Composer · investment strategy
by Composer Technologies · via Composer
Regime playbook: use SPY’s long trend to toggle growth vs defense. In uptrends hold a stock+bond core (NTSX), add DBMF when hot; in downtrends favor gold, Treasuries, managed futures, and sometimes short tech (PSQ). 2008–2023 backtest: 19.1%/yr, -16.5% max drop.
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.
2.7% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 14 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 Multi-asset 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.
Decide regime with SPY long averages: if 200‑day > 1000‑day, long‑term up; else down. Then a 50/200‑day cross and RSI (0–100 heat meter; <30 oversold, >60 hot) pick positions: NTSX (stock+bond core); add DBMF (managed‑futures) when hot; buy XLK (tech) on QQQ dips; else use GLD (gold) and Treasuries (SHY/IEF/TLT). In hard downtrends it may use PSQ (short QQQ) or the best of RSP/RPV/QUAL/BTAL.
Regime playbook: use SPY’s long trend to toggle growth vs defense. In uptrends hold a stock+bond core (NTSX), add DBMF when hot; in downtrends favor gold, Treasuries, managed futures, and sometimes short tech (PSQ). 2008–2023 backtest: 19.1%/yr, -16.5% max drop.
Regime-based, diversified strategy with superior downside protection. OOS max drawdown ≈ 11% vs SPY ≈ 19%, Calmar ≈ 1.73, ~18.7% annualized return (vs SPY ~20.6%). Lower drawdown and strong risk-adjusted gains for a smoother ride.
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) | $41k | 2026-10-11 | |
| Backtest regulatory fees | $56 | 2026-10-11 | |
| Backtest slippage cost | $417 | 2026-10-11 |
| AI categories (Composer) | bonds, gold, managed futures, regime-based, risk management, shorting, tactical asset allocation, tech tilt, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 85 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.86 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DBMF", "GLD", "IEF", "NTSX", "PSQ", "QQQ", "QUAL", "RPV", "RSP", "SHY", "SPY", "TLT", "XLK" ] | 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) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,856 | 2026-10-11 | |
| Out-of-sample length | 917 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 21.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 310.45% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.69% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 86.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 9.51% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 9.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.82% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -10.83% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.02% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
