Composer · investment strategy
by Composer Technologies · via Composer
A daily, all‑in toggle between 3x long (SOXL) or 3x short (SOXS) semiconductor ETFs. It decides by which bond ETF is stronger over ~6 days (UTEN vs BIL). If 10‑year Treasuries lead, it goes short semis; otherwise it goes long. Very high risk/volatility.
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 ()
2 of 4 funds in its are : SOXL, SOXS
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 Macro signals 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 it compares a quick “strength score” (RSI, a 0–100 gauge of recent price moves over ~1 week) for two bond funds: BIL (very short‑term T‑bills) and UTEN (10‑year Treasury). If UTEN’s score is higher, it buys SOXS (3x inverse semiconductor stocks). Otherwise, it buys SOXL (3x long semiconductors). It’s 100% in one or the other, rebalanced daily, and is very volatile.
A daily, all‑in toggle between 3x long (SOXL) or 3x short (SOXS) semiconductor ETFs. It decides by which bond ETF is stronger over ~6 days (UTEN vs BIL). If 10‑year Treasuries lead, it goes short semis; otherwise it goes long. Very high risk/volatility.
Out-of-sample edge: annualized return 88.3%, Sharpe 1.13, Calmar ~1.00—far above S&P 500’s 22%/yr. A 3x levered, daily-toggle semiconductor strategy offers big upside as a tactical sleeve, but with extreme drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $74k | 2026-10-11 | |
| Backtest regulatory fees | $0 | 2026-10-11 | |
| Backtest slippage cost | $1 | 2026-10-11 |
| AI categories (Composer) | bond-vs-cash signal, daily switch, leveraged etfs, rsi-based, semiconductors, tactical momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 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[ "BIL", "SOXL", "SOXS", "UTEN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 5.97 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 66 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,040 | 2026-10-11 | |
| Out-of-sample length | 848 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 635.97% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 88.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 743.32% | 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) | 231.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 231.09% | 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) | 17.25% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -87.88% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -87.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.99 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 113.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 114.42% | 2026-10-11 |
| Daily win rate, backtest period (backtest) | 53.65% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
