Composer · investment strategy
by Composer Technologies · via Composer
Tactical energy strategy. Only invests when crude oil trends up. In strong regimes it may concentrate in leveraged oil (NRGU/UCO); otherwise it rotates into the 2 strongest energy names. If oil trends down, it moves to cash (SHV).
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.
2 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.
100.0% 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 ()
2 of 14 funds in its are : NRGU, 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 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.
1) First, it checks if crude oil is in a long‑term uptrend using an oil fund (DBO). If not, it sits in cash (SHV).<br>2) If oil is trending up, it looks for recent strength. When strong: if a 3x big‑oil note (NRGU) is also rising—and hasn’t just crashed—it picks the stronger of NRGU or a 2x oil ETF (UCO) using a short‑term “buying vs selling” score (RSI).<br>3) Otherwise, it holds the 2 strongest energy stocks/ETF.
Tactical energy strategy. Only invests when crude oil trends up. In strong regimes it may concentrate in leveraged oil (NRGU/UCO); otherwise it rotates into the 2 strongest energy names. If oil trends down, it moves to cash (SHV).
Out-of-sample edge: ~80.6% annualized return vs ~29.2% for the S&P 500, Sharpe ~2.0 vs ~1.63, Calmar ~3.18, with negative beta. A risk-gated energy-trend strategy delivering higher risk-adjusted upside than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $25k | 2026-10-11 | |
| Backtest regulatory fees | $15 | 2026-10-11 | |
| Backtest slippage cost | $115 | 2026-10-11 |
| AI categories (Composer) | energy, leveraged etfs, momentum, risk-on/off, sector rotation, tactical rotation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 75 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.75 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "COP", "CVE", "CVX", "DBO", "DINO", "ENPH", "MPC", "NRGU", "OILK", "SHV", "UCO", "VLO", "XLE", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.14 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 |
| Remixes (copies) | 57 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 381 | 2026-10-11 | |
| Out-of-sample length | 381 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 80.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 145.14% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 80.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 145.06% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 15.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 7.24% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 119.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 119.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 58.00% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 29.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.33% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.33% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.19 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.37 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 74.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 74.28% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
