Composer · investment strategy
by Composer Technologies · via Composer
A short‑term, high‑octane strategy that mostly trades semiconductor ETFs, flipping between 3x bull (SOXL) and 3x bear (SOXS) using a hot/cold gauge (RSI), with macro checks (stocks vs bonds, US dollar) and a small defensive cash/Costco/UNH sleeve.
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.
8 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%)
3 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. : 99% · 2026-10-11 ()
70.9% 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 17 funds in its are : PSQ, SH, SOXL, SOXS, UGL
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.
RSI is a quick “speedometer” of recent ups vs downs (high = hot; low = washed out). Most money rides a chip engine that flips between a 3x bull (SOXL) and 3x bear (SOXS) based on how hot/cold a chip ETF (SOXX) looks. If chips aren’t extreme, it splits into: a USD/commodities sleeve, a stock‑vs‑bond risk sleeve that buys SOXL/SMH or hedges with gold/inverse ETFs, and a small “Meat Shield” that parks in T‑Bills or rotates into Costco/UnitedHealth. Uses short lookbacks; high risk.
A short‑term, high‑octane strategy that mostly trades semiconductor ETFs, flipping between 3x bull (SOXL) and 3x bear (SOXS) using a hot/cold gauge (RSI), with macro checks (stocks vs bonds, US dollar) and a small defensive cash/Costco/UNH sleeve.
Diversify your core with semis-driven alpha and macro hedges. Out-of-sample: ~20% annualized return with a ~0.60 Sharpe, but higher max drawdowns (~50% vs SPY’s ~19%). A complementary sleeve to the S&P 500, not a replacement.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.7M | 2026-10-11 | |
| Backtest regulatory fees | $34k | 2026-10-11 | |
| Backtest slippage cost | $281k | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, macro overlay, mean-reversion, momentum, risk-on/off, semiconductors, short-term, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 128 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "COST", "DBC", "IEF", "PSQ", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPY", "UGL", "UNH", "USDU", "UUP", "VTI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,206 | 2026-10-11 | |
| Out-of-sample length | 887 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 70.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 87k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 6.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 40.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 40.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.03% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
