Composer · investment strategy
by Composer Technologies · via Composer
Rules-based trend strategy that scales between cash-like T‑bills and a 3x semiconductor ETF. It adds exposure in four 25% steps as short-, medium-, and long-term trends turn positive; retreats to T‑bills when trends weaken. Rebalanced daily.
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.
2 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. : 98% · 2026-10-11 ()
73.3% 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 2 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.
Each day the portfolio is split into 4 equal parts. For each part it holds either SOXL (a 3x semiconductor ETF) or BIL (T‑bills) based on simple trend checks of SOXL: is price above its recent average (20‑day) or long-term average (200‑day), and are shorter averages above longer ones? More checks true = more SOXL; else BIL.
Rules-based trend strategy that scales between cash-like T‑bills and a 3x semiconductor ETF. It adds exposure in four 25% steps as short-, medium-, and long-term trends turn positive; retreats to T‑bills when trends weaken. Rebalanced daily.
Out-of-sample annualized return ~59% vs SPY ~21%; four-step exposure to SOXL with cash when trends weaken targets big upside in uptrends, but with higher drawdowns (~63% vs ~19%) and lower risk-adjusted Sharpe (~0.99 vs ~1.32).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $315k | 2026-10-11 | |
| Backtest regulatory fees | $448 | 2026-10-11 | |
| Backtest slippage cost | $2,439 | 2026-10-11 |
| AI categories (Composer) | leveraged etf, moving-average, risk management, semiconductors, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.81 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SOXL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,972 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 24.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3047% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 254.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.44% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -6.94% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -14.20% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 125.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 125.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -8.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -34.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.39 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.67 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.27% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 82.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
