Composer · investment strategy
by Composer Technologies · via Composer
Times the S&P 500 using shipping‑market momentum: if BDRY’s 60‑day strength score is above 50, hold SPY; otherwise sit in BIL (T‑Bills). Checks daily, fully in stocks or in cash‑like bills.
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 Macro signals 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 scores BDRY (a shipping‑rates ETF) on a 0–100 “recent strength” scale over ~3 months. If BDRY’s score is above 50, it buys SPY (U.S. large‑cap stocks). If not, it holds BIL (short‑term U.S. Treasury bills). It never holds BDRY itself.<br><br>RSI>50 = risk‑on (SPY). Otherwise = cash‑like (BIL).
Times the S&P 500 using shipping‑market momentum: if BDRY’s 60‑day strength score is above 50, hold SPY; otherwise sit in BIL (T‑Bills). Checks daily, fully in stocks or in cash‑like bills.
Out-of-sample edge: 8.9% max drawdown vs SPY's 18.8%, Calmar 1.66, Sharpe 1.46, and ~14.75% annualized with lower volatility—durable upside and stronger downside protection than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | macro proxy, market timing, momentum filter, risk-on/risk-off, shipping indicator, single-signal model, spy vs t‑bills | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.75% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.17% | ||
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 year (out-of-sample) | 17.26% | ||
| Return, trailing 3 months (out-of-sample) | 3.83% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.66 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.88% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.77% |
Composer Technologies · Composer
Composer Technologies · Composer
