Composer · investment strategy
by Composer Technologies · via Composer
A daily, commodity‑focused strategy that rotates among oil, natural gas, gold, metals and cash using trend and “buy‑the‑dip” signals; adds energy stocks when strong and parks in T‑bills or hedges when weak.
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.
12 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.
12.2% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 31.6% (DBO 24% × 1.00, DBC 23% × 0.37, KOLD 1% × -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. : 100% · 2026-10-19 ()
0.5% 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 ()
13 of 43 funds in its are : BOIL, DRIP, GUSH, KOLD, PSQ, QID, QLD, ROM, SQQQ, SSO, TMF, TQQQ, UCO
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 Leveraged ETFs 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.
Every day it asks: which commodity areas are trending up, and which just fell hard?<br>Own them when the short‑term average price is above longer‑term averages (uptrend). If a market was hit hard (very low RSI), it may buy the dip. If trends are weak, it moves to T‑bills (cash). It sometimes picks the strongest oil stocks, adds clean‑energy when it trends, and, if oil is weak but stocks look fine, may briefly use QQQ/QLD. In turmoil it can hedge with inverse funds or Treasuries.<br>Main ETFs: DBC=broad commodities; XME=metals/miners; GLD=gold; DBO/OILK=oil; UCO=2x oil; FCG=nat‑gas producers; UNG=nat‑gas; BOIL/KOLD=2x long/short nat‑gas; XLE=energy stocks; BIL/SHV/SHY=T‑bills.
A daily, commodity‑focused strategy that rotates among oil, natural gas, gold, metals and cash using trend and “buy‑the‑dip” signals; adds energy stocks when strong and parks in T‑bills or hedges when weak.
Out-of-sample Sharpe ~1.25 vs SPY ~1.11; Calmar ~1.31; drawdown ~13% vs ~19% for SPY; beta ~0.23. Diversified commodity/energy strategy with risk controls—better risk-adjusted upside and lower drawdown than the S&P 500.
Created by Investors Collaborative - https://discord.gg/qfy9Rf8JWW https://www.investorcollab.com/
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $49k | 2026-10-19 | |
| Backtest regulatory fees | $125 | 2026-10-19 | |
| Backtest slippage cost | $584 | 2026-10-19 |
| AI categories (Composer) | commodities, energy, gold, leveraged etfs, momentum, natural gas, oil, risk-managed, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 412 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "BTAL", "COP", "CVE", "CVX", "DBC", "DBO", "DINO", "DRIP", "ENPH", "FAN", "FCG", "GLD", "GUSH", "ICLN", "IEF", "KOLD", "MPC", "OILK", "PSQ", "QID", "QLD", "QQQ", "ROM", "SHV", "SHY", "SPLV", "SPY", "SQQQ", "SSO", "TAN", "TLT", "TMF", "TQQQ", "UCO", "UNG", "VIXY", "VLO", "XLE", "XME", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,128 | 2026-10-19 | |
| Out-of-sample length | 537 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.82% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 394.09% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.24% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.91% | ||
| Return, trailing 1 day (out-of-sample) | 1.33% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.05% | ||
| Return, trailing 1 week (out-of-sample) | 1.65% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 25.62% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 25.30% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.13% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.04% | ||
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.41 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Maximum drawdown, backtest period (backtest) | -14.76% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.16% | ||
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Sortino ratio, backtest period (backtest) | 2.42 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 11.99% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.49% |
| Annualized turnover, backtest period (backtest) | 12.81 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.11 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.61% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.73% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
