Composer · investment strategy
by Composer Technologies · via Composer
Own SPY in clear uptrends, sometimes buy QQQ after sharp pullbacks, and sit in T‑Bills when trends are weak. Uses SPY (S&P 500), QQQ (Nasdaq‑100), and BIL (1–3 month US Treasuries). Rebalanced daily.
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 ()
0 of 3 funds in its are
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 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.
4 missing
The text the rules are quoted from, with where it came from.
Daily checklist, one holding at a time:<br>- If SPY’s 21‑day average price (average of last 21 days) is above its 210‑day average, hold SPY (broad US market).<br>- Else, if QQQ’s 10‑day “oversold” gauge (RSI; under 30 = fell hard) triggers, buy QQQ for a rebound.<br>- Else, if SPY is above its 31‑day average, hold SPY.<br>- Else, hold BIL (1–3 month US T‑Bills; cash‑like).
Own SPY in clear uptrends, sometimes buy QQQ after sharp pullbacks, and sit in T‑Bills when trends are weak. Uses SPY (S&P 500), QQQ (Nasdaq‑100), and BIL (1–3 month US Treasuries). Rebalanced daily.
Out-of-sample edge: ~23.1% annualized return vs SPY ~21.4%; max drawdown ~16.1% vs ~18.8%; Sharpe ~1.50 vs ~1.38; Calmar ~1.44; beta ~0.93. Higher risk-adjusted growth with disciplined, liquid, rules-based decisions.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $185k | 2026-10-11 | |
| Backtest regulatory fees | $102 | 2026-10-11 | |
| Backtest slippage cost | $879 | 2026-10-11 |
| AI categories (Composer) | etfs, mean reversion, momentum, risk management, rules-based, tactical asset allocation, trend-following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 15 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QQQ", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,809 | 2026-10-11 | |
| Out-of-sample length | 939 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 16.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1753% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.11% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.14% | 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) | 17.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.26% | 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) | 11.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.05% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.86% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
