Composer · investment strategy
by Composer Technologies · via Composer
A simple, daily strategy that buys the single fund that has fallen the most recently (by a 10-day RSI) from a small set: 2x Utilities, 2x Staples, 2x long Treasuries, 2x Gold, or a cash-like fund. One position at a time; leveraged, so moves can be big.
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%)
No funds
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 ()
100.0% 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 ()
4 of 5 funds in its are : UBT, UGE, UGL, UPW
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 reviews 5 funds: 2x Utilities (UPW), 2x Consumer Staples (UGE), 2x long U.S. Treasuries (UBT), 2x Gold (UGL), and a cash-like fund (MINT). It scores the last 10 days with RSI—a 0–100 gauge of recent moves; low = has fallen hard. It buys the one with the lowest score (most beaten-down) for a potential bounce, holds one day, then repeats. These funds are defensive and often move differently; 2x versions amplify swings.
A simple, daily strategy that buys the single fund that has fallen the most recently (by a 10-day RSI) from a small set: 2x Utilities, 2x Staples, 2x long Treasuries, 2x Gold, or a cash-like fund. One position at a time; leveraged, so moves can be big.
Out-of-sample, this RSI-10 mean-reversion strategy targets about 34% annualized returns vs ~19.5% for the S&P, with positive alpha and a strong Calmar ratio (~1.46). Expect higher drawdowns (~23%) and greater volatility from 2x leverage.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.4M | 2026-10-19 | |
| Backtest regulatory fees | $49k | 2026-10-19 | |
| Backtest slippage cost | $399k | 2026-10-19 |
| AI categories (Composer) | cash-like, consumer staples, daily rotation, gold, leveraged etfs, long treasuries, rsi mean reversion, single position, utilities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 8 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "MINT", "UBT", "UGE", "UGL", "UPW" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,201 | 2026-10-19 | |
| Out-of-sample length | 294 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 50.79% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 94k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.84% | ||
| Return, trailing 1 day (out-of-sample) | -0.26% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -9.10% | ||
| Return, trailing 1 week (out-of-sample) | 0.35% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 35.93% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 41.00% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.96% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -12.47% | ||
| SPY annualized return over the backtest window (backtest) | 14.58% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.83 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.46 | ||
| Maximum drawdown, backtest period (backtest) | -61.02% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.28% | ||
| Sharpe ratio, backtest period (backtest) | 1.07 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Sortino ratio, backtest period (backtest) | 2.04 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 47.79% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.77% |
| Annualized turnover, backtest period (backtest) | 71.92 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.86 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.34% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.06% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
