Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, short‑term strategy centered on semiconductor ETFs. When chips look overheated it shorts them; when they cool fast it buys. Otherwise it rotates into dollar, gold, commodities, bonds or cash, plus a small Costco/UNH defense. High risk.
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%)
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 ()
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 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.
- Watch a chipmakers fund (SOXX) with a 0–100 “speedometer.” If it’s very hot, short semis (SOXS). If it cooled fast, often buy semis (SOXL).<br>- If neither, rotate using quick checks on stocks vs bonds and the dollar: shift among semis, the U.S. dollar (UUP/USDU), gold (UGL), commodities (DBC) or T‑bills (BIL), and sometimes hedge with inverse S&P/QQQ.<br>- Keep a small defense sleeve that flips between Costco/UnitedHealth and T‑bills.
A rules-based, short‑term strategy centered on semiconductor ETFs. When chips look overheated it shorts them; when they cool fast it buys. Otherwise it rotates into dollar, gold, commodities, bonds or cash, plus a small Costco/UNH defense. High risk.
Out-of-sample upside is compelling: ~51% annualized vs ~20% for the S&P, with Calmar ~0.94 and disciplined risk controls. A rules-based semiconductor/macro-rotation approach aims to outpace the S&P across regimes—albeit with higher, short-term drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $88.9M | 2026-10-11 | |
| Backtest regulatory fees | $353k | 2026-10-11 | |
| Backtest slippage cost | $3.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short, multi-asset rotation, risk management, semiconductor focus, short-term, tactical momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 72 | 2026-10-11 | |
| Rebalance corridor width | 6.90% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.58 | 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) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 71 | 2026-10-11 | |
| Watchers | 74 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,206 | 2026-10-11 | |
| Out-of-sample length | 832 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 104.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 889k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.34% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 293.45% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 22.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 7.80% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 76.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 76.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.35% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 78.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 86.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 89.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
