Composer · investment strategy
by Composer Technologies · via Composer
A semiconductor‑focused mean‑reversion strategy: fade big daily moves with leveraged bull/bear ETFs, size positions with a simple “hot/cold” gauge (RSI), and use a trend fallback when neutral. Adds small volatility, dollar, and T‑bill hedges for shocks.
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.
2 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%)
2 funds (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. : 99% · 2026-10-11 ()
9.5% 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 7 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.
It watches SMH (semiconductor stocks). After a huge 1‑day drop, it “buys the dip” with SOXL (3x bullish semis) and puts ~30% in hedges (VIXM/UVXY = volatility, UUP = US dollar, or SHY = short‑term Treasuries). After a huge pop, it bets on a pullback with SOXS (3x bearish) plus some SHY. Otherwise it uses RSI (a hot/cold score): colder → more SOXL, hotter → more SOXS. If neutral, follow trend: above 200‑day → SMH; below → SOXS or SHY.
A semiconductor‑focused mean‑reversion strategy: fade big daily moves with leveraged bull/bear ETFs, size positions with a simple “hot/cold” gauge (RSI), and use a trend fallback when neutral. Adds small volatility, dollar, and T‑bill hedges for shocks.
Out-of-sample edge: ~45% annualized return vs ~20% for the S&P 500, with positive alpha (~0.40). Higher upside but deeper drawdowns (~52%). Hedging and RSI-based sizing help protect capital while capturing big semiconductor moves.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27.4M | 2026-10-11 | |
| Backtest regulatory fees | $142k | 2026-10-11 | |
| Backtest slippage cost | $1.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, rsi, semiconductors, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 195 | 2026-10-11 | |
| Rebalance corridor width | 8.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.78 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SMH", "SOXL", "SOXS", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,522 | 2026-10-11 | |
| Out-of-sample length | 1,018 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 76.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 273k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 347.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -18.78% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 124.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 124.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -2.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -52.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 107.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 134.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
