Composer · investment strategy
by Composer Technologies · via Composer
A daily, very aggressive, semiconductor‑only strategy using 3x ETFs. It buys SOXL after sharp drops, flips to SOXS after big spikes, and uses an RSI ‘heat gauge’ plus VIX/market checks. In stressful markets it may park part of the portfolio in short‑term bonds or T‑Bills.
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.
0.5% 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. : 93% · 2026-10-11 ()
47.9% 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 ()
5 of 13 funds in its are : SOXL, SOXS, SVXY, 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.
What it trades: 3x semiconductor ETFs—SOXL (triple up) or SOXS (triple down). SMH (a chips ETF) is the “thermometer.” SPY/TQQQ/UVXY/SVXY gauge the market’s mood; BSV/BIL are bond/T‑Bill parking spots.<br>RSI: a 0–100 “heat” gauge. High = overheated; low = washed out.<br>Daily: after big drops in SMH it leans long (SOXL); after big spikes it leans short (SOXS). A smaller slice uses RSI tests to fade overbought/oversold and, when fear rises, parks some cash in BSV/BIL. Very aggressive.
A daily, very aggressive, semiconductor‑only strategy using 3x ETFs. It buys SOXL after sharp drops, flips to SOXS after big spikes, and uses an RSI ‘heat gauge’ plus VIX/market checks. In stressful markets it may park part of the portfolio in short‑term bonds or T‑Bills.
Out-of-sample, this aggressive semiconductor strategy targets outsized upside—about 95.8% annualized vs SPY’s ~20.7%—with positive alpha and a Calmar ~1.39. It uses volatility regimes and bond hedges to control risk, yet carries higher drawdown (~69%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2B | 2026-10-11 | |
| Backtest regulatory fees | $3.7M | 2026-10-11 | |
| Backtest slippage cost | $36.1M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, rsi/mean‑reversion, semiconductors, tactical allocation, volatility regimes | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,362 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "IEF", "SMH", "SOXL", "SOXS", "SPY", "SVXY", "TLT", "TQQQ", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 756 | 2026-10-11 | |
| Watchers | 263 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,691 | 2026-10-11 | |
| Out-of-sample length | 964 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 121.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11740k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 95.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 1211% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.99% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -7.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 63.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 63.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.71% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -68.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -68.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 76.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 78.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
