Composer · investment strategy
by Composer Technologies · via Composer
Simple daily switch: if a 30‑day momentum score on a leveraged emerging‑markets ETF is strong (>60), own Brent oil via BNO; otherwise sit in short‑term Treasuries via BIL.
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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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% · 2026-10-19 ()
1 of 3 funds in its are : EDC
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 Commodities & gold 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.
4 missing
The text the rules are quoted from, with where it came from.
Each day the strategy looks at a momentum score on EDC, a fast‑moving emerging‑markets ETF. The score (RSI over ~30 trading days) compares recent gains vs. losses; above 60 means strong upward tone. If it’s > 60, buy BNO (Brent oil ETF). If not, hold BIL (T‑bills).
Simple daily switch: if a 30‑day momentum score on a leveraged emerging‑markets ETF is strong (>60), own Brent oil via BNO; otherwise sit in short‑term Treasuries via BIL.
Out-of-sample edge: ~36.9% annualized return, Sharpe ~1.82, Calmar ~3.56, and a small negative beta to the S&P 500. Offers stronger growth with diversification; risk-adjusted upside beats the S&P, though drawdowns can be higher.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $59k | 2026-10-19 | |
| Backtest regulatory fees | $107 | 2026-10-19 | |
| Backtest slippage cost | $796 | 2026-10-19 |
| AI categories (Composer) | commodities timing, cross-asset momentum, oil/energy, risk-on/risk-off, tactical allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BNO", "EDC" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.06 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-19 |
| Remixes (copies) | 43 | 2026-10-19 | |
| Watchers | 12 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,120 | 2026-10-19 | |
| Out-of-sample length | 333 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 11.43% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 487.38% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.92% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.52% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 39.72% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 34.39% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 14.61% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.56 | ||
| Maximum drawdown, backtest period (backtest) | -12.77% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.38% | ||
| Sharpe ratio, backtest period (backtest) | 1.23 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.82 | ||
| Sortino ratio, backtest period (backtest) | 2.17 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.87 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 9.16% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.25% |
| Annualized turnover, backtest period (backtest) | 11.13 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.73 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 45.22% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 68.77% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
