Composer · investment strategy
by Composer Technologies · via Composer
Daily, one‑position strategy built around semiconductors. In uptrends it holds SMH unless markets look overheated, then flips to VIXY. In downtrends it buys oversold rebounds (TECL/SPXL) or, if not, chooses among VIXY, inverse semis (SSG), or short‑term bonds (BSV). Uses RSI (0–100).
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.
1 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 2026-06-30)
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 ()
0.0% 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 ()
4 of 9 funds in its are : SPXL, SSG, TECL, 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.
Daily steps:<br>• If SMH (semiconductors) is above its 200‑day average, hold SMH—unless QQQ/SPY/SMH look overheated (10‑day RSI ~80+), then switch to VIXY (often rises when stocks pull back).<br>• If SMH is below it: if QQQ or SPY is very washed‑out (RSI ~30−), buy TECL or SPXL for a rebound. Otherwise, a volatility gauge (UVXY RSI) and SMH’s 20‑day trend pick among VIXY, SMH, inverse semis (SSG), or short‑term bonds (BSV).<br>RSI = 0–100 “heat” score.
Daily, one‑position strategy built around semiconductors. In uptrends it holds SMH unless markets look overheated, then flips to VIXY. In downtrends it buys oversold rebounds (TECL/SPXL) or, if not, chooses among VIXY, inverse semis (SSG), or short‑term bonds (BSV). Uses RSI (0–100).
Out-of-sample edge: about 56.5% annualized return vs 23% for the S&P, with Calmar ~2.29 and Sharpe ~1.45. A tactical semis-driven strategy that hedges volatility and levered rebounds for higher upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $133.3M | 2026-10-11 | |
| Backtest regulatory fees | $98k | 2026-10-11 | |
| Backtest slippage cost | $934k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, semiconductors focus, tactical, trend + mean‑reversion, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 50 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "QQQ", "SMH", "SPXL", "SPY", "SSG", "TECL", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,522 | 2026-10-11 | |
| Out-of-sample length | 337 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 97.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1332k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 56.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 82.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.65% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.32% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.72% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.66% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
