Composer · investment strategy
by Composer Technologies · via Composer
Tactical mix of SPY (S&P 500), TLT (long Treasuries), SHV (cash‑like), and sometimes XLK (Tech). Three SPY trend checks drive risk‑on/off. QQQ’s RSI (a short‑term “hot/cold” gauge) fine‑tunes entries: >80 shifts to TLT; <30 allows a Tech bounce.
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 5 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 Fixed income 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.
Runs 3 simple trend checks on SPY using moving averages (averages of recent prices): price>85‑day; 10‑day EMA>25‑day; 8‑day EMA>200‑day. For each check:<br>- Uptrend: hold SPY, unless QQQ’s RSI>80 (very “hot”); then use TLT.<br>- Downtrend: hold SHV (cash‑like), unless QQQ’s RSI<30 (“washed out”); then use XLK.<br>The portfolio is the average of the 3 picks.
Tactical mix of SPY (S&P 500), TLT (long Treasuries), SHV (cash‑like), and sometimes XLK (Tech). Three SPY trend checks drive risk‑on/off. QQQ’s RSI (a short‑term “hot/cold” gauge) fine‑tunes entries: >80 shifts to TLT; <30 allows a Tech bounce.
Out-of-sample edge: 26.24% annual return vs SPY 20.98%, Sharpe 1.69 vs 1.31, Calmar 3.30, max drawdown 7.95% vs 18.76%, beta ~0.81. Diversified, risk-controlled trend strategy beats the S&P on risk-adjusted return.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $309k | 2026-10-11 | |
| Backtest regulatory fees | $629 | 2026-10-11 | |
| Backtest slippage cost | $5,400 | 2026-10-11 |
| AI categories (Composer) | momentum/mean-reversion, multi-signal, tactical asset allocation, treasuries, trend-following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SHV", "SPY", "TLT", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 107 | 2026-10-11 | |
| Watchers | 53 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 704 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 19.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2994% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.92% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.09% | 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) | 1.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.30 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 13.52% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.64 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.16 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
