Composer · investment strategy
by Composer Technologies · via Composer
A daily, stepwise mix of SPY and T‑Bills driven by a 14‑day RSI. It buys more stocks as they get oversold and parks in T‑Bills when they look hot, aiming to track the market with smaller swings.
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.
Each day it checks a 14‑day RSI on SPY, a simple score of how hot or cold stocks feel, then mixes SPY and BIL (T‑Bills) in steps:<br>- RSI ≥ 71: 0% SPY, 100% BIL<br>- 61–70: 25% SPY, 75% BIL<br>- 51–60: 43.8% SPY, 56.2% BIL<br>- 41–50: 57.8% SPY, 42.2% BIL<br>- < 41: 100% SPY<br>Rebalanced daily for a smoother ride.
A daily, stepwise mix of SPY and T‑Bills driven by a 14‑day RSI. It buys more stocks as they get oversold and parks in T‑Bills when they look hot, aiming to track the market with smaller swings.
Out-of-sample edge: higher risk-adjusted return (Sharpe ~1.13 vs SPY ~1.07), lower drawdown (14% vs 18.8%), and lower beta, delivering steadier growth vs the S&P 500 with Calmar ~1.00 for a smoother ride and preserved upside.
same shape, less volatility? Would be nice if it popped more.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, mean reversion, risk management, rsi-based, spy vs t-bills, tactical equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.94% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.68% | ||
| Return, trailing 1 month (out-of-sample) | 1.58% | ||
| Return, trailing 1 year (out-of-sample) | 14.70% | ||
| Return, trailing 3 months (out-of-sample) | 3.69% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.00% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.22% |
Composer Technologies · Composer
Composer Technologies · Composer
