Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule-based switch between SPY (S&P 500) and BIL (1–3 month T‑bills). Own SPY if price is below its 6‑day average (buy the dip) or above its ~1‑year average; otherwise sit in T‑bills.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
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 Trend following 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.
Each day it looks at SPY (a fund tracking the S&P 500) and decides between SPY and BIL (a fund holding 1–3 month U.S. Treasury bills).<br>- If SPY’s price is below its 6‑day average, buy SPY.<br>- Else if it’s above its ~1‑year average (259 days), buy SPY.<br>- Otherwise hold BIL.<br>Rebalanced daily.
A daily, rule-based switch between SPY (S&P 500) and BIL (1–3 month T‑bills). Own SPY if price is below its 6‑day average (buy the dip) or above its ~1‑year average; otherwise sit in T‑bills.
Near-SPY upside with lower beta. OOS Sharpe ~1.05, beta ~0.93, annualized ~16.79% vs SPY 17.56%, max drawdown ~18.76%, Calmar ~0.90. Daily SPY/T‑bill switch targets strong risk-adjusted gains with less market sensitivity.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $116k | 2026-10-19 | |
| Backtest regulatory fees | $154 | 2026-10-19 | |
| Backtest slippage cost | $1,335 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, moving-average timing, spy vs t-bills, tactical allocation, trend + mean reversion, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 13 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 507 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 13.48% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1058% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.23% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 week (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.26% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | ||
| SPY annualized return over the backtest window (backtest) | 10.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.40 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Maximum drawdown, backtest period (backtest) | -33.72% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | ||
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Sortino ratio, backtest period (backtest) | 1.17 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.66% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.94% |
| Annualized turnover, backtest period (backtest) | 12.40 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 1.99 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.42% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.64% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
