Composer · investment strategy
by Composer Technologies · via Composer
Own SPY in uptrends. If SPY is below its 200‑day average but very oversold, buy the dip in SPY; otherwise rotate to defensive Consumer Staples (XLP). Daily checks; fully invested.
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 2 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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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 the strategy checks SPY (an S&P 500 fund). If SPY’s price is above its 200‑day average (the average price over ~10 months), it owns SPY.<br>If below, it looks at RSI(10), a gauge of recent speed of moves; below 30 means very oversold. If RSI<30, it buys SPY (buy the dip).<br>Otherwise it holds XLP, a defensive Consumer Staples fund (groceries, toothpaste). Always fully invested.
Own SPY in uptrends. If SPY is below its 200‑day average but very oversold, buy the dip in SPY; otherwise rotate to defensive Consumer Staples (XLP). Daily checks; fully invested.
Out-of-sample edge: 21.57% annualized vs SPY's 20.29%, drawdown 13.38% vs 18.76%, Sharpe 1.43 vs 1.25, beta ~0.83, Calmar 1.61. Higher risk-adjusted return with less market exposure and stronger downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $188k | 2026-10-11 | |
| Backtest regulatory fees | $246 | 2026-10-11 | |
| Backtest slippage cost | $1,977 | 2026-10-11 |
| AI categories (Composer) | defensive tilt, dip buying, long-only, regime switching, s&p 500, sector rotation, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 10 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SPY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,991 | 2026-10-11 | |
| Out-of-sample length | 1,018 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 11.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1778% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.28% | 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) | 18.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.49% | 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) | 8.82% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.71% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.35% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.72% | 2026-10-11 |
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