Composer · investment strategy
by Composer Technologies · via Composer
Tactical chip‑sector strategy that adapts to volatility. It buys a 2x semiconductor fund when SOXX is washed out, hedges/shorts when too hot, and otherwise toggles between growth and a defensive hedge basket using momentum and risk‑on/off checks. Daily rebalance.
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.
18 positions as of 2026-10-19
: 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.
0.1% of weight in (IVV: 3.0%)
11 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM · not identified: UNL 3%
: -9.6% (SCO 5% × -2.00), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 94% · 2026-10-19 ()
55.2% 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% · 2026-10-19 ()
11 of 33 funds in its are : EEV, EFU, EUO, SCO, SDP, SKF, SSG, TMF, TWM, USD, YCS
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.
Rebalanced daily. It watches SOXX and first measures volatility. In choppy markets it uses stricter overbought/oversold lines; in calm markets, looser ones. RSI (0–100 gauge of recent moves) drives trades: very low RSI → buy USD (2x long semis); very high RSI → hedge/short (SSG; in calm times use TLT). If no clear signal, it uses momentum and a risk‑on test (Industrials vs Utilities) to switch between growth (QQQ, XLV, XLE, KIE) or a defensive basket (UUP, GLD, inverse ETFs). Key ETFs: SOXX=semis; USD=2x long; SSG=−2x; QQQ=big tech; UUP=$; GLD=gold; TLT=long Treas.
Tactical chip‑sector strategy that adapts to volatility. It buys a 2x semiconductor fund when SOXX is washed out, hedges/shorts when too hot, and otherwise toggles between growth and a defensive hedge basket using momentum and risk‑on/off checks. Daily rebalance.
Out-of-sample, the RSI‑driven semis strategy offers diversified, risk‑managed exposure with ~16.8% annualized return, Sharpe ~0.60 and Calmar ~0.68, plus volatility‑aware hedges and regime rotations that complement the S&P 500 in volatile markets.
fractal RSI framework for trading overbought and oversold semiconductors
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-19 | |
| Backtest regulatory fees | $6,205 | 2026-10-19 | |
| Backtest slippage cost | $42k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged/inverse etfs, mean-reversion, multi-asset hedging, risk-on/off, semiconductors, tactical momentum, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,505 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ASML", "BTAL", "EEV", "EFU", "EUO", "GLD", "IGV", "IYT", "JNK", "KIE", "MU", "NVDA", "QQQ", "SCO", "SDP", "SKF", "SOXX", "SSG", "TLT", "TMF", "TWM", "TXN", "UNL", "USD", "UUP", "VIXM", "XBI", "XLE", "XLI", "XLP", "XLU", "XLV", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.16 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 |
| Remixes (copies) | 0 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,791 | 2026-10-19 | |
| Out-of-sample length | 526 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 37.21% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.86% | ||
| Return, trailing 1 day (out-of-sample) | -6.51% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.96% | ||
| Return, trailing 1 week (out-of-sample) | -5.89% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.04% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.59% | ||
| Return, trailing 2 weeks (out-of-sample) | -7.94% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.92% | ||
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.50 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Maximum drawdown, backtest period (backtest) | -24.79% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.79% | ||
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | ||
| Sortino ratio, backtest period (backtest) | 2.98 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.19% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.12% |
| Annualized turnover, backtest period (backtest) | 53.01 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.41 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.37% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.75% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
