippage cost | $21k | 2026-10-11 |
| AI categories (Composer) | concentrated, contrarian mean reversion, equity long-only, high volatility, quality filter, rsi-based, semiconductors, short-term | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 82 | 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) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "LSCC", "MPWR", "MTSI", "MXL", "NVEC", "ON", "POWI", "SWKS", "TEL", "TXN" ] | 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) | 1.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,651 | 2026-10-11 | |
| Out-of-sample length | 815 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.10% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6207% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.74% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.93% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -6.52% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 77.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 77.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.27% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.43% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.09 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.02% | 2026-10-11 |
Collective2
Quantbase · Surmount
