Composer · investment strategy
by Composer Technologies · via Composer
A rules-based playbook: follow the market trend; in uptrends own broad US stocks (with a long‑bond ballast when momentum is strong). In sharp selloffs, buy short‑term tech bounces; otherwise, sit in defensive stocks and short‑term bonds during downturns.
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.
4 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.
1.2% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV · not identified: DIA 33%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 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 ()
2 of 18 funds in its are : QLD, ROM
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.
1) Check trend: is the S&P 500 (SPY) above its 200‑day average?<br>• If yes: if momentum is strong (RSI>60 = steady buying), hold ~55% long US Treasuries (TLT) and 45% split across SPY/QQQ/DIA/VTI (broad US stocks). If momentum is only OK, split across SPY/QQQ/DIA.<br>• If no: if the Nasdaq‑100 (QQQ) is very washed‑out (RSI<31), take a short‑term bounce in 2x QLD/ROM. Otherwise, go defensive: ~50% short‑term bonds (BSV) and ~50% in staple/healthcare stocks (e.g., KO, WMT, MCD, JNJ).
A rules-based playbook: follow the market trend; in uptrends own broad US stocks (with a long‑bond ballast when momentum is strong). In sharp selloffs, buy short‑term tech bounces; otherwise, sit in defensive stocks and short‑term bonds during downturns.
Out-of-sample: 23.93% annualized return vs SPY's 22.35%; Calmar ~1.24 signals strong drawdown resilience. Trend-following, diversified mix across bonds and equities offers risk-adjusted upside across regimes (1392 days backtest).
Backtested to Jan 1 2007
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $731k | 2026-10-11 | |
| Backtest regulatory fees | $1,273 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | defensive, leveraged etfs, momentum, recession, short-term bonds, tactical asset allocation, trend following, us equities, us treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "COST", "DIA", "DLTR", "JNJ", "KO", "KR", "MCD", "MNST", "PEP", "QLD", "QQQ", "ROM", "SPY", "TLT", "VTI", "WMT", "YUM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.10 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,907 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 24.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7209% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 125.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
