Composer · investment strategy
by Composer Technologies · via Composer
Daily tactic that holds SPY and DIA unless their 14‑day heat gauge (RSI) is “too hot” (>70), then that half parks in BIL T‑Bills. Goal: ride stocks most of the time, step aside after sharp run‑ups, splitting exposure between S&P 500 and Dow.
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.
The portfolio is split into two halves: one tracks the S&P 500 via SPY, the other the Dow 30 via DIA. Each day it checks a 14‑day “heat gauge” (RSI: 0–100 showing recent buying vs. selling). If that gauge is above 70 for an index, that half moves to short‑term T‑Bills (BIL). Otherwise it stays in SPY or DIA (including after big dips below 30). Rebalances daily.
Daily tactic that holds SPY and DIA unless their 14‑day heat gauge (RSI) is “too hot” (>70), then that half parks in BIL T‑Bills. Goal: ride stocks most of the time, step aside after sharp run‑ups, splitting exposure between S&P 500 and Dow.
Defensive, rules-based: stays invested but shifts to cash on overbought signals, trimming drawdown to ~17.1% vs SPY’s ~18.8%. Delivers steadier risk-adjusted performance and better downside protection than the S&P 500 while still capturing upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, dow (dia), rsi/overbought-oversold, s&p 500 (spy), tactical allocation, t‑bills (bil), us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.34% | ||
| Return, trailing 1 month (out-of-sample) | 0.53% | ||
| Return, trailing 1 year (out-of-sample) | 14.79% | ||
| Return, trailing 3 months (out-of-sample) | 1.29% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.10% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.20% |
Composer Technologies · Composer
Composer Technologies · Composer
