Composer · investment strategy
by Composer Technologies · via Composer
A tactical, daily energy-sector strategy. Default is long XLE, but it shorts via DUG when prices look overheated, buys XLE on sharp dips, or moves to BIL when conditions are weak, using 50/200-day trends and RSI signals.
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.
99.8% 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 ()
1 of 3 funds in its are : DUG
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 trades only the U.S. energy sector using three tickers: XLE (own energy stocks), DUG (an ETF that rises when energy falls), and BIL (T‑bills).<br>First it checks trend (50‑ vs 200‑day averages). Then it uses RSI, a 0–100 “hot/cold” meter (high=overbought, low=oversold).<br>Usually it holds XLE; if energy looks extremely hot it flips to DUG; in weak markets with no edge it parks in BIL. Rebalanced daily.
A tactical, daily energy-sector strategy. Default is long XLE, but it shorts via DUG when prices look overheated, buys XLE on sharp dips, or moves to BIL when conditions are weak, using 50/200-day trends and RSI signals.
Out-of-sample annualized return ~22.8% vs ~19.7% for the S&P, with Calmar ~0.80 and Sharpe ~0.92. Dynamic long/short in energy plus cash hedges offer bigger upside, but expect higher drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $654k | 2026-10-19 | |
| Backtest regulatory fees | $1,643 | 2026-10-19 | |
| Backtest slippage cost | $13k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, energy sector, leveraged inverse etf, long/short, tactical, technical, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 42 | 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", "DUG", "XLE" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 444 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.10% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6442% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.84% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.09% | ||
| Return, trailing 1 day (out-of-sample) | 2.52% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.24% | ||
| Return, trailing 1 week (out-of-sample) | 2.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 82.42% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 73.36% | ||
| Return, trailing 2 weeks (out-of-sample) | 6.86% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 26.84% | ||
| SPY annualized return over the backtest window (backtest) | 10.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.62 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.80 | ||
| Maximum drawdown, backtest period (backtest) | -38.57% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.51% | ||
| Sharpe ratio, backtest period (backtest) | 0.81 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Sortino ratio, backtest period (backtest) | 1.24 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 33.58% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.21% |
| Annualized turnover, backtest period (backtest) | 29.50 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.54 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.80% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.31% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
