Composer · investment strategy
by Composer Technologies · via Composer
Daily, it mostly rides semiconductors with SOXL. Only when semis (>2% in SOXX) and broader tech (>5.5% in TECL) were very strong the prior day, it flips to SOXS to bet on a pullback. Uses 3× leveraged ETFs; very high risk.
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 4 funds in its are : SOXL, SOXS, TECL
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.
Rebalances daily.<br>Tickers: SOXX = regular semiconductor ETF; TECL = 3× tech ETF; SOXL = 3× semiconductor bull; SOXS = 3× semiconductor bear.<br>Rule: If SOXX was up >2% yesterday and TECL was up >5.5%, hold SOXS (bet on a pullback). Otherwise hold SOXL (ride semis up). 100% in one fund.
Daily, it mostly rides semiconductors with SOXL. Only when semis (>2% in SOXX) and broader tech (>5.5% in TECL) were very strong the prior day, it flips to SOXS to bet on a pullback. Uses 3× leveraged ETFs; very high risk.
Out-of-sample annualized return 15.8% vs SPY 12.8%, driven by semiconductors with disciplined 3x leverage. Signal-driven shifts aim to capture tech upturns and pullbacks, targeting higher long-run gains than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $448.6M | 2026-10-11 | |
| Backtest regulatory fees | $1.0M | 2026-10-11 | |
| Backtest slippage cost | $10.0M | 2026-10-11 |
| AI categories (Composer) | daily tactical, leveraged etfs, mean reversion, momentum filter, semiconductors, short-term | 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[ "SOXL", "SOXS", "SOXX", "TECL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 4.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 24 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 1,207 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 90.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4486k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 102.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -17.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -14.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 111.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 111.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -40.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -84.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -84.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 91.67% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 115.55% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
