Composer · investment strategy
by Composer Technologies · via Composer
Mostly rides semiconductor rallies via SOXL, ducks into UVXY when markets look overheated, and in downtrends may rotate to SQQQ or short‑term bonds. Uses long‑/short‑term trend checks and overbought/oversold (RSI) signals. 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.
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 ()
6 of 17 funds in its are : FAS, SOXL, SQQQ, TECL, TQQQ, 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: 1) If TQQQ is above its 200‑day average (uptrend) hold SOXL (3× semis), unless several market/sector “heat gauges” (10‑day RSI = 0–100 speedometer) are very hot (75–80+); then use UVXY (volatility hedge). 2) If TQQQ is below its 200‑day: if RSIs are very low (oversold) buy SOXL; else if TQQQ is under its 20‑day, choose SQQQ (3× inverse Nasdaq) or BSV (short‑term bonds) by which is stronger; otherwise SOXL.
Mostly rides semiconductor rallies via SOXL, ducks into UVXY when markets look overheated, and in downtrends may rotate to SQQQ or short‑term bonds. Uses long‑/short‑term trend checks and overbought/oversold (RSI) signals. Rebalanced daily.
Out-of-sample, this strategy aims to beat the S&P by riding semiconductor rallies (SOXL) with smart hedges and tactical rotations. OOS annualized return ~134% vs SPY ~19%; Calmar ~2.11; Sharpe ~1.32. Note: drawdowns can be larger (~63%).
25% Referral Code: fczMHII-TRADE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $313.0B | 2026-10-11 | |
| Backtest regulatory fees | $191.0M | 2026-10-11 | |
| Backtest slippage cost | $1.3B | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum/mean reversion, sector-focused (semiconductors), tactical rotation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 69 | 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", "FAS", "QQQ", "QQQE", "SMH", "SOXL", "SPY", "SQQQ", "TECL", "TQQQ", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 4.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 303 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 229.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3130275k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 133.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.59% | 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) | 128.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 128.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -27.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 86.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 116.27% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.11 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
