Composer · investment strategy
by Composer Technologies · via Composer
A tactical chip-sector strategy: fade extreme short‑term moves with 3× bull/bear ETFs (SOXL/SOXS). Otherwise, use RSI and a trend filter to hold the strongest chip/energy/solar name—or rotate to SPY, Energy (XLE), or commodities (DBC).
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%)
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 ()
2 of 9 funds in its are : SOXL, SOXS
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.
Focus: semiconductor (“chip”) moves. After big 5‑day swings in SOXX (chip fund), it bets on a snap‑back using 3× ETFs: SOXL (bull) or SOXS (bear). It also checks RSI (a short‑term too‑hot/too‑cold gauge) on NVDA and AMD, plus a trend test (10‑ vs 200‑day average). If the chip trend is up, it buys the strongest of SOXX/NVDA/AMD/XLE (Energy)/ENPH (solar); otherwise it rotates to SPY (S&P 500), XLE, or DBC (commodities).
A tactical chip-sector strategy: fade extreme short‑term moves with 3× bull/bear ETFs (SOXL/SOXS). Otherwise, use RSI and a trend filter to hold the strongest chip/energy/solar name—or rotate to SPY, Energy (XLE), or commodities (DBC).
Out-of-sample Sharpe ~1.20 vs S&P ~1.13; ~94% annualized return; Calmar ~1.28 over 4+ years. A chip-focused, trend-driven approach with superior risk-adjusted upside—albeit with higher drawdown risk in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $81.6M | 2026-10-11 | |
| Backtest regulatory fees | $276k | 2026-10-11 | |
| Backtest slippage cost | $2.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, risk-on/risk-off, semiconductors, tactical, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 67 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.91 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "DBC", "ENPH", "NVDA", "SOXL", "SOXS", "SOXX", "SPY", "XLE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 1,679 | 2026-10-11 | |
| Watchers | 525 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,562 | 2026-10-11 | |
| Out-of-sample length | 1,054 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 89.09% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 816k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 94.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 1515% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 30.84% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -6.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -21.30% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -21.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 70.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -84.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -73.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 76.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 84.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 75.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
