Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical bet on US financials. Default holds XLF. When XLF’s 10‑day momentum is extremely weak (RSI<25) it goes aggressive long via FAS (3x). When extremely hot (RSI>88) it flips to FAZ (3x inverse). Otherwise stays in XLF.
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 ()
2 of 3 funds in its are : FAS, FAZ
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 checks a 10‑day RSI (a 0–100 gauge of how fast price moved) on XLF, a fund of big US financial companies. If RSI<25 (very washed‑out), buy FAS (3x bull on financials). If RSI>88 (very stretched), buy FAZ (3x bear). Otherwise hold XLF. Always 100% invested. Risk: 3x funds are very volatile and path‑dependent; sector is concentrated.
Daily, tactical bet on US financials. Default holds XLF. When XLF’s 10‑day momentum is extremely weak (RSI<25) it goes aggressive long via FAS (3x). When extremely hot (RSI>88) it flips to FAZ (3x inverse). Otherwise stays in XLF.
Out-of-sample: ~24.1% annual return vs SPY ~18.2%, max drawdown ~14.9% vs ~18.8%, Calmar ~1.62. A disciplined, 100%-invested, extreme-signal strategy on US financials offers higher growth with better downside control than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $122k | 2026-10-19 | |
| Backtest regulatory fees | $88 | 2026-10-19 | |
| Backtest slippage cost | $639 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, rsi, tactical sector, us financials | ||
| 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[ "FAS", "FAZ", "XLF" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.05 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 40 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,513 | 2026-10-19 | |
| Out-of-sample length | 581 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 14.97% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1117% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.72% | ||
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.95% | ||
| Return, trailing 1 week (out-of-sample) | 0.02% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 5.62% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 3.94% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.19% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -1.32% | ||
| SPY annualized return over the backtest window (backtest) | 14.71% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.31 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.62 | ||
| Maximum drawdown, backtest period (backtest) | -48.15% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.88% | ||
| Sharpe ratio, backtest period (backtest) | 0.59 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Sortino ratio, backtest period (backtest) | 0.91 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 32.17% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.89% |
| Annualized turnover, backtest period (backtest) | 4.47 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.20 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 52.29% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.70% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
