Composer · investment strategy
by Composer Technologies · via Composer
Daily, it compares Beyond Meat vs Raytheon momentum to gauge risk-on/off. Then it checks how hard semiconductors have just fallen. It goes 3× long chips (SOXL), 3× short chips (SOXS), or sits in the U.S. dollar (UUP). Aggressive and concentrated.
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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
0.0% 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 6 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 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.
Each day the strategy checks two things:<br>1) Risk vibe: Is Beyond Meat (BYND, a speculative stock) showing stronger recent gains than Raytheon/RTX (RTX, a defense stock)? If yes, it prefers betting on chip stocks to rise; if no, it prefers betting against them.<br>2) Chip-sector health (using SMH to measure drops): If pain looks to be easing, it uses SOXL (3× long). If pain is worsening, it uses SOXS (3× short). If neither condition is met, it parks in UUP (long U.S. dollar).
Daily, it compares Beyond Meat vs Raytheon momentum to gauge risk-on/off. Then it checks how hard semiconductors have just fallen. It goes 3× long chips (SOXL), 3× short chips (SOXS), or sits in the U.S. dollar (UUP). Aggressive and concentrated.
Out-of-sample edge: annualized return ~88.6%, Sharpe ~1.44, Calmar ~2.47, max drawdown ~35.84%. A daily risk-on/off semis momentum strategy aims for higher upside vs the S&P 500 with disciplined risk control.
Here we take signals from Beyond Meat & Ratheon to guide wether we are long or short semiconductors. Yep... that's happening.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $828k | 2026-10-11 | |
| Backtest regulatory fees | $1,043 | 2026-10-11 | |
| Backtest slippage cost | $7,631 | 2026-10-11 |
| AI categories (Composer) | cross-asset signal, daily rebalance, leveraged etfs, risk filter, semiconductors, tactical momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 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[ "BYND", "RTX", "SMH", "SOXL", "SOXS", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 |
| Remixes (copies) | 175 | 2026-10-11 | |
| Watchers | 116 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,864 | 2026-10-11 | |
| Out-of-sample length | 1,001 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8178% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 88.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 1146% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 46.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -12.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 193.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 193.96% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 35.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.47 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -66.20% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.39% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
