Composer · investment strategy
by Composer Technologies · via Composer
Daily trend-and-safety switch: in uptrends, split between SPY and tech‑heavy QQQ, tilted to the steadier one. In weak markets, buy QQQ on sharp dips, or SPY if holding up; otherwise park in short‑term T‑bills.
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.
2 positions as of 2026-10-11
: 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.
2.1% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
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% · 2026-10-11 ()
0 of 3 funds in its are
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 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.
4 missing
The text the rules are quoted from, with where it came from.
Each day:<br>1) If SPY’s short-term average price (~1 month) is above its long-term average (~10 months), the trend is up. Hold SPY (S&P 500) and QQQ (tech‑heavy Nasdaq‑100), giving more to the steadier one (lower 100‑day volatility).<br>2) Otherwise, if QQQ looks oversold (RSI—a gauge of how fast it’s been dropping—reads low), buy QQQ.<br>3) Else if SPY is above its ~31‑day average, buy SPY.<br>4) Else hold BIL (1–3 month U.S. T‑bills). Rebalance daily.
Daily trend-and-safety switch: in uptrends, split between SPY and tech‑heavy QQQ, tilted to the steadier one. In weak markets, buy QQQ on sharp dips, or SPY if holding up; otherwise park in short‑term T‑bills.
Out-of-sample edge: 26.6% annualized return vs SPY's 21.4%; Sharpe ~1.53 vs 1.38; Calmar ~1.57; max drawdown ~16.9% vs 18.8%. A rule-based trend-and-cash approach aims for bigger gains with lower risk.
This simple strategy beats the market and has less drawdown. Backtested for 20 years.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $224k | 2026-10-11 | |
| Backtest regulatory fees | $248 | 2026-10-11 | |
| Backtest slippage cost | $1,250 | 2026-10-11 |
| AI categories (Composer) | downside protection, momentum, t-bills/cash, tactical asset allocation, tech tilt, trend-following, us large-cap, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 17 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.54 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 939 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 17.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2143% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.97% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.97% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.80% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
