Composer · investment strategy
by Composer Technologies · via Composer
An adaptive semiconductor strategy: buys dips with SOXL, fades spikes with SOXS, and holds SMH in uptrends. It adjusts its triggers to volatility (via UVXY) and parks in Treasuries/US dollar/volatility hedges when risk rises.
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.
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%)
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. : 98% · 2026-10-11 ()
72.0% 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 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 actively trades semiconductors. First it checks market stress with UVXY (a volatility fund). In high/medium/low stress, it sets different “tripwires” for SMH (a semiconductor fund). Big down days: buy SOXL (3x bull) plus a small hedge (VIXM/UUP/UVXY or SHY). Big up days: use SOXS (3x bear) with some SHY. If moves are smaller, it uses a “heat meter” (RSI) on SMH: <36 = add SOXL; >70 = add SOXS; otherwise hold SMH if above its 200‑day average, or park in SHY/SOXS if below. Position sizes scale with how extreme and how volatile conditions are.
An adaptive semiconductor strategy: buys dips with SOXL, fades spikes with SOXS, and holds SMH in uptrends. It adjusts its triggers to volatility (via UVXY) and parks in Treasuries/US dollar/volatility hedges when risk rises.
Out-of-sample annualized return 23.43% vs SPY 20.29%, driven by a volatility-adaptive semiconductor strategy that buys dips, fades spikes, and uses hedges. Higher upside than the S&P, with some extra tail risk in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $29.7M | 2026-10-11 | |
| Backtest regulatory fees | $235k | 2026-10-11 | |
| Backtest slippage cost | $2.2M | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, mean reversion, momentum, semiconductors, short-term trading, tactical sector rotation, volatility-adaptive | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 834 | 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) | 0.66 | 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) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.51 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 |
| Remixes (copies) | 78 | 2026-10-11 | |
| Watchers | 25 | 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) | 77.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 297k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 134.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.59% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -11.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -14.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -14.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -10.91% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -15.84% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 113.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 113.35 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
