Composer · investment strategy
by Composer Technologies · via Composer
Own SPY in uptrends and move to BIL (T‑Bills) in downtrends using a simple 50‑ vs 200‑day average price test (“death cross”). Seeks to ride bull markets and avoid deep bear‑market losses; may lag in choppy or fast‑rebound markets.
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.
Each day, it looks at SPY (a fund of the 500 biggest US stocks). If SPY’s recent 50‑day average price (average of the last 50 closes) is below its 200‑day average, that signals a downtrend and it moves to BIL (a fund of 1–3 month US T‑Bills, i.e., cash‑like). Otherwise it stays in SPY. It only switches when that relationship flips.
Own SPY in uptrends and move to BIL (T‑Bills) in downtrends using a simple 50‑ vs 200‑day average price test (“death cross”). Seeks to ride bull markets and avoid deep bear‑market losses; may lag in choppy or fast‑rebound markets.
Near-SPY upside with superior risk control. Out-of-sample Calmar ~9 and low drawdowns by moving to BIL in downtrends—participate in rallies, protect capital, and enjoy strong risk-adjusted returns vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | long-only, moving-average timing, risk management, t-bills (bil), tactical allocation, trend-following, us equities (spy) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.59% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 0.66% | ||
| Return, trailing 1 month (out-of-sample) | 0.00% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 8.99 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.40% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.56 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.40% |
Composer Technologies · Composer
Composer Technologies · Composer
