Composer · investment strategy
by Composer Technologies · via Composer
A daily switch between US stocks (SPY) and long‑term US Treasury bonds (TLT). Above SPY’s 200‑day average it mostly holds SPY; below it mostly holds TLT, with 10/5/2‑day checks to fine‑tune short‑term moves.
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 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.
Each day it compares SPY’s price to its moving averages (average closing prices over the last N days). If SPY > 200‑day: hold SPY, except when it’s below the 10‑day but above the 5‑day, then hold TLT. If SPY ≤ 200‑day: hold TLT, except when SPY < 2‑day, then hold SPY.
A daily switch between US stocks (SPY) and long‑term US Treasury bonds (TLT). Above SPY’s 200‑day average it mostly holds SPY; below it mostly holds TLT, with 10/5/2‑day checks to fine‑tune short‑term moves.
Out-of-sample results show higher risk-adjusted returns and far lower drawdowns vs the S&P 500: Sharpe ~1.06, max drawdown ~12% vs ~19%, Calmar ~1.39, and ~16.6% annualized return.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $397k | 2026-10-19 | |
| Backtest regulatory fees | $1,858 | 2026-10-19 | |
| Backtest slippage cost | $17k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, moving-average timing, risk-on/risk-off, spy vs tlt, tactical allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 22 | 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[ "SPY", "TLT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-19 |
| Remixes (copies) | 16 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 6,096 | 2026-10-19 | |
| Out-of-sample length | 474 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 16.44% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3874% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.63% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.15% | ||
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.02% | ||
| Return, trailing 1 week (out-of-sample) | -1.49% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.59% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.09% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.06% | ||
| SPY annualized return over the backtest window (backtest) | 11.50% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.67 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | ||
| Maximum drawdown, backtest period (backtest) | -24.65% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.95% | ||
| Sharpe ratio, backtest period (backtest) | 0.97 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Sortino ratio, backtest period (backtest) | 1.44 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.18% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.68% |
| Annualized turnover, backtest period (backtest) | 42.37 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.84 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.02% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.16% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
