Composer · investment strategy
by Composer Technologies · via Composer
Tactical semiconductor strategy. In uptrends, rotate into the strongest chip names; in weak trends, hold SMH or partly bonds and buy dips (sometimes with 3× SOXL). In risk‑off markets, hedge or short; occasionally buy extreme dips.
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.
4 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%)
No funds
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 ()
0.0% 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 32 funds in its are : SOXL, SOXS, SSG, TMF, UVXY
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.
Core: buy semiconductors (SMH) or the 3 strongest chip stocks. First check market health: if SPY’s 8‑day average is above its 200‑day average, be risk‑on; else risk‑off. Uses RSI (hot/cold), MACD (fast vs slow trend), and the 25‑day average to buy dips (sometimes with SOXL 3×), split with bonds (SHY), or hedge/short (UVXY/VIXY, SOXS, SSG) when prices look overheated.
Tactical semiconductor strategy. In uptrends, rotate into the strongest chip names; in weak trends, hold SMH or partly bonds and buy dips (sometimes with 3× SOXL). In risk‑off markets, hedge or short; occasionally buy extreme dips.
Out-of-sample edge: this semiconductor strategy targets outsized upside with strong risk-adjusted results vs the S&P 500. Expect ~80% annualized vs ~20% for SPY, plus regime hedges; note higher drawdowns to expect.
The goal of this strategy is to invest in the semiconductor sector of the market under normal market conditions. Added a MACD feature to this strategy when the semiconductor ETF SMH is trading above the 200 day moving average of SPY. It does act as a very good trend indicator to move half of the funds to bonds when the market becomes volatile. There is also a buy the dip feature when the price is below the 25 day moving average that works nicely. The most bullish version of the strategy is a filter tool that selects the top 5 semiconductor companies that have the highest 50 day moving average of returns out of 19 of the largest companies by market cap.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $496.9M | 2026-10-11 | |
| Backtest regulatory fees | $717k | 2026-10-11 | |
| Backtest slippage cost | $6.9M | 2026-10-11 |
| AI categories (Composer) | bonds/defensive hedges, buy the dip, leveraged etfs, momentum, risk-on/off filter, semiconductors, tactical trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 68 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.66 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ADI", "AMAT", "AMD", "ASML", "AVGO", "BSV", "INTC", "KLAC", "LRCX", "MCHP", "MRVL", "MU", "NVDA", "NXPI", "ON", "QCOM", "SHY", "SMH", "SNPS", "SOXL", "SOXS", "SPLV", "SPY", "SSG", "STM", "TMF", "TSM", "TXN", "UUP", "UVXY", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 78 | 2026-10-11 | |
| Watchers | 44 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,696 | 2026-10-11 | |
| Out-of-sample length | 804 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 108.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4969k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 80.00% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 553.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.77% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.50% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 302.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 302.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.06 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.02 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.84% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.22% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
