Composer · investment strategy
by Composer Technologies · via Composer
A timing strategy around semiconductors and big tech. It uses a simple “heat” gauge (RSI) to switch among 3x bull/bear semis funds, volatility ETFs, 3x index funds, or top mega-cap stocks. Very high risk due to leveraged and volatility products.
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 ()
6 of 31 funds in its are : SOXL, SOXS, SPXL, TECL, TNA, 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.
RSI = a 0–100 “heat gauge” of recent price moves (high=hot, low=cold).<br>1) Compare semiconductors (SOXX) vs cash (BIL).<br>- If semis are stronger: if the S&P 500 looks very hot, buy volatility funds (UVXY/VIXY); otherwise buy the 3x semis bull fund (SOXL).<br>- If not: if semis look hot, use the 3x bear (SOXS). If they just dipped, choose SOXL or SOXS by a short view. If no clear read: if the S&P is hot buy VIXM; if very cold buy leaders among 3x bulls (TECL/TNA/SPXL); otherwise hold the 3 strongest mega-cap stocks (e.g., AAPL, MSFT, NVDA).
A timing strategy around semiconductors and big tech. It uses a simple “heat” gauge (RSI) to switch among 3x bull/bear semis funds, volatility ETFs, 3x index funds, or top mega-cap stocks. Very high risk due to leveraged and volatility products.
Out-of-sample, this strategy targets tech/semis leadership with tactical hedging, delivering ~61% annualized return vs S&P's ~21%, with Calmar ~1.23 (risk-adjusted). Expect higher upside and active risk controls, but be prepared for deeper drawdowns (~50%).
Believe
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $615.0M | 2026-10-11 | |
| Backtest regulatory fees | $2.5M | 2026-10-11 | |
| Backtest slippage cost | $23.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum and mean-reversion, semiconductor/tech focus, tactical timing, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 2026-10-11 | |
| Rebalance corridor width | 6.90% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.62 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMGN", "AMZN", "AVGO", "BIL", "CSCO", "GD", "GOOGL", "INTC", "META", "MSFT", "MSTR", "NFLX", "NOC", "NVDA", "PEP", "RTX", "SBUX", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "TECL", "TMUS", "TNA", "TSLA", "UVXY", "VIXM", "VIXY" ] | 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) | 2.88 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,572 | 2026-10-11 | |
| Out-of-sample length | 823 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 117.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6150k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 376.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 27.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 9.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 68.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 68.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.65% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.25% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -67.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 74.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 81.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 84.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.62% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
