Composer · investment strategy
by Composer Technologies · via Composer
Daily, it times the energy sector using a 10‑day strength score on XLE: very weak → 2x long (ERX); very hot → -2x short (DUG); otherwise hold XLE. Concentrated and uses leveraged funds, so risk and volatility are high.
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 ()
2 of 3 funds in its are : DUG, ERX
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 it looks at XLE, a fund of big U.S. energy stocks. It computes a 10‑day RSI—a 0–100 score of how fast price has been falling or rising. If RSI < 15 (very washed out), it buys ERX, a 2x bullish energy fund. If RSI > 75 (very hot), it buys DUG, a -2x energy fund. Otherwise it holds XLE. 100% in one ETF.
Daily, it times the energy sector using a 10‑day strength score on XLE: very weak → 2x long (ERX); very hot → -2x short (DUG); otherwise hold XLE. Concentrated and uses leveraged funds, so risk and volatility are high.
Out-of-sample edge: ~22.5% annualized return vs 18.4% for the S&P, and a Calmar ~1.15 with positive alpha. An RSI-timed energy strategy delivering higher returns, using disciplined leverage—higher potential and higher risk than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $77k | 2026-10-19 | |
| Backtest regulatory fees | $122 | 2026-10-19 | |
| Backtest slippage cost | $912 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, energy sector, inverse etfs, leveraged etfs, mean reversion, rsi-based timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 12 | 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[ "DUG", "ERX", "XLE" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,513 | 2026-10-19 | |
| Out-of-sample length | 582 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 12.06% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 668.97% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.53% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.23% | ||
| 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) | 5.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 48.48% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 37.39% | ||
| Return, trailing 2 weeks (out-of-sample) | 9.74% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 29.23% | ||
| SPY annualized return over the backtest window (backtest) | 14.71% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.19 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Maximum drawdown, backtest period (backtest) | -64.75% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.64% | ||
| Sharpe ratio, backtest period (backtest) | 0.53 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | ||
| Sortino ratio, backtest period (backtest) | 0.77 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.36% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.50% |
| Annualized turnover, backtest period (backtest) | 9.16 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.12 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.07% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.04% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
