Composer · investment strategy
by Composer Technologies · via Composer
A tactical mix of US stocks, energy (oil/gas), clean energy, and commodities. It rides uptrends using trend/RSI signals and shifts to cash‑like T‑bills, Treasuries, dollar, gold, or inverse/leveraged ETFs when momentum fades. Expect higher volatility.
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.
20 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.
6.4% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 10.8% (DBC 30% × 0.37, KOLD 0% × -2.00), 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. : 99% · 2026-10-19 ()
2.9% 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 ()
13 of 48 funds in its are : BOIL, DIG, ERX, ERY, KOLD, NRGD, NRGU, PSQ, QID, QLD, SSO, USD, UVXY
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.
It runs several rule‑based sleeves at once: 1) US stocks (mainly the Nasdaq) when in uptrends; 2) Energy—oil and natural gas—plus a small clean‑energy sleeve; 3) Broad commodities.<br>It checks trend (price vs recent averages) and heat (RSI, a 0–100 “speed” score). In strong uptrends it owns the leaders (sometimes with 2x/3x funds). When trends weaken it rotates to Treasuries, cash‑like T‑bills, the U.S. dollar, gold, or inverse funds.
A tactical mix of US stocks, energy (oil/gas), clean energy, and commodities. It rides uptrends using trend/RSI signals and shifts to cash‑like T‑bills, Treasuries, dollar, gold, or inverse/leveraged ETFs when momentum fades. Expect higher volatility.
Out-of-sample annualized return: ~36.3% vs SPY's ~29.2%; Sharpe ~1.74; Calmar ~2.97. Drawdown higher (12.2% vs 8.9%), but stronger risk-adjusted, diversified exposure to energy, commodities, and tech leaders via trend/momentum rules.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16k | 2026-10-19 | |
| Backtest regulatory fees | $5 | 2026-10-19 | |
| Backtest slippage cost | $41 | 2026-10-19 |
| AI categories (Composer) | commodities, energy, equities, leveraged/inverse etfs, momentum, multi-asset, risk-managed, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 300 | 2026-10-19 | |
| Rebalance corridor width | 7.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "APH", "BOIL", "BSV", "COP", "CVE", "CVX", "DBC", "DBO", "DIG", "DINO", "ENPH", "ERX", "ERY", "FAN", "FCG", "GLD", "ICLN", "IEF", "KOLD", "MNST", "MPC", "NRGD", "NRGU", "NVDA", "NVR", "OILK", "POOL", "PSQ", "QCOM", "QID", "QLD", "QQQ", "RMD", "SHV", "SMH", "SPY", "SSO", "TAN", "TLT", "UNG", "USD", "UUP", "UVXY", "VLO", "XLE", "XOM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-19 |
| Remixes (copies) | 33 | 2026-10-19 | |
| Watchers | 15 | 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) | 35.43% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 59.52% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.29% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.89% | ||
| Return, trailing 1 day (out-of-sample) | -0.36% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.07% | ||
| Return, trailing 1 week (out-of-sample) | -0.32% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 34.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 33.98% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.39% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.23% | ||
| SPY annualized return over the backtest window (backtest) | 27.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.90 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.97 | ||
| Maximum drawdown, backtest period (backtest) | -12.20% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.20% | ||
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.74 | ||
| Sortino ratio, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.97 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 18.77% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.89% |
| Annualized turnover, backtest period (backtest) | 11.21 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.21 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.47% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.47% | 2026-10-19 |
Collective2
Composer Technologies · Composer
