Composer · investment strategy
by Composer Technologies · via Composer
A tactical oil-and-energy strategy: when oil trends up it owns oil ETFs or leading energy stocks; when trend weakens it moves to T‑bills, Treasuries, gold, or the dollar. Uses simple trend/strength signals, rebalanced daily; sometimes uses 2× oil (UCO).
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.
5 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.
16.8% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
: 83.1% (UCO 25% × 2.00, DBO 33% × 1.00), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 2026-10-19 ()
24.9% 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 19 funds in its are : ERY, UCO
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 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.
4 missing
The text the rules are quoted from, with where it came from.
Goal: ride oil uptrends, sidestep downtrends. It checks whether oil ETFs (DBO/OILK/UCO=oil funds) sit above/below recent average prices (moving averages). If up: buy oil funds or the strongest big oil/refiners (XOM, CVX, COP, VLO, MPC, CVE, DINO; XLE). If weak: rotate to cash‑like T‑bills (SHV/BSV), Treasuries (TLT/IEF), gold (GLD) or the US dollar (UUP). It uses RSI (a speedometer of buying vs selling) and short‑term momentum to choose. Rebalanced daily; may use UCO (2× oil) or ERY (inverse energy).
A tactical oil-and-energy strategy: when oil trends up it owns oil ETFs or leading energy stocks; when trend weakens it moves to T‑bills, Treasuries, gold, or the dollar. Uses simple trend/strength signals, rebalanced daily; sometimes uses 2× oil (UCO).
Out-of-sample edge: 22.7% annualized return vs 19.6% for the S&P, with Calmar ~1.03. An oil-cycle strategy that rides uptrends and hedges to cash/gold/treasuries when weak, offering higher upside with disciplined drawdown control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $42k | 2026-10-19 | |
| Backtest regulatory fees | $167 | 2026-10-19 | |
| Backtest slippage cost | $925 | 2026-10-19 |
| AI categories (Composer) | defensive hedging, energy, leveraged etfs, momentum, oil, rotation, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 140 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "COP", "CVE", "CVX", "DBO", "DINO", "ENPH", "ERY", "GLD", "IEF", "MPC", "OILK", "SHV", "TLT", "UCO", "UUP", "VLO", "XLE", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,128 | 2026-10-19 | |
| Out-of-sample length | 531 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 18.47% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 318.68% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 53.35% | ||
| Return, trailing 1 day (out-of-sample) | 2.69% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.38% | ||
| Return, trailing 1 week (out-of-sample) | 4.77% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 94.56% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 83.53% | ||
| Return, trailing 2 weeks (out-of-sample) | 10.23% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 23.38% | ||
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.50 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | ||
| Maximum drawdown, backtest period (backtest) | -36.96% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.15% | ||
| Sharpe ratio, backtest period (backtest) | 0.82 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Sortino ratio, backtest period (backtest) | 1.14 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.33% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.17% |
| Annualized turnover, backtest period (backtest) | 28.33 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.59 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.06% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
