Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight global sector strategy that buys short-term dips within long-term uptrends (often via 2× ETFs). If a sector is weak, it rotates to the most oversold of staples (KXI), EM bonds (EMB), or gold miners (GOAU). Daily rebalanced.
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.
7 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.
8.0% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 75% · 2026-10-19 ()
31.0% 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 ()
12 of 28 funds in its are : DIG, LTL, ROM, RXL, UCC, UGE, UGL, UPW, URE, UXI, UYG, UYM
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 Leveraged ETFs 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.
Splits money equally across many global sectors and checks each daily. If a sector’s short-term trend (~1 mo) beats its long-term trend (~10 mo), it buys the “most oversold” choice (lowest 10‑day RSI: a 0–100 score of recent ups vs downs; low means it just fell) between a normal ETF (e.g., IXN) and a 2× version (e.g., ROM). If not, it buys the most oversold of KXI (staples), EMB (EM bonds), or GOAU (gold miners). Leveraged picks magnify daily moves.
Equal-weight global sector strategy that buys short-term dips within long-term uptrends (often via 2× ETFs). If a sector is weak, it rotates to the most oversold of staples (KXI), EM bonds (EMB), or gold miners (GOAU). Daily rebalanced.
Out-of-sample, this strategy targets ~33.7% annualized return vs ~21% for the S&P, with Calmar ~1.94 and beta ~0.81. Diversified global sectors and trend-based dip buying offer higher upside with disciplined risk; expect higher drawdowns in choppy markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $60k | 2026-10-19 | |
| Backtest regulatory fees | $475 | 2026-10-19 | |
| Backtest slippage cost | $3,295 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, defensive fallback, global sector rotation, leveraged etfs, trend-following + rsi | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 174 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "DIG", "EMB", "EMO", "EXI", "GOAU", "IGF", "IXC", "IXG", "IXJ", "IXN", "IXP", "JXI", "KXI", "LTL", "MXI", "REET", "RING", "ROM", "RXI", "RXL", "UCC", "UGE", "UGL", "UPW", "URE", "UXI", "UYG", "UYM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 |
| Remixes (copies) | 57 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,139 | 2026-10-19 | |
| Out-of-sample length | 291 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 23.57% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 503.32% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.99% | ||
| Return, trailing 1 day (out-of-sample) | 0.85% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.55% | ||
| Return, trailing 1 week (out-of-sample) | -1.21% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.33% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 35.74% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.40% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -2.05% | ||
| SPY annualized return over the backtest window (backtest) | 14.93% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.86 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.94 | ||
| Maximum drawdown, backtest period (backtest) | -27.38% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.34% | ||
| Sharpe ratio, backtest period (backtest) | 1.08 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | ||
| Sortino ratio, backtest period (backtest) | 1.61 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.81% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.60% |
| Annualized turnover, backtest period (backtest) | 66.41 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 71.61 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.26% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
