Composer · investment strategy
by Composer Technologies · via Composer
Daily, it uses a ‘heat’ gauge (RSI) on a semiconductor ETF (SOXX) to switch among 3x short chips (SOXS) when overheated, 3x long chips (SOXL) on oversold rebounds, or mostly T‑bills (BIL) with a small bearish hedge. 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.
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 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.
It reads chip stocks as a thermometer (SOXX = semiconductor ETF). RSI is a 0–100 “heat” score of recent price moves. Daily:<br>- If long-term heat is very high (>65), bet against chips (SOXS = 3x inverse).<br>- Else if short-term heat is low (<42): if still soft, bet on a rebound (SOXL = 3x long); else use SOXS.<br>- Else hold 80% T-bills (BIL) + 20% SOXS. High risk from 3x ETFs.
Daily, it uses a ‘heat’ gauge (RSI) on a semiconductor ETF (SOXX) to switch among 3x short chips (SOXS) when overheated, 3x long chips (SOXL) on oversold rebounds, or mostly T‑bills (BIL) with a small bearish hedge. High risk.
RSI-driven semiconductors strategy seeks regime-driven gains: oos annualized return ~51% vs SPY ~22%, with a built-in cash hedge. Expect higher volatility and drawdown (~50% vs ~19%), but with strong upside potential for risk-tolerant investors.
When signal cross SPY, good signal that the market is going to move lower
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.0M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $110k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, risk-on/risk-off, rsi, semiconductor sector, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 17 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.79 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SOXL", "SOXS", "SOXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,167 | 2026-10-11 | |
| Out-of-sample length | 714 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 40k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 223.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 31.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 8.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 189.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 189.52% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 11.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.09% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -72.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 79.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 78.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 73.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
