Composer · investment strategy
by Composer Technologies · via Composer
A utilities-only strategy that switches between XLU (own utilities) and SDP (-2x short utilities) using trend filters and RSI. Generally long in uptrends, shorts overheated rallies, and buys dips when utilities look washed out.
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 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.
6 missing
The text the rules are quoted from, with where it came from.
Each day it looks only at U.S. utilities: XLU (long) and SDP (-2x inverse). It first checks three moving averages of XLU (10/50/100/200-day) to label the trend. Then it uses RSI—a 0–100 “speedometer” of recent buying/selling (hot > ~70, cold < ~30–40)—to act.<br>In strong uptrends it mostly holds XLU, flipping to SDP only if XLU looks very hot. In weak/downtrends it more often holds SDP, but buys XLU on sharp, oversold dips. Fully invested; rebalanced daily.
A utilities-only strategy that switches between XLU (own utilities) and SDP (-2x short utilities) using trend filters and RSI. Generally long in uptrends, shorts overheated rallies, and buys dips when utilities look washed out.
Utilities-only trend/RSI strategy offers better downside control vs the S&P. OOS drawdown 14.8% vs 18.8% SPY; Calmar ~0.76. Disciplined, daily rebalanced exposure aims for steady upside with lower risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged inverse etf, rsi timing, tactical long/short, trend-following, utilities sector | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 20.31% | ||
| Return, trailing 1 month (out-of-sample) | -4.50% | ||
| Return, trailing 1 year (out-of-sample) | -7.83% | ||
| Return, trailing 3 months (out-of-sample) | -5.85% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.83% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.24% |
Composer Technologies · Composer
Composer Technologies · Composer
