Composer · investment strategy
by Composer Technologies · via Composer
Times the market with SPY’s 10‑day RSI: go all‑in to SOXL (3x semiconductors) when the market isn’t overheated; hide in BIL/SHV (cash‑like T‑bills) when it is. Simple, binary, high risk due to leverage and sector concentration.
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 2026-07-31)
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 ()
100.0% 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 ()
1 of 4 funds in its are : SOXL
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 checks a quick “heat gauge” of the U.S. market: a 10‑day RSI on SPY (an S&P 500 fund). Think of RSI as a speedometer—high means prices ran hot. If RSI > 70 (too hot), it parks money evenly in BIL and SHV (cash‑like T‑bill funds). Otherwise, it puts 100% into SOXL, a 3x daily semiconductor fund—very risky. It holds until the signal flips; no routine rebalancing.
Times the market with SPY’s 10‑day RSI: go all‑in to SOXL (3x semiconductors) when the market isn’t overheated; hide in BIL/SHV (cash‑like T‑bills) when it is. Simple, binary, high risk due to leverage and sector concentration.
Out-of-sample annualized return ~31.8% vs SPY ~17.5%. RSI heat gauge shifts between 3x semiconductor exposure and cash, offering higher upside with disciplined risk—beware large drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7M | 2026-10-11 | |
| Backtest regulatory fees | $5,619 | 2026-10-11 | |
| Backtest slippage cost | $44k | 2026-10-11 |
| AI categories (Composer) | leveraged etf, market timing, momentum (rsi), risk-on/risk-off, semiconductors, short-term treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SHV", "SOXL", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 5.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 567 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 42.91% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -14.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -22.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -89.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -76.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 87.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 120.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.89 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.26% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
