Composer · investment strategy
by Composer Technologies · via Composer
Two‑speed trend strategy focused on semiconductors: 90% SOXX + 10% SOXL in uptrends, 90% SHV + 10% TMV otherwise. If SOXX becomes very oversold (RSI<30), it buys the dip even if the broader trend is down.
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. : 97% · 2026-10-11 ()
10.6% 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, TMV
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.
Assets: SOXX (chip stocks), SOXL (3x semis), SHV (T‑bills), TMV (3x inverse long‑term Treasuries).<br>The portfolio has two halves. One uses slower trend checks (200‑day/50‑day averages), the other faster (100‑day/20‑day). If SOXX’s price is above its long‑term average and the short‑term average is above the long‑term, that half holds 90% SOXX + 10% SOXL; otherwise 90% SHV + 10% TMV. Exception: if SOXX’s 10‑day RSI (an oversold gauge) drops below 30, that half buys SOXX/SOXL anyway.
Two‑speed trend strategy focused on semiconductors: 90% SOXX + 10% SOXL in uptrends, 90% SHV + 10% TMV otherwise. If SOXX becomes very oversold (RSI<30), it buys the dip even if the broader trend is down.
Out-of-sample edge: ~51% annualized return with a ~1.22 Sharpe and ~1.32 Calmar. A two-speed semis trend with ballast (SHV/TMV) and a 10% lever to capture upside. Higher upside than the S&P, but larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $498k | 2026-10-11 | |
| Backtest regulatory fees | $303 | 2026-10-11 | |
| Backtest slippage cost | $2,417 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk management, sector rotation, semiconductors, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 46 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.75 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHV", "SOXL", "SOXX", "TMV" ] | 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) | 1.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 865 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 26.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4877% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 313.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.83% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.09% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -6.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 102.41% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 102.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.95% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -7.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.72% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
