Composer · investment strategy
by Composer Technologies · via Composer
Daily switch between XLE (U.S. energy stocks) and BIL (cash‑like T‑Bills). Own XLE only when it’s above its 20‑day average and has a positive 5‑day return; otherwise sit in BIL. Seeks to lock in energy‑news gains and limit downside.
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 Capital preservation 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 decides between: - XLE: a fund of U.S. energy companies (Exxon, Chevron, etc.). - BIL: a fund of 1–3 month U.S. Treasury bills (cash-like). Hold XLE only if its price is above its 20‑day average AND its last 5‑day return is positive. If either test fails, move to BIL. Recheck daily and switch as needed.
Daily switch between XLE (U.S. energy stocks) and BIL (cash‑like T‑Bills). Own XLE only when it’s above its 20‑day average and has a positive 5‑day return; otherwise sit in BIL. Seeks to lock in energy‑news gains and limit downside.
Out-of-sample: ~36% annualized return vs ~19% for the S&P; Sharpe ~1.85 vs ~1.39; Calmar ~4.03. Drawdowns ~9% vs ~8.9%. A disciplined energy-timing rule aims for higher upside with controlled risk.
Energy sector tactical play with dual exit triggers. Holds XLE only when both trend and momentum are intact. Exits to BIL (cash) if price falls below 20-day moving average OR shows negative 5-day momentum - designed to lock in Venezuela news gains and limit downside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | energy, momentum, risk management, rules-based, sector rotation, tactical asset allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.77% | ||
| Return, trailing 1 month (out-of-sample) | 0.39% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 8.25% |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.03 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.02% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.85 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.64% |
Composer Technologies · Composer
Composer Technologies · Composer
