Composer · investment strategy
by Composer Technologies · via Composer
Daily rule for Cue Biopharma: buy CUE only when a simple momentum score (14‑day RSI) says it’s oversold (<30); otherwise hold BIL (short‑term T‑bill ETF). Goal: buy sharp dips and sit in cash otherwise. Concentrated, high risk.
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 ()
0 of 2 funds in its are
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.
Each day the plan checks a simple 0–100 “oversold/overbought” score (14‑day RSI) on Cue Biopharma (CUE). If the score is below 30—meaning the stock has fallen fast—it buys CUE. If it’s 30 or higher, it holds BIL, a short‑term U.S. T‑bill ETF that acts like cash.
Daily rule for Cue Biopharma: buy CUE only when a simple momentum score (14‑day RSI) says it’s oversold (<30); otherwise hold BIL (short‑term T‑bill ETF). Goal: buy sharp dips and sit in cash otherwise. Concentrated, high risk.
Out-of-sample: ~16.6% annualized return vs S&P 16.45%, plus a built-in cash hedge during weakness. Note higher drawdowns (up to ~50%), but potential for quick rebounds and added diversification.
This symphony, named "CUE RSI Strategy," is designed to manage investments in Cue Biopharma, Inc. (CUE) based on the Relative Strength Index (RSI) indicator. The strategy rebalances daily and operates as follows: Objective: The strategy aims to capitalize on potential price reversals by identifying oversold conditions in Cue Biopharma's stock using the RSI indicator. Mechanism: RSI Indicator: The 14-day RSI is used to gauge the momentum of CUE's price movements. Decision Rule: If the RSI value is below 30, it suggests that CUE might be oversold, and the strategy will allocate funds to CUE. If the RSI value is 30 or above, indicating that CUE is not oversold, the strategy will switch to holding a cash equivalent, represented by the SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). Outcome: By using the RSI as a signal, the strategy attempts to "buy low" when CUE is potentially undervalued and switch to a cash equivalent when it is not, thus aiming to optimize returns based on market conditions.
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 | $49 | 2026-10-19 | |
| Backtest slippage cost | $370 | 2026-10-19 |
| AI categories (Composer) | cash/t-bills, daily rebalance, rsi mean-reversion, rules-based tactical, single-stock biotech | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6 | 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", "CUE" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-19 |
| Remixes (copies) | 27 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,196 | 2026-10-19 | |
| Out-of-sample length | 486 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 19.97% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 389.07% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.08% | ||
| 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) | 12.44% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.50% | ||
| 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) | 13.81% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.39 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.33 | ||
| Maximum drawdown, backtest period (backtest) | -50.66% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.66% | ||
| Sharpe ratio, backtest period (backtest) | 0.68 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.52 | ||
| Sortino ratio, backtest period (backtest) | 1.64 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 34.59% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.59% |
| Annualized turnover, backtest period (backtest) | 9.18 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.33 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 75.93% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
