Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based basket that rides semiconductor uptrends (SOXL), flips to short semis or Treasuries in downtrends (SOXS/TMF/TMV/TLT), and occasionally trades volatility pops (UVXY), using long‑term trend, short‑term overbought/oversold, and bond‑market checks.
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.
9 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%)
6 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 91% · 2026-10-11 ()
75.2% 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 ()
11 of 24 funds in its are : SOXL, SOXS, SPXU, TECL, TMF, TMV, TQQQ, TTT, UGL, UPRO, 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.
Each day it chooses from a menu: SOXL (3x long semis), SOXS (3x short semis), TMF/TMV (3x long/short long Treasuries), TLT/SHY, and sometimes UVXY (2x VIX). It first checks market trend (SPY vs 200‑day). In uptrends it favors SOXL; in downtrends it flips to SOXS/Treasuries. Short‑term “heat”/“washed‑out” scores (RSI: 0–100; >70 hot, <30 oversold) and a bond‑market check fine‑tune entries. Small sleeves may hold tech 3x, gold, staples, dollar, or anti‑beta.
A daily, rules‑based basket that rides semiconductor uptrends (SOXL), flips to short semis or Treasuries in downtrends (SOXS/TMF/TMV/TLT), and occasionally trades volatility pops (UVXY), using long‑term trend, short‑term overbought/oversold, and bond‑market checks.
Out-of-sample return ~39% vs 21% for the S&P, with a Calmar ~1.29 and Sharpe ~1.05. It aims for stronger trend-driven gains and better risk-adjusted performance, but carries higher drawdowns (~30% vs ~19%), reflecting semis bets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $703.6M | 2026-10-11 | |
| Backtest regulatory fees | $1.3M | 2026-10-11 | |
| Backtest slippage cost | $12.7M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, rsi, semiconductors, tactical allocation, treasuries, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 868 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "IEF", "SCHB", "SHY", "SOXL", "SOXS", "SPHB", "SPXU", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TTT", "UGL", "UPRO", "UUP", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,653 | 2026-10-11 | |
| Out-of-sample length | 993 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 115.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7036k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.13% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 267.85% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.58% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.02% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 83.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 83.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.51% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.26% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
