Composer · investment strategy
by Composer Technologies · via Composer
A simple rules‑based mix that follows SPY’s trend to tilt between growth‑heavy US stocks (SPY, QQQ) and safety (gold, T‑Bills), adding defense when the market weakens.
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.
It checks SPY’s short‑term trend: the average closing price of the last 10 days vs the last 100 days. If the 10‑day is above the 100‑day (market rising), it goes risk‑on: 35% SPY (broad US stocks), 35% QQQ (big tech), 10% IAU (gold), 20% BIL (cash‑like T‑Bills). Otherwise it turns defensive: 15% SPY, 15% QQQ, 30% IAU, 40% BIL. Trades only when weights drift ~5% from targets.
A simple rules‑based mix that follows SPY’s trend to tilt between growth‑heavy US stocks (SPY, QQQ) and safety (gold, T‑Bills), adding defense when the market weakens.
Disciplined, rules-based strategy toggling growth vs safety on a 10/100 MA signal. Lower beta (~0.88), controlled drawdowns, and strong risk-adjusted return (Calmar ~1.30) with gold/T-bill ballast. OOS return ~11.3% vs SPY ~17.8%, but smoother risk.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | gold, moving-average signal, risk-on/risk-off, t-bills, tactical allocation, technology tilt, trend-following, us equities | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.98% | ||
| Return, trailing 1 month (out-of-sample) | 2.35% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.17% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.70% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.31% |
Composer Technologies · Composer
Composer Technologies · Composer
