Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based tech/semiconductor timer. It goes to cash when volatility spikes, shorts semis when they’re too hot, buys them when washed out, tilts between tech and shorting bonds using an inflation gauge, and uses a defensive basket when signals are mixed.
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.
“If volatility (VIXM) is hot, it parks in cash (SHV).”
“otherwise hold cash or a defensive mix (PSQ, TLT, SHV)”
“It rebalances daily using RSI, a 0–100 “hot/cold” score.”
“reads semis (SMH): very hot → short semis (SOXS); very cold → buy semis (SOXL); moderate → own tech (SOXL/XLK or TECL)”
“it compares bonds (BND) vs Nasdaq (QQQ)”
3 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%)
3 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
33.5% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
5 of 14 funds in its are : PSQ, SOXL, SOXS, TECL, TMV
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Macro signals 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.
2 missing
The text the rules are quoted from, with where it came from.
It rebalances daily using RSI, a 0–100 “hot/cold” score.<br>1) If volatility (VIXM) is hot, it parks in cash (SHV).<br>2) Else it compares bonds (BND) vs Nasdaq (QQQ) and reads semis (SMH): very hot → short semis (SOXS); very cold → buy semis (SOXL); moderate → own tech (SOXL/XLK or TECL) and, based on an inflation gauge (RINF), sometimes short long bonds (TMV); otherwise hold cash or a defensive mix (PSQ, TLT, SHV).
A daily, rules‑based tech/semiconductor timer. It goes to cash when volatility spikes, shorts semis when they’re too hot, buys them when washed out, tilts between tech and shorting bonds using an inflation gauge, and uses a defensive basket when signals are mixed.
Dynamic tech/semiconductor strategy seeks higher upside than the S&P. Out-of-sample annualized return ~24% vs ~20% for SPY, with volatility-cushioning (cash when risk spikes) and tactical hedges. Note: drawdowns can be larger during stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $725k | 2026-10-11 | |
| Backtest regulatory fees | $2,358 | 2026-10-11 | |
| Backtest slippage cost | $19k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, inflation/rates signal, leveraged & inverse etfs, momentum & mean‑reversion, semiconductors/tech focus, tactical, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "PSQ", "QQQ", "RINF", "SHV", "SMH", "SOXL", "SOXS", "TECB", "TECL", "TLT", "TMV", "VIXM", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,683 | 2026-10-11 | |
| Out-of-sample length | 677 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 89.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7148% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.00% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 76.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 76.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.57% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.21% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.51% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.66% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
