Composer · investment strategy
by Composer Technologies · via Composer
Own SPY when it’s in a long‑term uptrend. If not, and Nasdaq isn’t panicking, go defensive: 50% T‑bills (BIL) and 50% split between Consumer Staples (XLP) and Gold (GLD) by stability. If Nasdaq is very oversold, buy Tech (XLK).
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 6 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 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.
4 missing
The text the rules are quoted from, with where it came from.
1) If the S&P 500 (SPY) is above its 200‑day average, own SPY.<br>2) If not, check short‑term strength in the Nasdaq 100 (QQQ) using a 10‑day RSI (a 0–100 gauge of recent gains vs. losses).<br>- If RSI > 30: hold 50% T‑bills (BIL) and 50% split between Consumer Staples (XLP) and Gold (GLD), with more weight on the steadier one.<br>- If RSI ≤ 30: hold Technology (XLK).
Own SPY when it’s in a long‑term uptrend. If not, and Nasdaq isn’t panicking, go defensive: 50% T‑bills (BIL) and 50% split between Consumer Staples (XLP) and Gold (GLD) by stability. If Nasdaq is very oversold, buy Tech (XLK).
Out-of-sample, this strategy beats SPY on risk-adjusted performance: 25.35% vs 21.65% annualized, max drawdown 11.32% vs 18.76%, Sharpe ~1.48 vs ~1.29, Calmar ~2.24. A regime-driven, defensive rotation offers steadier upside with less downside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $215k | 2026-10-19 | |
| Backtest regulatory fees | $231 | 2026-10-19 | |
| Backtest slippage cost | $1,913 | 2026-10-19 |
| AI categories (Composer) | defensive rotation, momentum, risk management, tactical asset allocation, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 17 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "QQQ", "SPY", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-19 |
| Remixes (copies) | 15 | 2026-10-19 | |
| Watchers | 12 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,878 | 2026-10-19 | |
| Out-of-sample length | 552 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 17.18% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2055% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.31% | ||
| 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) | 14.31% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.13% | ||
| 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) | 0.85 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.24 | ||
| Maximum drawdown, backtest period (backtest) | -20.23% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.32% | ||
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Sortino ratio, backtest period (backtest) | 1.77 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.39 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 14.96% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.16% |
| Annualized turnover, backtest period (backtest) | 10.77 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.05 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.47% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.43% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
