Composer · investment strategy
by Composer Technologies · via Composer
Owns broad U.S. stocks when both SPY and QQQ are rising; otherwise parks in defensive sectors (utilities, health care, consumer staples) and short‑term T‑bills. Aims to cut bear‑market losses, with potential lag and whipsaws in choppy markets.
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.
It checks if the recent 50‑day average price is above the longer 200‑day average for SPY (S&P 500) and QQQ (Nasdaq‑100, tech‑heavy). If both are up, it holds 50% SPY and 50% QQQ. If either fails, it shifts to XLU (utilities), XLV (health care), XLP (staples), and BIL (T‑bills), 25% each. Rebalanced daily.
Owns broad U.S. stocks when both SPY and QQQ are rising; otherwise parks in defensive sectors (utilities, health care, consumer staples) and short‑term T‑bills. Aims to cut bear‑market losses, with potential lag and whipsaws in choppy markets.
Rule-based strategy: risk-on only when SPY and QQQ rise; else rotate to defensives and Treasuries. Out-of-sample: ~17.74% annualized return, ~14.71% max drawdown, Sharpe ~0.97, Calmar ~1.21—offers disciplined risk control vs. SPY.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive rotation, moving-average filter, sector etfs, tactical asset allocation, trend-following, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.60% | ||
| Return, trailing 1 month (out-of-sample) | 3.68% | ||
| Return, trailing 1 year (out-of-sample) | 20.50% | ||
| Return, trailing 3 months (out-of-sample) | 3.93% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.71% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.62% |
Composer Technologies · Composer
Composer Technologies · Composer
