Composer · investment strategy
by Composer Technologies · via Composer
A 50/50 blend of slow and faster trend rules on SOXX (semiconductor ETF). If trend is up, buy SOXX; if not, hold SHV (cash-like Treasuries). Rare exception: buy SOXX on sharp selloffs (RSI < 30).
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.
“If not, it sits in SHV (very short-term Treasuries).”
“Each half asks: is SOXX (a chipmakers ETF) in an uptrend? If yes, that half buys SOXX.”
“(a short-term “oversold” reading called RSI < 30), that half buys SOXX briefly even in a downtrend”
“A 50/50 blend of slow and faster trend rules on SOXX (semiconductor ETF).”
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 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 97% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-11 ()
0 of 2 funds in its are
Neither stated nor in its may-hold list. : 100%
Strategies that share its Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
2 missing
The text the rules are quoted from, with where it came from.
Your money is split into two halves. Each half asks: is SOXX (a chipmakers ETF) in an uptrend? If yes, that half buys SOXX. If not, it sits in SHV (very short-term Treasuries). An exception: if SOXX looks very washed out (a short-term “oversold” reading called RSI < 30), that half buys SOXX briefly even in a downtrend.
A 50/50 blend of slow and faster trend rules on SOXX (semiconductor ETF). If trend is up, buy SOXX; if not, hold SHV (cash-like Treasuries). Rare exception: buy SOXX on sharp selloffs (RSI < 30).
Out-of-sample edge: ~44% annualized return vs SPY (~21%), with Calmar ~1.41 and Sharpe ~1.26. Dual trend signals on semis plus SHV ballast aim for higher upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $393k | 2026-10-11 | |
| Backtest regulatory fees | $282 | 2026-10-11 | |
| Backtest slippage cost | $2,378 | 2026-10-11 |
| AI categories (Composer) | momentum, risk management, sector-focused, semiconductors, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 30 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.94 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHV", "SOXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 865 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3831% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 251.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.97% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 84.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 84.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
