Composer · investment strategy
by Composer Technologies · via Composer
Own SPY unless BDRY’s 60‑day RSI is ≤50 and SPY is below its 20‑day average. In that case, hold BIL (T‑bills). BDRY is a shipping‑rates ETF used as a global‑trade strength signal.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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 3 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 Macro signals 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.
Daily check: - BDRY = an ETF tied to dry‑bulk shipping rates (a proxy for global trade). Compute its 60‑day RSI (a 0–100 strength gauge; >50 means more up than down). If >50 → buy SPY (S&P 500 stocks). - Else, see if SPY’s price is above its 20‑day average (a simple trend line). If yes → buy SPY; if not → move to BIL (1–3 month T‑bills). It stays in stocks unless both signals are weak.
Own SPY unless BDRY’s 60‑day RSI is ≤50 and SPY is below its 20‑day average. In that case, hold BIL (T‑bills). BDRY is a shipping‑rates ETF used as a global‑trade strength signal.
Better risk-adjusted performance with strong downside protection. Out-of-sample Sharpe ~1.38 vs SPY ~1.12; max drawdown ~8.9% vs 18.8%; beta ~0.53; Calmar ~1.92. Raw return ~17% vs 18.5%, but far better risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $35k | 2026-10-19 | |
| Backtest regulatory fees | $52 | 2026-10-19 | |
| Backtest slippage cost | $448 | 2026-10-19 |
| AI categories (Composer) | macro proxy (shipping), momentum, risk-on/risk-off, t-bills, tactical allocation, trend-following, us equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 14 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BDRY", "BIL", "SPY" ] | 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) | 0.54 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,095 | 2026-10-19 | |
| Out-of-sample length | 524 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 16.42% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 254.22% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.22% | ||
| Return, trailing 1 day (out-of-sample) | -1.13% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 week (out-of-sample) | -2.23% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.55% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.26% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.82% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | ||
| SPY annualized return over the backtest window (backtest) | 14.74% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.83 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.92 | ||
| Maximum drawdown, backtest period (backtest) | -19.83% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.88% | ||
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | ||
| Sortino ratio, backtest period (backtest) | 1.82 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 12.49% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.95% |
| Annualized turnover, backtest period (backtest) | 14.07 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.21 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.56% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.68% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
