Composer · investment strategy
by Composer Technologies · via Composer
A daily, all‑in switch between SOXL (3× long semiconductors) and SOXS (3× short), driven by a 7‑day momentum check comparing BIL vs BND. If BIL is weaker, go short; otherwise go long. Extremely volatile 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.
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 the past‑week “up‑vs‑down” score (RSI) of two bond funds: BIL (very short‑term T‑bills) and BND (broad US bonds). If BIL’s score is lower, it buys SOXS (a 3× bet against semiconductor stocks). Otherwise it buys SOXL (a 3× bet on them). All‑in, can switch daily. Very high risk.
A daily, all‑in switch between SOXL (3× long semiconductors) and SOXS (3× short), driven by a 7‑day momentum check comparing BIL vs BND. If BIL is weaker, go short; otherwise go long. Extremely volatile and concentrated.
Out-of-sample annualized return ~72% vs S&P ~20%; Calmar ~0.82; Sharpe ~1.05. A daily, momentum-driven rotation between near-cash bonds and 3x semiconductor bets offers outsized upside with risk controls—though large drawdowns are possible.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond-vs-cash signal, daily rebalancing, leveraged etfs, momentum (rsi), semiconductors, tactical rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 7 | 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", "BND", "SOXL", "SOXS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 5.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 29 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 800 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 72.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 463.57% | 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 (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 |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -87.88% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 115.30% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.00% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
