Composer · investment strategy
by Composer Technologies · via Composer
A rule-based playbook: label the market long-term up or down, then tilt between SPY, Treasuries, staples, and at times short QQQ. Ride strength, ease off when hot, defend in downtrends, and selectively buy tech dips when they’re washed out.
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.
1 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
1 of 10 funds in its are : PSQ
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 Fixed income 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) Judge the market’s long-term climate using smoothed prices (200‑ vs 1000‑day averages).<br>2) Inside that, use 50/200‑day crosses (golden=up, death=down) and price vs the 200‑day to go on offense (SPY) or defense.<br>RSI is a 0–100 heat gauge: low=cold, high=hot.<br>Defense: SHY/IEI/IEF/TLT (US Treasuries short→long), XLP (staples), PSQ (short QQQ). Offense/dip‑buys: SPY; XLK/SOXX when QQQ is washed‑out.
A rule-based playbook: label the market long-term up or down, then tilt between SPY, Treasuries, staples, and at times short QQQ. Ride strength, ease off when hot, defend in downtrends, and selectively buy tech dips when they’re washed out.
Out-of-sample, this strategy delivers higher risk-adjusted growth than the S&P 500: ~21.8% annual return vs ~21.5%, but with notably smaller drawdowns (12% vs 19%) and Calmar ~1.8, signaling steadier upside and less risk.
This strategy lays out the differences between a secular bull run and a secular bear market and how to invest in each. The idea started with the moving average cross between the 200d SMA and the 1000d SMA on the S&P 500. This strategy has a annual rate of return of 19.1% and a max drawdown of 16.5% from Jan 1 2008 - Jan 23 2023
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $365k | 2026-10-11 | |
| Backtest regulatory fees | $646 | 2026-10-11 | |
| Backtest slippage cost | $5,555 | 2026-10-11 |
| AI categories (Composer) | etfs, momentum/mean reversion, regime switching, risk management, tactical asset allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "IEI", "PSQ", "QQQ", "SHY", "SOXX", "SPY", "TLT", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 |
| Remixes (copies) | 97 | 2026-10-11 | |
| Watchers | 43 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3549% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.79% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.55% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.99% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 16.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
