Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, high-octane plan centered on semiconductors. It buys chips (SOXL) in uptrends, fades overheated moves with hedges (SOXS/SQQQ/UVXY), buys dips when bonds confirm, and keeps a crash sleeve that snaps to VIX. Rotates to SPY/energy/commodities when calm.
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.
4 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 2026-05-31)
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 ()
53.4% 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 ()
13 of 36 funds in its are : QID, SOXL, SOXS, SQQQ, TBF, TECL, TMV, TQQQ, TYD, TYO, UGL, USD, 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.
Core bet: chip stocks via SOXL (a 3x bull ETF). When markets look hot, it flips to SOXS/SQQQ or UVXY (fear). When washed‑out or after sharp drops, it leans back into SOXL/TQQQ. It confirms risk using bonds (T‑bills vs longer Treasuries/corporates). A smaller sleeve buys VIX (VIXM/UVXY/VIXY) in panics; when calm, it rotates to the strongest of SPY, energy (XLE), chips (SOXX/NVDA/AMD), or commodities (DBC). RSI = a short‑term hot/cold meter.
A rules-based, high-octane plan centered on semiconductors. It buys chips (SOXL) in uptrends, fades overheated moves with hedges (SOXS/SQQQ/UVXY), buys dips when bonds confirm, and keeps a crash sleeve that snaps to VIX. Rotates to SPY/energy/commodities when calm.
Out-of-sample edge: ~41.9% annual return vs SPY ~20.7%, lower beta (~0.73), and solid risk-adjusted metrics (Calmar ~0.72; Sharpe ~0.97). A rules-based semis strategy with hedges targeting big upside while limiting losses.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $66.9B | 2026-10-11 | |
| Backtest regulatory fees | $152.9M | 2026-10-11 | |
| Backtest slippage cost | $1.5B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/off timing, semiconductors, tactical allocation, trend/momentum, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 325 | 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) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "BIL", "BND", "BTAL", "DBC", "EDV", "ENPH", "IEI", "LQD", "NVDA", "QID", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPY", "SQQQ", "STIP", "TBF", "TECL", "TLH", "TMV", "TQQQ", "TYD", "TYO", "UGL", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VTIP", "XLE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 |
| Remixes (copies) | 87 | 2026-10-11 | |
| Watchers | 51 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,503 | 2026-10-11 | |
| Out-of-sample length | 922 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 209.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 669057k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 259.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.85% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.66% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.87% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 50.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.39% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
