Composer · investment strategy
by Composer Technologies · via Composer
Daily strategy focused on U.S. Industrials: buy recent laggards when the sector is healthy or washed‑out; hide in gold or T‑bills when it’s weak; and briefly buy a volatility fund when Industrials look extremely overheated.
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 80 funds in its are : DUSL, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99%
Strategies that share its Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
- First, check if Industrials (XLI) looks extremely “hot” over 2 days. If yes, briefly buy UVXY (a volatility fund) expecting a quick pullback.<br>- Otherwise, if Industrials is trending up (above its 200- or 50-day average) or very “cold” short term, buy the 5 worst 1‑month performers in the Industrials list, equally.<br>- If the sector is weak and not washed‑out, hold whichever did better over the last 2 days: GLD (gold) or BIL (T‑bills).
Daily strategy focused on U.S. Industrials: buy recent laggards when the sector is healthy or washed‑out; hide in gold or T‑bills when it’s weak; and briefly buy a volatility fund when Industrials look extremely overheated.
Out-of-sample edge: ~39.5% annual return vs SPY’s ~20.5%, with Calmar ~2.73 and beta ~0.71. Higher upside, lower market correlation, and strong risk-adjusted metrics—though drawdowns can be larger in downturns.
Last Edit: 09/11/2024 https://www.sectorspdrs.com/mainfund/xli
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13k | 2026-10-19 | |
| Backtest regulatory fees | $20 | 2026-10-19 | |
| Backtest slippage cost | $136 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, etfs and single stocks, mean reversion, trend filter, us industrials, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 259 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAL", "ADP", "ALLE", "AME", "AOS", "AXON", "BA", "BIL", "BLDR", "BR", "CARR", "CAT", "CHRW", "CMI", "CPRT", "CSX", "CTAS", "DAL", "DAY", "DE", "DOV", "DUSL", "EFX", "EMR", "ETN", "EXPD", "FAST", "FTV", "GD", "GE", "GLD", "GNRC", "GWW", "HII", "HON", "HUBB", "HWM", "IEX", "IR", "ITW", "J", "JBHT", "JCI", "LDOS", "LHX", "LMT", "LUV", "MAS", "MMM", "NDSN", "NOC", "NSC", "ODFL", "OTIS", "PAYC", "PAYX", "PCAR", "PH", "PNR", "PWR", "ROK", "ROL", "RSG", "RTX", "SNA", "SWK", "TDG", "TT", "TXT", "UAL", "UBER", "UNP", "UPS", "URI", "UVXY", "VRSK", "WAB", "WM", "XLI", "XYL" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 220 | 2026-10-19 | |
| Out-of-sample length | 220 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 30.19% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 26.03% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.54% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.76% | ||
| Return, trailing 1 day (out-of-sample) | -0.18% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -6.48% | ||
| Return, trailing 1 week (out-of-sample) | -0.96% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 80.24% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.23% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -5.17% | ||
| SPY annualized return over the backtest window (backtest) | 15.74% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.94 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.73 | ||
| Maximum drawdown, backtest period (backtest) | -15.59% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.48% | ||
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | ||
| Sortino ratio, backtest period (backtest) | 2.01 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.01 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.44% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.75% |
| Annualized turnover, backtest period (backtest) | 58.64 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.65 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 45.91% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 45.91% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
