Composer · investment strategy
by Composer Technologies · via Composer
A tactical barbell: ride oil uptrends (NRGU/OILK or top oil stocks), rotate to clean energy (ICLN/TAN/FAN) when oil cools, and fall back to tech or Treasuries—while keeping ~55% in cash-like SHV. Uses trend and “hot/cold” signals to switch.
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.
6 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.
12.5% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
3 of 23 funds in its are : NRGD, NRGU, 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Two sleeves: Oil (“Dirty”) and Clean Energy (“Green”). Each keeps ~55% in SHV (cash-like Treasuries).<br>When crude (UCO/DBO) is rising, the Oil sleeve buys NRGU (3x big-oil note), OILK (oil futures) or top oil stocks (Exxon, Chevron, etc.); if weak, it may use NRGD (-3x inverse) or IEF (Treasuries).<br>When oil cools, the Green sleeve buys ICLN/TAN/FAN (solar/wind) if trending. If neither looks good, it buys QQQ/XLK (tech) when markets are strong/oversold, else IEI (Treasuries). It uses trend lines (moving averages) and a hot/cold meter (RSI).
A tactical barbell: ride oil uptrends (NRGU/OILK or top oil stocks), rotate to clean energy (ICLN/TAN/FAN) when oil cools, and fall back to tech or Treasuries—while keeping ~55% in cash-like SHV. Uses trend and “hot/cold” signals to switch.
Out-of-sample risk-adjusted edge: Sharpe 2.27 vs 1.63, Calmar 3.11, max drawdown 7.87% vs 8.89%. A ~55% SHV cash buffer and a dynamic Oil/Clean Energy/Tech/Treasuries rotation target higher risk-adjusted returns 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) | $14k | 2026-10-19 | |
| Backtest regulatory fees | $7 | 2026-10-19 | |
| Backtest slippage cost | $39 | 2026-10-19 |
| AI categories (Composer) | cash overlay, energy & clean energy, leveraged etns, momentum, sector rotation, tactical allocation, treasuries, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 137 | 2026-10-19 | |
| Rebalance corridor width | 1.62% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "COP", "CVE", "CVX", "DBO", "DINO", "ENPH", "FAN", "ICLN", "IEF", "IEI", "MPC", "NRGD", "NRGU", "OILK", "QQQ", "SHV", "SPY", "TAN", "UCO", "VLO", "XLE", "XLK", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-19 |
| Remixes (copies) | 27 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 387 | 2026-10-19 | |
| Out-of-sample length | 387 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 39.49% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.46% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.33% | ||
| Return, trailing 1 day (out-of-sample) | -0.19% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.77% | ||
| Return, trailing 1 week (out-of-sample) | -0.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 25.75% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 25.82% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.19% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.51% | ||
| SPY annualized return over the backtest window (backtest) | 27.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.07 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.11 | ||
| Maximum drawdown, backtest period (backtest) | -7.86% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.87% | ||
| Sharpe ratio, backtest period (backtest) | 2.26 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.27 | ||
| Sortino ratio, backtest period (backtest) | 3.53 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.53 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 9.82% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 9.89% |
| Annualized turnover, backtest period (backtest) | 10.73 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.73 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.88% | 2026-10-19 |
Collective2
Composer Technologies · Composer
