Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical semiconductor swing strategy that flips between 3x bull (SOXL) and 3x bear (SOXS) using a hot/cold gauge (RSI) and bond‑vs‑stock signals; parks in cash, dollar, gold, commodities or index shorts when unclear; small Costco/UNH tilt.
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 ()
5 of 19 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.
It rides short-term swings in chip stocks. It flips between SOXL (3x up) and SOXS (3x down) using RSI, a 0–100 hot/cold gauge of recent price moves: very hot → use SOXS; very cold → use SOXL. If unclear, it parks in BIL (T‑bills), UUP/USDU (U.S. dollar), UGL (gold), DBC (commodities) or shorts (SH/PSQ). Bond ETFs (SHY/IEI/IEF) vs high‑beta stocks (SPHB) guide risk. A small sleeve holds COST/UNH unless the market looks shaky. Rebalanced daily; 3x is very volatile.
Daily, tactical semiconductor swing strategy that flips between 3x bull (SOXL) and 3x bear (SOXS) using a hot/cold gauge (RSI) and bond‑vs‑stock signals; parks in cash, dollar, gold, commodities or index shorts when unclear; small Costco/UNH tilt.
Out-of-sample annualized return ~26.75% vs S&P 500 ~23.21%, with positive alpha and tactical semis leverage. Higher volatility and drawdown risk (~66.5%), but risk gates aim for superior long-term growth versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $57.1M | 2026-10-11 | |
| Backtest regulatory fees | $241k | 2026-10-11 | |
| Backtest slippage cost | $2.2M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro overlay, mean-reversion, momentum, risk management, semiconductors, tactical | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 206 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "IEI", "PSQ", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPY", "UGL", "UNH", "USDU", "UUP", "VTI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,206 | 2026-10-11 | |
| Out-of-sample length | 753 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 97.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 571k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 23.96% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 8.57% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 112.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 112.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.67% | 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) | 1.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -66.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -66.51% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 70.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 86.26% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 81.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 80.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.96% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.18% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
