Composer · investment strategy
by Composer Technologies · via Composer
Daily strategy that times the U.S. industrials sector. It mostly owns XLI, but flips to SIJ (an inverse -2x industrials ETF) when short-term readings look overheated. In weak markets it tries to buy oversold dips; if no dip, it uses SIJ cautiously.
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.
No published holdings for this strategy.
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.
No holdings on file, so nothing to test.
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.
6 missing
The text the rules are quoted from, with where it came from.
It toggles between two industrials ETFs: XLI (owns big U.S. industrial stocks) and SIJ (aims to rise about twice as much when industrials fall, on a daily basis).<br>It checks trend with moving averages (200/50/20/10 days) and “heat” with RSI (a 0–100 gauge of how hot/cold recent moves are).<br>In uptrends it mostly holds XLI, briefly flipping to SIJ when rallies look overheated. In downtrends it buys dips; only uses SIJ when dips aren’t present and the short side isn’t overcrowded.
Daily strategy that times the U.S. industrials sector. It mostly owns XLI, but flips to SIJ (an inverse -2x industrials ETF) when short-term readings look overheated. In weak markets it tries to buy oversold dips; if no dip, it uses SIJ cautiously.
Disciplined industrials timing strategy with low beta (~0.66) and solid out-of-sample risk-adjusted edge (Sharpe 0.69, Calmar 0.62). 12.9% oos annualized return; 20.8% max drawdown. Diversifies SPY vs the S&P 500 with a regime-driven return path.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, industrials, inverse etf, moving averages, rsi, sector timing, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.43% | ||
| Return, trailing 1 month (out-of-sample) | 5.88% | ||
| Return, trailing 1 year (out-of-sample) | 19.70% | ||
| Return, trailing 3 months (out-of-sample) | 0.43% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.83% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.57% |
Composer Technologies · Composer
Composer Technologies · Composer
