Composer · investment strategy
by Composer Technologies · via Composer
A simple monthly plan: if the S&P 500 is in an uptrend, hold the single strongest name from a list led by Big Tech and other blue chips; if not, hold the strongest bond ETF. Uses a 200‑day trend filter and ~3‑month momentum. Current rules use MUB, not BRK.B.
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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
0.0% 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 14 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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 month, check if the S&P 500 fund (SPY) is above its 200‑day average (uptrend).<br>- If yes (Risk ON): put 100% in the single best 3‑month performer among Apple, Nvidia, Microsoft, Google, Amazon, Costco, T‑Mobile, Lockheed Martin, Exxon, or short‑term Treasuries (SHY).<br>- If no (Risk OFF): put 100% in the best of long Treasuries (TLT), high‑yield bonds (JNK), short Treasuries (SHY), or municipal bonds (MUB).<br>Note: BRK.B is not used; MUB is.
A simple monthly plan: if the S&P 500 is in an uptrend, hold the single strongest name from a list led by Big Tech and other blue chips; if not, hold the strongest bond ETF. Uses a 200‑day trend filter and ~3‑month momentum. Current rules use MUB, not BRK.B.
Out-of-sample, this trend+momentum strategy beats SPY: ~36% vs ~17% annualized return, Sharpe 1.26 vs 1.01, beta ~0.57, Calmar ~1.32. It rotates to leaders in up moves and safe bonds in down moves with monthly rebalances.
David alan carter's cash trigger but risk OFF removing MUB and adding BRK B
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.1M | 2026-10-11 | |
| Backtest regulatory fees | $2,987 | 2026-10-11 | |
| Backtest slippage cost | $26k | 2026-10-11 |
| AI categories (Composer) | bonds, concentrated, momentum, risk-on/risk-off, tactical asset allocation, tech-heavy, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 24 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "COST", "GOOGL", "JNK", "LMT", "MSFT", "MUB", "NVDA", "SHY", "SPY", "TLT", "TMUS", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,678 | 2026-10-11 | |
| Out-of-sample length | 468 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 80k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 77.97% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.76% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.38% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 12.12% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
