Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, semiconductor-focused strategy that buys dips and shorts pops using SMH with 3x ETFs (SOXL/SOXS). When neither stretched, it follows trend and can shift to bonds (SHY) or short exposure based on recent momentum.
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. : 99% · 2026-10-11 ()
9.4% 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 4 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.
It watches a semiconductor fund (SMH). If it fell too fast (RSI low), it “buys the dip” using SMH plus some 3x bull (SOXL) — more SOXL when the selloff looks short‑lived, less when it’s deep.<br>If it ran up too fast (RSI high), it “fades the pop” with SMH plus some 3x bear (SOXS).<br>Otherwise, it follows trend: above the 200‑day = hold SMH; below it and weak = pick SOXS or short‑term Treasuries (SHY), whichever is stronger short‑term.
A rules-based, semiconductor-focused strategy that buys dips and shorts pops using SMH with 3x ETFs (SOXL/SOXS). When neither stretched, it follows trend and can shift to bonds (SHY) or short exposure based on recent momentum.
Out-of-sample edge: ~49% annualized return vs ~20% S&P; oos Sharpe ~1.05; Calmar ~1.10. RSI-driven dips/pops with dynamic leverage and SHY hedges offer outsized upside, but with higher drawdowns (~44% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-11 | |
| Backtest regulatory fees | $1,981 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | high volatility, leveraged etfs, long/short, mean reversion, rsi, semiconductors, tactical, trend/momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 132 | 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) | 0.87 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SMH", "SOXL", "SOXS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 1 | 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) | 44.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 398.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.65% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 113.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 113.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.48% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.92 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
