Composer · investment strategy
by Composer Technologies · via Composer
A daily, single-sector tactic: read a 10-day RSI on XLI (U.S. industrials). If deeply oversold, buy DUSL (3x bull). If extremely overbought, buy SIJ (-2x short). Otherwise hold XLI. One holding at a time.
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 : DUSL, SIJ
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 on XLI, an ETF of large U.S. industrial companies. RSI is a 0–100 score of recent up vs. down days: low = washed-out, high = overheated.<br>- If RSI < 18: buy DUSL (3x bull industrials) for a rebound.<br>- Else if RSI > 90: buy SIJ (-2x industrials) for a pullback.<br>- Otherwise: hold XLI. One position at a time; rebalanced daily.
A daily, single-sector tactic: read a 10-day RSI on XLI (U.S. industrials). If deeply oversold, buy DUSL (3x bull). If extremely overbought, buy SIJ (-2x short). Otherwise hold XLI. One holding at a time.
Low-beta, RSI-driven sector strategy in US Industrials. Out-of-sample: Sharpe ~0.98 vs S&P ~1.12; drawdown ~17.6% vs 18.8%; return ~17.3% vs 18.4%. Strong risk-adjusted gains with tighter downside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $35k | 2026-10-19 | |
| Backtest regulatory fees | $5 | 2026-10-19 | |
| Backtest slippage cost | $40 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, rsi, tactical, us industrials sector | ||
| 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) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "DUSL", "SIJ", "XLI" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,378 | 2026-10-19 | |
| Out-of-sample length | 582 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 14.02% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 245.20% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.32% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.17% | ||
| Return, trailing 1 day (out-of-sample) | -0.08% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.21% | ||
| Return, trailing 1 week (out-of-sample) | -1.46% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.81% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.67% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -6.30% | ||
| SPY annualized return over the backtest window (backtest) | 14.95% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.34 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Maximum drawdown, backtest period (backtest) | -41.63% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.57% | ||
| Sharpe ratio, backtest period (backtest) | 0.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | ||
| Sortino ratio, backtest period (backtest) | 1.05 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.47% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.02% |
| Annualized turnover, backtest period (backtest) | 1.48 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.87 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.16% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.09% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
