Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, long/short oil strategy. It follows short‑term signals to pick long (USO/USL/BNO) or short (−2x SCO), and hits the brakes when markets look extreme. Very volatile, spreads risk across many signals, and often moves differently than big tech stocks.
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 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.
6 missing
The text the rules are quoted from, with where it came from.
It trades oil both up and down using oil ETFs (USO/USL/BNO to bet “up”) and a −2x inverse oil ETF (SCO to bet “down”). First it checks short‑term “temperature” (RSI = 0–100 hot/cold meter) on oil and risk gauges (Treasuries SHY/IEF, volatility VIXM, EMs EEV). If things look extreme, it parks in gold (GLD) or cash‑like Treasuries (SHV/NEAR). Otherwise it follows recent leaders (e.g., credit HYG vs cash) to choose long/short and which oil fund. Rebalanced daily.
A high‑octane, long/short oil strategy. It follows short‑term signals to pick long (USO/USL/BNO) or short (−2x SCO), and hits the brakes when markets look extreme. Very volatile, spreads risk across many signals, and often moves differently than big tech stocks.
Oil-driven long/short with brakes: ~11% OOS annualized return, beta ~0.87 to SPY, offering diversification when tech drives markets. Higher volatility and drawdowns up to ~40% in stress—best as a SPY complement, not a sole core.
This is composite grouping of high-win rate signals for trading long/short oil. Distribute the risk across multiple signals, lever it up, and add some mean reversion provisions to truncate trading when in extremes and you get the wild west of trading oil. This is a high vol high return algo, but can be a surprisingly good component of a portfolio due to how it's very strongly not correlated with popular equity sectors and markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities, crude oil, daily rebalanced, leveraged etf, long/short, low equity correlation, momentum + mean reversion, tactical | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.03% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.27% | ||
| Return, trailing 1 month (out-of-sample) | -0.51% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 19.81% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.27 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.27% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.46 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 40.99% |
Composer Technologies · Composer
Composer Technologies · Composer
