Composer · investment strategy
by Composer Technologies · via Composer
Two SPY trend tests drive risk: both up = 100% SPY; one up = 50% SPY; both down = XLK only if QQQ is extremely oversold (RSI<30), else SHV (T‑bills). Daily rebalanced. Exposure toggles among broad U.S. stocks, Tech on selloffs, or cash‑like bonds.
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.
2 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 4 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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Each day it runs two trend checks on SPY (the S&P 500 fund): 1) Is SPY above its 85‑day average price? 2) Is its 8‑day fast average above its 200‑day long‑term average? If both say up: hold SPY. If one says up: hold 50% SPY. If both say down: if QQQ (Nasdaq‑100) has a 10‑day RSI below 30 (a 0–100 gauge; <30 = very oversold), buy XLK (Tech). Otherwise park in SHV (short‑term Treasuries). Rebalanced daily.
Two SPY trend tests drive risk: both up = 100% SPY; one up = 50% SPY; both down = XLK only if QQQ is extremely oversold (RSI<30), else SHV (T‑bills). Daily rebalanced. Exposure toggles among broad U.S. stocks, Tech on selloffs, or cash‑like bonds.
Out-of-sample: Sharpe 1.56 vs SPY 1.37, annualized return 24.17% vs 21.68%, max drawdown 8.42% vs 18.76%, and lower volatility. Higher upside with stronger downside protection than the S&P 500.
BT May 30 2007
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $215k | 2026-10-11 | |
| Backtest regulatory fees | $298 | 2026-10-11 | |
| Backtest slippage cost | $2,356 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, risk-off to treasuries, tactical asset allocation, tech rotation, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 22 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SHV", "SPY", "XLK" ] | 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) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 768 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 16.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2053% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 93.59% | 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) | 17.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.34% | 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) | 11.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.42% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.18 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
