Composer · investment strategy
by Composer Technologies · via Composer
Uses SPY’s 30-day trend to switch between a safe T‑bill fund (SGOV) and a Nasdaq income fund (JEPQ): 60/40 (safe/risk) when SPY is strong; 20/80 when SPY is weak. Rebalanced daily; exposure is mainly tech-heavy Nasdaq plus T‑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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 checks if SPY (an S&P 500 fund) is above its 30-day average price. If yes: it holds 60% in SGOV (short‑term Treasuries) and 40% in JEPQ (a Nasdaq income fund). If not: it holds 80% JEPQ and 20% SGOV. It rebalances to those weights daily.
Uses SPY’s 30-day trend to switch between a safe T‑bill fund (SGOV) and a Nasdaq income fund (JEPQ): 60/40 (safe/risk) when SPY is strong; 20/80 when SPY is weak. Rebalanced daily; exposure is mainly tech-heavy Nasdaq plus T‑bills.
Out-of-sample, this strategy delivers stronger risk-adjusted performance vs SPY: Calmar 2.13, drawdown 6.85% (vs 8.88%), Sharpe 1.17, and 14.59% annualized vs SPY’s 19.11%. Trend-based Nasdaq income + T-bills lowers downside while preserving upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | 30-day moving average, daily rebalance, nasdaq covered-call income (jepq), t-bills (sgov), tactical allocation, trend signal (spy) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.59% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 9.86% | ||
| Return, trailing 1 month (out-of-sample) | 2.58% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 4.05% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.13 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.85% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.41% |
Collective2
Composer Technologies · Composer
