Composer · investment strategy
by Composer Technologies · via Composer
Daily long/short oil system with a safety brake, macro risk-on/off checks, and oil-specific trend tests. It buys USO/USL when conditions are healthy, shorts oil via SCO when they’re not, or parks in a diversified basket when signals are mixed.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
Strategies that share its Macro signals 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.
6 missing
The text the rules are quoted from, with where it came from.
It’s a daily, rules-based oil trader.<br>- First, a safety brake checks if markets are panicky or overheated using a simple “is price stretched” gauge (RSI). If so, it parks in Treasuries (IEF/TLT).<br>- Next, it decides risk‑on or risk‑off by comparing broad stocks vs low‑vol stocks, cyclicals vs defensives, and dollar/yen.<br>- If risk‑on and oil’s trend is healthy, it buys oil (USO/USL—oil ETFs). If risk‑off/strong USD, it shorts oil (SCO—an ETF that rises when oil falls).<br>- If signals disagree, it holds a diversified mix (gold, Treasuries, tech, commodities, convertibles).
Daily long/short oil system with a safety brake, macro risk-on/off checks, and oil-specific trend tests. It buys USO/USL when conditions are healthy, shorts oil via SCO when they’re not, or parks in a diversified basket when signals are mixed.
Macro-aware, rules-based oil strategy with multi-layer risk checks and oil-specific signals. Designed for diversification and potential hedge to the S&P, with low/negative beta. Note: out-of-sample risk-adjusted performance trails the S&P; may suit as a hedging sleeve, not core.
Update to the original wild west oil trading formula with better parity switches that use a nested risk on / risk off filter before determining long/short oil.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, long/short oil, macro regime filter, relative strength, rsi safety brake | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -34.36% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -2.15% | ||
| Return, trailing 1 month (out-of-sample) | 0.00% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -7.79 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.41% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -2.09 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.84% |
Composer Technologies · Composer
Composer Technologies · Composer
