Composer · investment strategy
by Composer Technologies · via Composer
A daily, real‑estate–focused strategy that toggles between XLRE (long real estate) and REK (inverse real estate). It uses long- and short-term trend filters plus an overbought/oversold gauge (RSI) to buy dips and short when the sector looks too hot.
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%)
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 : REK
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.
What it trades: XLRE (an ETF of U.S. real‑estate stocks/REITs) or REK (an ETF that goes up when real‑estate stocks fall, about −1x).<br>It checks trend with moving averages (average price over 100 vs 400 days, and 10 vs 20 days). It then uses RSI—a 0–100 gauge of how “hot” or “oversold” a price is. It buys XLRE when the sector looks cool/oversold; if it looks too hot, it switches to REK. Rebalances daily; always 100% in one or the other.
A daily, real‑estate–focused strategy that toggles between XLRE (long real estate) and REK (inverse real estate). It uses long- and short-term trend filters plus an overbought/oversold gauge (RSI) to buy dips and short when the sector looks too hot.
100% daily long/short REIT strategy (XLRE/REK) using trend and RSI. Out-of-sample: Sharpe 1.11 vs 1.03, return 17.57% vs 17.35%, drawdown 12.1% vs 18.8%. Stronger risk-adjusted performance 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) | $37k | 2026-10-19 | |
| Backtest regulatory fees | $144 | 2026-10-19 | |
| Backtest slippage cost | $956 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, etf, long/short, mean reversion, moving averages, real estate, rsi, sector-specific, trend filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 43 | 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[ "REK", "XLRE" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,373 | 2026-10-19 | |
| Out-of-sample length | 438 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 14.74% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 265.31% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.57% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.07% | ||
| Return, trailing 1 day (out-of-sample) | 0.40% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.34% | ||
| Return, trailing 1 week (out-of-sample) | -0.60% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.43% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.89% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.46% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -4.22% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.41 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | ||
| Maximum drawdown, backtest period (backtest) | -36.40% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.13% | ||
| Sharpe ratio, backtest period (backtest) | 0.77 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Sortino ratio, backtest period (backtest) | 1.09 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.71% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.72% |
| Annualized turnover, backtest period (backtest) | 27.82 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.26 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.98% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.42% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
