Composer · investment strategy
by Composer Technologies · via Composer
Daily switches between 3× bull (SOXL) and 3× bear (SOXS) semiconductor funds using a quick momentum check: if 10‑year Treasuries (UTEN) look stronger than T‑bills (BIL), go short; otherwise go long. Single‑sector, high‑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 checks a 6‑day “strength score” (RSI: compares recent up vs down days, scaled 0–100) for two bond funds: BIL (very short‑term T‑bills; cash‑like) and UTEN (10‑year U.S. Treasuries). If UTEN’s score is higher than BIL’s, it buys SOXS (a 3× inverse semiconductor fund). Otherwise it buys SOXL (a 3× bull semiconductor fund). Rebalanced daily; very volatile.
Daily switches between 3× bull (SOXL) and 3× bear (SOXS) semiconductor funds using a quick momentum check: if 10‑year Treasuries (UTEN) look stronger than T‑bills (BIL), go short; otherwise go long. Single‑sector, high‑volatility.
Out-of-sample annualized return ~88% vs ~22% S&P 500; Calmar ~1.00, Sharpe ~1.13. Max drawdown ~88% vs ~19% SPY. Turbocharged upside from levered semis and bond-momentum timing, with higher 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 signal, daily rebalance, leveraged etfs, long/short, momentum, semiconductors, tactical allocation | 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) | 368 | 2026-10-11 | |
| Watchers | 160 | 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
