Composer · investment strategy
by Composer Technologies · via Composer
Daily energy‑focused rotation. Buys the strongest natural‑gas, oil, and clean‑energy funds/stocks when trends are up; shifts to T‑bills/Treasuries or inverse funds when trends weaken. Includes some leveraged exposure for extra punch.
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.
6 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.
72.3% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
: 4.9% (BOIL 2% × 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% · 2026-10-11 ()
2.4% 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 ()
4 of 23 funds in its are : BOIL, KOLD, NRGD, NRGU
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.
It splits your money into four sleeves: Natural Gas, Oil, Clean Energy, and a simple Energy‑sector timer. Each sleeve checks if prices have been rising vs falling using short‑ vs long‑term averages. In uptrends it buys the strongest funds/stocks (strength = recent gains, e.g., RSI); in downtrends it moves to T‑bills/Treasuries or, at times, inverse or leveraged (“turbocharged”) energy funds. Rebalanced daily.
Daily energy‑focused rotation. Buys the strongest natural‑gas, oil, and clean‑energy funds/stocks when trends are up; shifts to T‑bills/Treasuries or inverse funds when trends weaken. Includes some leveraged exposure for extra punch.
Out-of-sample, this energy-rotation strategy delivers higher risk-adjusted return (Sharpe ~1.77 vs 1.63) and higher annualized return (~39.5% vs ~29.2%), with Calmar ~3.31—profitably riding energy uptrends while defending in drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17k | 2026-10-11 | |
| Backtest regulatory fees | $19 | 2026-10-11 | |
| Backtest slippage cost | $79 | 2026-10-11 |
| AI categories (Composer) | clean energy, crude oil, daily rebalance, energy, leveraged/inverse etfs, momentum, natural gas, tactical rotation, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 130 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BOIL", "COP", "CVE", "CVX", "DBO", "DINO", "ENPH", "FAN", "FCG", "ICLN", "IEF", "KOLD", "MPC", "NRGD", "NRGU", "OILK", "SHV", "SHY", "TAN", "UNG", "VLO", "XLE", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 10 | 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) | 39.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 65.37% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.54% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.58% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 29.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.94% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
