Composer · investment strategy
by Composer Technologies · via Composer
Daily switch: buy SPY (broad U.S. stocks) only when LQD (corporate bonds) shows stronger recent price strength than SPY; otherwise sit in BIL (short‑term U.S. T‑Bills). Uses an RSI score to judge that “recent strength.”
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 Macro signals 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 checks recent price strength (RSI: a 0–100 score of how strongly prices have risen or fallen) of LQD (investment‑grade corporate bonds, 14 days) versus SPY (S&P 500 stocks, 10 days). If LQD’s score is higher, it buys SPY. If not, it holds BIL (1–3 month U.S. T‑Bills). Idea: own stocks when credit looks healthy; park in T‑Bills when it doesn’t.
Daily switch: buy SPY (broad U.S. stocks) only when LQD (corporate bonds) shows stronger recent price strength than SPY; otherwise sit in BIL (short‑term U.S. T‑Bills). Uses an RSI score to judge that “recent strength.”
Out-of-sample: better risk-adjusted returns and lower drawdowns vs SPY. Sharpe ~1.12 vs 1.09; Calmar ~1.06; max drawdown ~14.3% vs 18.8%. ~15.2% annualized vs ~18.6% for SPY. A resilient ballast in a diversified portfolio.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, defensive, equities vs cash, momentum/rsi, regime filter, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.22% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.14% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 17.45% | ||
| Return, trailing 3 months (out-of-sample) | 3.22% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.32% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.46% |
Composer Technologies · Composer
Composer Technologies · Composer
