Composer · investment strategy
by Composer Technologies · via Composer
A tactical Materials-sector strategy: ride uptrends with XLB, flip to inverse SMN when the sector looks overheated, and in downtrends mostly hold SMN unless conditions look washed‑out. One ETF at a time; checked and rebalanced daily.
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.
2 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 ()
1 of 2 funds in its are : SMN
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.
What it trades: XLB = a fund that owns U.S. materials stocks (chemicals, metals, packaging). SMN = an inverse fund for the same sector; it tends to rise when materials fall (roughly 2× the daily move).<br>RSI: a 0–100 “heat meter” (>70 = overheated, <30 = washed‑out).<br>Steps:<br>1) Check the trend with moving averages (strong, moderate, mild up; or down).<br>2) In uptrends, hold XLB, but if RSI says XLB is overheated, briefly flip to SMN to fade the spike.<br>3) In downtrends, prefer SMN, unless XLB looks washed‑out (or SMN is too hot)—then hold XLB.<br>All-in on one fund, reviewed daily.
A tactical Materials-sector strategy: ride uptrends with XLB, flip to inverse SMN when the sector looks overheated, and in downtrends mostly hold SMN unless conditions look washed‑out. One ETF at a time; checked and rebalanced daily.
Out-of-sample, this tactical Materials strategy delivers 25.73% annualized return vs SPY’s 18.57%, with smaller max drawdown (13.19% vs 18.76%) and Calmar ~1.95—higher upside with lower risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $592k | 2026-10-19 | |
| Backtest regulatory fees | $2,112 | 2026-10-19 | |
| Backtest slippage cost | $16k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, inverse leveraged etf, materials sector, moving-average regimes, rsi mean reversion, tactical long/short | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 86 | 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", "XLB" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,938 | 2026-10-19 | |
| Out-of-sample length | 440 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 23.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 5819% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 48.48% | ||
| 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) | 14.62% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.53% | ||
| 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) | 11.19% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.43 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.95 | ||
| Maximum drawdown, backtest period (backtest) | -54.36% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.19% | ||
| Sharpe ratio, backtest period (backtest) | 0.82 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Sortino ratio, backtest period (backtest) | 1.22 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.37% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.93% |
| Annualized turnover, backtest period (backtest) | 26.20 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.05 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.13% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.59% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
