Composer · investment strategy
by Composer Technologies · via Composer
A simple monthly trend switch: own SPY when its price is above its ~10‑month average; otherwise hold BIL (short‑term U.S. T‑bills). It aims to ride stock uptrends and sit in cash‑like safety during downtrends.
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 2 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.
Once a month, it checks the S&P 500 fund (SPY). If today’s SPY price is above its average price over roughly the last 10 months (220 trading days), it puts 100% into SPY. If it’s below, it puts 100% into BIL, a fund holding 1–3 month U.S. Treasury bills (cash‑like).
A simple monthly trend switch: own SPY when its price is above its ~10‑month average; otherwise hold BIL (short‑term U.S. T‑bills). It aims to ride stock uptrends and sit in cash‑like safety during downtrends.
Monthly trend switch: stay in SPY when above the 10‑month average, else switch to BIL. Out-of-sample: drawdown ~10% vs ~19% for SPY, Sharpe ~1.48 vs 1.33—near-equity upside with far better risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $45k | 2026-10-11 | |
| Backtest regulatory fees | $13 | 2026-10-11 | |
| Backtest slippage cost | $114 | 2026-10-11 |
| AI categories (Composer) | defensive, market timing, moving average, tactical allocation, treasury bills, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6 | 2026-10-11 | |
| Rebalance frequency | monthly | 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", "SPY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 830 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 8.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 354.77% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.52% | 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) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.01% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.18% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
