Composer · investment strategy
by Composer Technologies · via Composer
Daily switches within the Materials sector: big short‑term drop → 2x long (UYM); big short‑term surge → 2x inverse (SMN); otherwise hold the standard sector fund (XLB).
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. : 94% · 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 : SMN, 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 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 XLB, a broad U.S. Materials‑sector fund. RSI is a 0–100 score of recent up vs down days: low = oversold, high = overheated. If RSI < 20, it buys UYM (about 2x long Materials). If RSI > 75, it buys SMN (about −2x inverse). Otherwise it holds XLB. Rebalanced daily.
Daily switches within the Materials sector: big short‑term drop → 2x long (UYM); big short‑term surge → 2x inverse (SMN); otherwise hold the standard sector fund (XLB).
Out-of-sample annualized return ~19.57% vs S&P 500 ~18.40%. RSI-driven Materials strategy uses 2x long/−2x inverse with daily rebalancing. Higher drawdowns (~29% vs 19%), but notable upside and Calmar ~0.67.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $98k | 2026-10-19 | |
| Backtest regulatory fees | $162 | 2026-10-19 | |
| Backtest slippage cost | $1,140 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, long/short, materials sector, mean reversion, rsi/momentum | ||
| 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[ "SMN", "UYM", "XLB" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,958 | 2026-10-19 | |
| Out-of-sample length | 582 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 12.31% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 882.84% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.57% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.56% | ||
| Return, trailing 1 day (out-of-sample) | 0.71% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.37% | ||
| Return, trailing 1 week (out-of-sample) | 3.05% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 52.90% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 48.78% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.93% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -1.20% | ||
| SPY annualized return over the backtest window (backtest) | 10.85% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.20 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Maximum drawdown, backtest period (backtest) | -61.96% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.11% | ||
| Sharpe ratio, backtest period (backtest) | 0.58 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Sortino ratio, backtest period (backtest) | 0.84 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.70% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.40% |
| Annualized turnover, backtest period (backtest) | 8.93 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.66 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.41% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.69% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
